带有缺失数据的时间序列的"loess“

Question

我在使用带有缺失数据的时间序列的loess和loess.smooth时遇到了问题。

这两个命令都不能处理这个玩具数据。

x <- as.Date(c(1, 2, 4, 5, 6), origin="2010-1-1")
y <- c(4, 8, 8, 28, 11)

plot(x, y, ylim=c(1,30))

lines(loess(y ~ x), col="red")
lines(loess.smooth(y=y, x=x), col="blue")

Answer 1

我最终使用了以下代码：

# Data

x.1 <- as.Date(c(1, 2, 4, 5, 6), origin="2010-1-1")
x.2 <- c(1, 2, 4, 5, 6)
y <- c(4, 8, 8, 28, 11)


# x.2 - x is numeric variable

plot(x.2, y, ylim=c(1,30))

lines(loess(y ~ x.2, span=1.01), col="black", lwd=2, lty=2)  # neccessary to change span default to avoid warnings (span = 0.75)
lines(loess.smooth(x.2, y, span=1.01), col = "orange", , lwd=2)  # neccessary to change span default to avoid warnings (span = 2/3)
lines(smooth.spline(x.2,y), col="blue", lwd=2) 


# x.1 - x is date variable

plot(x.1, y, ylim=c(1,30))
# loess() cannot deal with date variables, thus convert it to 
lines(loess(y~as.numeric(x.1), span=1.01), col="red", lwd=2)  # neccessary to change span default to avoid warnings (span = 0.75) 
lines(loess.smooth(x.1, y, span=1.01), col = "orange", lwd=2)   # neccessary to change span default to avoid warnings (span = 2/3)
lines(smooth.spline(x.1,y), col="blue", lwd=2) 

问题是：(1) loess不能处理日期变量。(2)必须调整span参数(>1)。