# Maybe bug? Using non-integer frequencies in stats::ts Classic List Threaded 6 messages Open this post in threaded view
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## Maybe bug? Using non-integer frequencies in stats::ts

 I am developing a package to analyse physiological time-series and I thought that the most reliable and robust solution was to base it on the native stats::ts class. In my domain it is common to express series frequencies as samples-per-second. So ts(..., frequency=10) would mean a signal sampled 10 times every second, and ts(..., frequency = 1) a signal sampled every second. Following this logic, a few slower signals are sampled every 5 seconds (or more), resulting in a frequency of e.g. 0.2 Nowhere in the documentation is stated that the frequency must be an integer value, but using fractional values gives inconsistent results. For instance, in this example, foo and bar are identical, just with start-end values shifted by 1. Yet when extracting an arbitrary window, the 'bar' series gives error. x = 1:22 foo = ts(x, start = 1.5, end = 106.5, frequency = 0.2) bar = ts(x, start = 2.5, end = 107.5, frequency = 0.2) window(foo, start = 20, end = 30, extend=TRUE) # Time Series:# Start = 20 # End = 25 # Frequency = 0.2 #  5 6 window(bar, start = 20, end = 30, extend=TRUE) # Error in attr(y, "tsp") <- c(ystart, yend, xfreq) : #   invalid time series parameters specified The reason is in the rounding procedures for ystart and yend at the end of the stats::window function. For the 'foo' series the ystart and yend values are calculated as: c(20, 25), whereas for the 'bar' series, they become c(20, 30) although the window should be of the very same size in both cases. (A further discussion on the example is at: https://stackoverflow.com/questions/57928054 ) Should I report a bug or am I misunderstanding something? -- Johann R. Kleinbub, PhD University of Padova FISPPA Dep. - Section of Applied Psychology Cell: +39 3495986373         [[alternative HTML version deleted]] ______________________________________________ [hidden email] mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
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## Re: Maybe bug? Using non-integer frequencies in stats::ts

 It's been three months without an answer, is it ok to thread bump? Would someone provide a pointer? Thank you for your consideration, Johann On Mon, 16 Sep 2019 at 15:53, Johann R. Kleinbub <[hidden email]> wrote: > > I am developing a package to analyse physiological time-series and I thought that the most reliable and robust solution was to base it on the native stats::ts class. In my domain it is common to express series frequencies as samples-per-second. So ts(..., frequency=10) would mean a signal sampled 10 times every second, and ts(..., frequency = 1) a signal sampled every second. Following this logic, a few slower signals are sampled every 5 seconds (or more), resulting in a frequency of e.g. 0.2 > Nowhere in the documentation is stated that the frequency must be an integer value, but using fractional values gives inconsistent results. > For instance, in this example, foo and bar are identical, just with start-end values shifted by 1. Yet when extracting an arbitrary window, the 'bar' series gives error. > > x = 1:22 > foo = ts(x, start = 1.5, end = 106.5, frequency = 0.2) > bar = ts(x, start = 2.5, end = 107.5, frequency = 0.2) > > window(foo, start = 20, end = 30, extend=TRUE) > > # Time Series: > # Start = 20 > # End = 25 > # Frequency = 0.2 > #  5 6 > > window(bar, start = 20, end = 30, extend=TRUE) > > # Error in attr(y, "tsp") <- c(ystart, yend, xfreq) : > #   invalid time series parameters specified > > The reason is in the rounding procedures for ystart and yend at the end of the stats::window function. For the 'foo' series the ystart and yend values are calculated as: c(20, 25), whereas for the 'bar' series, they become c(20, 30) although the window should be of the very same size in both cases. (A further discussion on the example is at: https://stackoverflow.com/questions/57928054 ) > Should I report a bug or am I misunderstanding something? > > -- > Johann R. Kleinbub, PhD > University of Padova > FISPPA Dep. - Section of Applied Psychology > Cell: +39 3495986373 -- Johann R. Kleinbub, PhD University of Padova FISPPA Dep. - Section of Applied Psychology Cell: +39 3495986373         [[alternative HTML version deleted]] ______________________________________________ [hidden email] mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
