Displaying 20 results from an estimated 4000 matches similar to: "[R-SIG-Finance] Removing outliers in tick data in R?"
2008 Oct 23
1
[R-SIG-Finance] forecasting earnings, sales and gross margin of a company...
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Subject: Re: [R] [R-SIG-Finance] forecasting earnings, sales and gross margin of a company...
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Recipient: ngottlieb at marinercapital.com
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2011 Nov 29
2
Weird Excel Time Format
I have a 10-column XLS file, with 2 date fields. As far as I can tell,
they were configured identically in Excel 2010. One of these fields
resembles "39406.577662037", whilst in Excel, it is shown as
"2007-11-20 13:42:20". Applying as.Date() with the default format
doesn't do it. Any ideas as to what format this is? Many thanks! -- H
--
Sent from my mobile device
Envoyait
2012 Mar 08
2
KalmanSmooth
I have a bunch of clean timeseries data obtained from a sensor and I'd
like to apply a Kalman Filter to it to smoothe it out. Through a few
days of Googling, reading papers, implementing such a filter in
various languages, I finally realised that it may be built into R. So
I did a "??kalman" at the R prompt and found that it is indeed there.
However, the help page is a tad bare,
2012 Jan 27
2
PosixCT subsecond accuracy
A sample of the data I have is:
> head(sensor)
logged_on accx accy accz compassx compassy compassz
gyrox gyroy gyroz
1 1326561428000 -0.4602 0.8346 0.0936 0.145508 -0.350586 0.259766
59.617390 28.521740 59.617390
2 1326561428050 -0.4212 1.0452 0.1326 0.219727 -0.321289 0.241211
88.695656 27.478260 88.695656
3 1326561428100 -0.2496 1.3416 0.2886 0.214844 -0.326172
2011 Dec 24
1
Optimising timeboxing in xts
I don't know if timeboxing is the correct term to use to accomplish
what I'm attempting, so allow me to explain. I have a set n of tagged
observations in time series t. What I'm interested in is taking i
seconds before and after every n. My code is below:
# observations.xts is an xts time series and arg is the number of
seconds to for the timebox
timeboxes <-
2012 Feb 10
1
Scriptable Integration
My data:
> dput(mydata)
structure(list(V1 = c(1328565067, 1328565067.05, 1328565067.1,
1328565067.15, 1328565067.2, 1328565067.25), V2 = c(0.0963890795246276,
0.227296347215609, 0.240972698811569, 0.221208948983498, 0.230898231782485,
0.203282153087549), V3 = c(0.0245045248243853, 0.0835679411703579,
0.0612613120609633, 0.058568910563872, 0.0511868450318788, 0.0557714205674231
)), .Names =
2012 Feb 13
1
only 0s may be mixed with negative subscripts
I'd like to get the sum of every other row in a data.frame. When I
actually set about doing this, I get the error in the subject line of
this message. A sample of my data is below, followed by the function
call that should give me the results I want:
> dput(head(sens2))
structure(list(Time = c(1328565067, 1328565067.05, 1328565067.1,
1328565067.15, 1328565067.2, 1328565067.25), Y =
2012 Apr 03
2
Finding Instances of a Pattern Throughout Data Set
I have approximately 2.5 million rows from a number of sensor
readings. Having plotted these, I can see a given pattern (say a spike
in the amplitude away from the mean). I would now like to automate
this procedure as we're expecting a great deal more data in the near
future. Is there any package or function that will make this possible?
Many thanks! I suppose, I could do something like:
2012 Feb 05
1
Grouping miliseconds By Hours
I have a list of numbers corresponding to timestamps, a sample of which follows:
c(1327211358, 1327221999, 1327527296, 1327555433, 1327701042,
1327761389, 1327780993, 1327815670, 1327822964, 1327897497, 1327897527,
1327937072, 1327938300, 1327957589, 1328044466, 1328127921, 1328157588,
1328213951, 1328236836, 1328300276, 1328335936, 1328429102)
I would like to group these into hours. In other
2012 Feb 14
3
Spline Question
> dput(sensor.sample)
structure(c(1328565718.65, 1328566608.9, 1328566162.65, 1328566571.1,
1328566598.85, 1328565634.3, 1328566513.95, 1328565123.65, 1328565827.1,
1328566719.9, 1328565527.55, 1328565118.05, 1328565556.85, 1328565623.85,
1328565230.75, 1328566083.85, 1328566012.45, 1328566795.75, 1328565262.85,
1328566191.35, 1328565827.8, 1328566384.25, 1328565376.95, 1328566006.8,
2011 Aug 26
2
cbind giving NA's?
