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Using the zoo package (and help from SO) I have created a time series from the following:

z <- read.zoo("D:\\Futures Data\\BNVol3.csv", sep = ",", header = TRUE, index = 1:2,
     tz="", format = "%d/%m/%Y %H:%M")

This holds data in the following format:(Intra-day from 07:00 to 20.50)

2012-10-01 14:50:00 2012-10-01 15:00:00 2012-10-01 15:10:00 2012-10-01 15:20:00
               8638                9014                9402                9505

I want to "deseasonalize" the intra-day component of this data so that 1 day is considered a complete seasonal cycle. (I am using the day component because not all days will run from 07.00 to 20.50 due to bank holidays etc, but running from 07.00 to 20.50 is usually the standard. I assume that if i used the 84 intra-day points as 1 seasonal cycle then as some point the deseasonalizing will begin to get thrown off track)

I have tried to use the decompose method but this has not worked. 

x <- Decompose(z)

Not sure "zoo" and decompose method are compatible but I thought "zoo" and "ts" were designed to be. Is there another way to do this?

Thanks in advance for any help.

azuric
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    What have you tried (provide the code, output, and expected output)? See [How do I ask a good question?](http://stackoverflow.com/help/how-to-ask) and the [StackOverflow question checklist](http://meta.stackexchange.com/q/156811). – Joshua Ulrich Sep 17 '13 at 13:23
  • Updated it, not sure what else I need to post. Have not provided the whole output because it is too much data. Is there a way to provide the original CSV file. – azuric Sep 17 '13 at 18:02
  • zoo doesn't have a `Decompose` function. – Joshua Ulrich Sep 17 '13 at 18:11
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    Get the feeling I am approaching the problem the wrong way. Is there a better solution to deseasonalizing intra day data using daily seasonal cycles – azuric Sep 18 '13 at 06:25

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