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## Re: Maybe bug? Using non-integer frequencies in stats::ts

 On 05/12/2019 11:00 a.m., Johann R. Kleinbub wrote: > It's been three months without an answer, is it ok to thread bump? > Would someone provide a pointer? I agree it's a bug, and agree with your analysis.  You should report it on bugs.r-project.org.  (If you don't have an account there, let us know, and either someone will give you one, or someone will report it for you.) As a workaround, I don't see it happening with extend=FALSE, but of course that might not suit your needs in general. Duncan Murdoch > > Thank you for your consideration, > Johann > > > On Mon, 16 Sep 2019 at 15:53, Johann R. Kleinbub <[hidden email]> > wrote: >> >> I am developing a package to analyse physiological time-series and I > thought that the most reliable and robust solution was to base it on the > native stats::ts class. In my domain it is common to express series > frequencies as samples-per-second. So ts(..., frequency=10) would mean a > signal sampled 10 times every second, and ts(..., frequency = 1) a signal > sampled every second. Following this logic, a few slower signals are > sampled every 5 seconds (or more), resulting in a frequency of e.g. 0.2 >> Nowhere in the documentation is stated that the frequency must be an > integer value, but using fractional values gives inconsistent results. >> For instance, in this example, foo and bar are identical, just with > start-end values shifted by 1. Yet when extracting an arbitrary window, the > 'bar' series gives error. >> >> x = 1:22 >> foo = ts(x, start = 1.5, end = 106.5, frequency = 0.2) >> bar = ts(x, start = 2.5, end = 107.5, frequency = 0.2) >> >> window(foo, start = 20, end = 30, extend=TRUE) >> >> # Time Series: >> # Start = 20 >> # End = 25 >> # Frequency = 0.2 >> #  5 6 >> >> window(bar, start = 20, end = 30, extend=TRUE) >> >> # Error in attr(y, "tsp") <- c(ystart, yend, xfreq) : >> #   invalid time series parameters specified >> >> The reason is in the rounding procedures for ystart and yend at the end > of the stats::window function. For the 'foo' series the ystart and yend > values are calculated as: c(20, 25), whereas for the 'bar' series, they > become c(20, 30) although the window should be of the very same size in > both cases. (A further discussion on the example is at: > https://stackoverflow.com/questions/57928054 ) >> Should I report a bug or am I misunderstanding something? >> >> -- >> Johann R. Kleinbub, PhD >> University of Padova >> FISPPA Dep. - Section of Applied Psychology >> Cell: +39 3495986373 > > > > -- > Johann R. Kleinbub, PhD > University of Padova > FISPPA Dep. - Section of Applied Psychology > Cell: +39 3495986373 > > [[alternative HTML version deleted]] > > ______________________________________________ > [hidden email] mailing list > https://stat.ethz.ch/mailman/listinfo/r-devel> ______________________________________________ [hidden email] mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
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## Re: Maybe bug? Using non-integer frequencies in stats::ts