I have two xts objects, call them "a" and "b", and am trying to merge them...
> class(a)
[1] "xts" "zoo"
> class(b)
[1] "xts" "zoo"
> head(a)
2010-04-01 7.6343
2010-04-02 7.6343
2010-04-03 7.5458
2010-04-04 7.4532
2010-04-05 7.4040
2010-04-06 7.3317
> head(b)
2010-04-01 568.80
2010-04-05 571.01
2010-04-06
2012 Jan 12
2
Points inside a polygon
I have a list of bounds for a series of polygons. I do understand the
formula to determine whether point i is within polygon X (X[x1] < i[x]
& X[x2] > i[x] & X[y1] < i[y] & X[y2] > i[y]), and I can apply this
throughout the dataset. However, this naive algorithm doesn't scale
very well. The data set contains 10,000 points consisting of (n,e)
pairs where I'm
2012 Feb 08
1
"Zoomable" time series plots
Not sure if the question is appropos, but I have multiple csv's which
are read into an xts object, corresponding to telemetry data
(accelerometer, magnetometer/compass, and gyroscope). For examination,
it would be ?ber useful if plot.zoo (or something similar) allowed me
to zoom in and out of a subset of the time axes.
--
Sent from my mobile device
Envoyait de mon portable
2011 Dec 30
3
good method of removing outliers?
Happy holidays all!
I know it's very subjective to determine whether some data is outlier or
not...
But are there reasonally good and realistic methods of identifying outliers
in R?
Thanks a lot!
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2011 May 18
1
strucchange package Linux help
When I run the code below on Macintosh and Windows, the plot comes out
fine. However, on Linux, the png generated is invalid from R console,
and loading strucchange crashes rkward. Is this a known issue on Linux
and, if so, is there a workaround? Many thanks!
require(strucchange)
data("RealInt")
bp.ri <- breakpoints(RealInt~1, h=15)
summary(bp.ri)
fac.ri <- breakfactor(bp.ri,
2012 Feb 07
1
read.csv "Duplicate row.names not allowed"
I'm trying to read in a CSV, with lines looking like:
HEADER, Latitude DecDeg, Latitude Hemisphere, Longitude DecDeg,
Longitude Hemisphere, Speed knots, Bearing Degrees, fixQualityGga,
noOfSatGga, altGga, heightGga, selectionGsa, fixGsa, pdopGsa,
hdopGsa, vdopGsa, noOfSatGsv, Time, *checkSum
$GPS, 3747.0224, N, 12223.4522, W, 0.36, 348.21, 1, 3, 4.01, 175.5,
-25.2, A, 2, 4.14,
2011 Apr 09
1
How do I make this faster?
I was on vacation the last week and wrote some code to run a 500-day
correlation between the Nasdaq tracking stock (QQQ) and 191 currency pairs
for 500 days. The initial run took 9 hours(!) and I'd like to make it
faster. So, I'm including my code below, in hopes that somebody will be able
to figure out how to make it faster, either through parallelisation, or by
making changes. I've
2012 Apr 20
3
PCA sensitive to outliers?
Hi all,
I found that the PCA gave chaotic results when there are big changes in a
few data points.
Are there "improved" versions of PCA in R that can help with this problem?
Please give me some pointers...
Thank you!
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2012 Oct 04
4
Class for time series
Dear all,
I have a time serie dataset such as the following with data acquired
every 15 minutes:
Date Heure Profondeur Temp?rature Salinit? Turbidit? Chloration
1 2012-07-06 08:47:22 -0.144 22.469 0.011 0.000 0
2 2012-07-06 09:02:21 -0.147 22.476 0.011 0.000 0
3 2012-07-06 09:17:21 -0.139 22.498 0.011 19.323 0
4 2012-07-06
2011 Sep 06
3
r-help volcano plot
Can't installe packag maDB or limma.
Error is shown as
Using R version 2.13.1, biocinstall version 2.8.4.
Installing Bioconductor version 2.8 packages:
Is there any other way to draw volcano plot ?
Thanks
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