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I have a time series data

c1= c(0.558642328, 
0.567173803, 
0.572518969, 
0.579917556, 
0.592155421, 
0.600239837, 
0.598955071, 
0.608857572, 
0.615442061, 
0.613502347, 
0.618076897, 
0.626769781, 
0.633930194, 
0.645518577, 
0.66773088, 
0.68128165, 
0.695552504, 
0.6992836, 
0.702771866, 
0.700840271, 
0.684032428, 
0.665082645, 
0.646948862, 
0.621813893, 
0.597888613, 
0.577744126, 
0.555984044, 
0.533597678, 
0.523645413, 
0.522041142, 
0.525437844, 
0.53053292, 
0.543152606, 
0.549038792, 
0.555300856, 
0.563411331, 
0.572663951, 
0.584438777, 
0.589476192, 
0.604197562, 
0.61670388, 
0.624161184, 
0.624345171, 
0.629342985, 
0.630379665, 
0.620067096, 
0.597480375, 
0.576228619, 
0.561285031, 
0.543921304, 
0.530826211, 
0.519563568, 
0.514228535, 
0.515202665, 
0.516663855, 
0.525673366, 
0.543545395, 
0.551681638, 
0.558951402, 
0.566816133, 
0.573842585, 
0.578611696, 
0.589180577, 
0.603297615, 
0.624550509, 
0.641310155, 
0.655093217, 
0.668385196, 
0.671600127, 
0.658876967, 
0.641041982, 
0.605081463, 
0.585503519, 
0.556173635, 
0.527428073, 
0.502755737, 
0.482510734, 
0.453295642, 
0.439938772, 
0.428757811, 
0.422361642, 
0.40945864, 
0.399504355, 
0.412688798, 
0.42684828, 
0.456935656, 
0.48355422, 
0.513727218, 
0.541630101, 
0.559122121, 
0.561763656, 
0.572532833, 
0.576761365, 
0.576146233, 
0.580199403, 
0.584954906)

corresponding to dates

dates = seq(as.Date("2016-09-01"), as.Date("2020-07-30"), by=15)

What I want to do is compute normalized spectral entropy of this time series. I have found in literature that high value indicates high stability of a system.

I have found a function here: https://rdrr.io/cran/ForeCA/man/spectral_entropy.html, but cannot generate what I want. New to this topic, and hence any interpretation would be helpful too.

kl40
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0 Answers0