 Thank you for the quick follow up, Duncan. Unfortunately extend=TRUE is called internally in various instances such as when replacing parts of the time-series with  window<-.ts Consider the following examples of time series with ugly values: x = 1:22 foo = ts(x, start = 1.5, end = 106.5, frequency = 0.2) # a ts of 525 cycles bar = ts(x, start = 2.5, end = 107.5, frequency = 0.2) # a ts of 525 cycles starting 5 cycles later than foo qux = ts(x, start = 2.5, end = 102.5, frequency = 0.2) # a ts of 500 cycles starting 5 cycles later than foo # extraction works fine window(foo, start = 20, end = 30)  # works fine window(bar, start = 20, end = 30)  # works fine window(qux, start = 20, end = 30)  # works fine # assignment fails in different ways for bar and qux window(foo, start = 20, end = 30) <- NA  # works fine window(bar, start = 20, end = 30) <- NA  # ERROR: "invalid time series parameters specified" window(qux, start = 20, end = 30) <- NA  # ERROR: "times to be replaced do not match" If extraction works fine, there's no reason why replacing the values should fail. I don't have an account on bugs.r-project.org yet. I'd be available to do the report if I'm assigned one. Best, Johann On Thu, 5 Dec 2019 at 17:46, Duncan Murdoch <[hidden email]> wrote: > On 05/12/2019 11:00 a.m., Johann R. Kleinbub wrote: > > It's been three months without an answer, is it ok to thread bump? > > Would someone provide a pointer? > > I agree it's a bug, and agree with your analysis.  You should report it > on bugs.r-project.org.  (If you don't have an account there, let us > know, and either someone will give you one, or someone will report it > for you.) > > As a workaround, I don't see it happening with extend=FALSE, but of > course that might not suit your needs in general. > > Duncan Murdoch > > > > > > > Thank you for your consideration, > > Johann > > > > > > On Mon, 16 Sep 2019 at 15:53, Johann R. Kleinbub < > [hidden email]> > > wrote: > >> > >> I am developing a package to analyse physiological time-series and I > > thought that the most reliable and robust solution was to base it on the > > native stats::ts class. In my domain it is common to express series > > frequencies as samples-per-second. So ts(..., frequency=10) would mean a > > signal sampled 10 times every second, and ts(..., frequency = 1) a signal > > sampled every second. Following this logic, a few slower signals are > > sampled every 5 seconds (or more), resulting in a frequency of e.g. 0.2 > >> Nowhere in the documentation is stated that the frequency must be an > > integer value, but using fractional values gives inconsistent results. > >> For instance, in this example, foo and bar are identical, just with > > start-end values shifted by 1. Yet when extracting an arbitrary window, > the > > 'bar' series gives error. > >> > >> x = 1:22 > >> foo = ts(x, start = 1.5, end = 106.5, frequency = 0.2) > >> bar = ts(x, start = 2.5, end = 107.5, frequency = 0.2) > >> > >> window(foo, start = 20, end = 30, extend=TRUE) > >> > >> # Time Series: > >> # Start = 20 > >> # End = 25 > >> # Frequency = 0.2 > >> #  5 6 > >> > >> window(bar, start = 20, end = 30, extend=TRUE) > >> > >> # Error in attr(y, "tsp") <- c(ystart, yend, xfreq) : > >> #   invalid time series parameters specified > >> > >> The reason is in the rounding procedures for ystart and yend at the end > > of the stats::window function. For the 'foo' series the ystart and yend > > values are calculated as: c(20, 25), whereas for the 'bar' series, they > > become c(20, 30) although the window should be of the very same size in > > both cases. (A further discussion on the example is at: > > https://stackoverflow.com/questions/57928054 ) > >> Should I report a bug or am I misunderstanding something? > >> > >> -- > >> Johann R. Kleinbub, PhD > >> University of Padova > >> FISPPA Dep. - Section of Applied Psychology > >> Cell: +39 3495986373 > > > > > > > > -- > > Johann R. Kleinbub, PhD > > University of Padova > > FISPPA Dep. - Section of Applied Psychology > > Cell: +39 3495986373 > > > >       [[alternative HTML version deleted]] > > > > ______________________________________________ > > [hidden email] mailing list > > https://stat.ethz.ch/mailman/listinfo/r-devel> > > > -- Johann R. Kleinbub, PhD University of Padova FISPPA Dep. - Section of Applied Psychology Cell: +39 3495986373         [[alternative HTML version deleted]] ______________________________________________ [hidden email] mailing list https://stat.ethz.ch/mailman/listinfo/r-devel