tweak seasonal extraction

davidcarslaw · Jul 11, 2023 · 2415c53 · 2415c53
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diff --git a/NEWS.md b/NEWS.md
@@ -34,6 +34,8 @@
 
 - new function `runRegression()` for extracting 'dilution lines' from air quality and other data. Online manual will be updated with principles and examples. 
 
+- Tweak seasonal trend decomposition using STL to allow the seasonal amplitude to vary more. Affects `smoothTrend` and `TheilSen`.
+
 ## Bug Fixes
 
 - The order of columns in `importUKAQ()` will remain consistent (metadata, date, pollutants, meteo) regardless of whether `hc` is `TRUE` or `FALSE`.

diff --git a/R/TheilSen.R b/R/TheilSen.R
@@ -401,7 +401,7 @@ TheilSen <- function(mydata, pollutant = "nox", deseason = FALSE,
         ## s.window should not be "periodic"; set quite high to avoid
         ## overly fitted seasonal cycle
         ## robustness also makes sense for sometimes noisy data
-        ssd <- stl(myts, s.window = 35, robust = TRUE, s.degree = 0)
+        ssd <- stl(myts, s.window = 11, robust = TRUE, s.degree = 1)
 
         deseas <- ssd$time.series[, "trend"] + ssd$time.series[, "remainder"]
 

diff --git a/R/smoothTrend.R b/R/smoothTrend.R
@@ -358,7 +358,7 @@ smoothTrend <- function(mydata, pollutant = "nox", deseason = FALSE,
 
       }
 
-      ssd <- stl(myts, s.window = 35, robust = TRUE, s.degree = 0)
+      ssd <- stl(myts, s.window = 11, robust = TRUE, s.degree = 1)
 
       deseas <- ssd$time.series[, "trend"] + ssd$time.series[, "remainder"]
       deseas <- as.vector(deseas)