Mohit Dhingra
2013-Aug-08 04:08 UTC
[R] Running time complexity of Seasonal ARIMA model (forecast package)
*Dear All,* I am using Seasonal ARIMA model for predicting cloud workloads. I want to know the running time complexity of building model by the algorithm implemented in R (I am not sure, is it Yule-Walker?). I want to know if it is polynomial O(n^2) etc. or exponential or linear (O(n)). Can someone please help. * ---------------------------- Thanks & Regards Mohit Dhingra +919611190435* [[alternative HTML version deleted]]
Prof Brian Ripley
2013-Aug-08 07:15 UTC
[R] Running time complexity of Seasonal ARIMA model (forecast package)
On 08/08/2013 05:08, Mohit Dhingra wrote:> *Dear All,* > > I am using Seasonal ARIMA model for predicting cloud workloads. I want to > know the running time complexity of building model by the algorithm > implemented in R (I am not sure, is it Yule-Walker?). I want to know if itIt is not Yule-Walker (which is for AR models only).> is polynomial O(n^2) etc. or exponential or linear (O(n)). Can someone > please help.What is 'n' here? Please read the references for yourself: they will tell you enough to deduce the answer -- or you could experiment.> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code.PLEASE do. -- Brian D. Ripley, ripley at stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595