Displaying 20 results from an estimated 30 matches for "forcasted".
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forecasted
2009 Feb 03
3
Problem about SARMA model forcasting
Hello, Guys:
I'm from China, my English is poor and I'm new to R. The first message I sent to R help meets some problems, so I send again.
Hope that I can get useful suggestions from you warm-hearted guys.
Thanks.
I builded a multiplicative seasonal ARMA model to a series named "cDownRange".
And the order is (1,1)*(0,1)45
The regular AR=1; regular MA=1; seasonal AR=0; seasonal
2012 Nov 14
0
ARIMA\GARCH forcasting
Hi,
I am new to using R and time series analysis in general. I have written code
to combine ARIMA + GARCH in forcasting. I am finding it hard to actually
get predicted values once I have model built and fit it to data series. i.e.
how can I use predict function to give me n.ahead = k number of values.
Thanks in advance,
Vinay
--
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2006 Jun 17
1
Getting forcasting equation from nnet results
I'm trying to build forecasting equation from weights of 2-2-1 neural net.
Running the nnet function gives me a vecto of 9 weights, but I don't know how
to build the equation form these values.
Can anyone advice? Or at least tell me where the nnet output is described in
details (the manual only gives a brief description).
Thanks.
1998 Jan 26
1
R-beta: "smooth sbezier" blew up too much data, need code
Hello All,
I am in need of sample code to create gnuplot's sbezier output in
numerical form. Below are some details of what I have done.
I just fed 2000 lines of data to the above gplot script and it seg
faulted, when I cut the data down it down it worked fine.
The results are very good for the purpose, which is to give a
guestimation as to what fills the spaces between the exceptions.
2007 Dec 24
2
ARIMA problem
Hi,
This is regarding the ARIMA model.
I am having time series data of stock of 2000 values. Using the ARIMA model
in R, I want the forcasted values for next 36 time points.
However when I run this model in R, I am getting same value for all 36 time
points.
I have tried to fit the data with ARIMA model by changing the parameters
p,d,q after looking at the errors and other criteria for selecting the p,d,q
value.
So could you please help...
2004 Jun 14
1
forecasting from fracdiff objects
Does anybody know if it is possible to forcast or predict from a
fracdiff object?
Any help would be much obliged...
Cheers,
Alan
2012 Mar 16
1
Integrating R project into your product
Hi All,
We have a product that performs ETL on files and finally load the database.
We want to give the web based interface displaying graphs (that are generated using R-project forcasting) from this database.
But R-Project is stand alone desktop based software and it takes commands at command line to show graphs.
Any one has any idea how to integrate R-Project into your existing web based
2018 Dec 14
2
[PATCH net-next 3/3] vhost: access vq metadata through kernel virtual address
On Fri, Dec 14, 2018 at 11:57:35AM +0800, Jason Wang wrote:
>
> On 2018/12/13 ??11:44, Michael S. Tsirkin wrote:
> > On Thu, Dec 13, 2018 at 06:10:22PM +0800, Jason Wang wrote:
> > > It was noticed that the copy_user() friends that was used to access
> > > virtqueue metdata tends to be very expensive for dataplane
> > > implementation like vhost since it
2018 Dec 14
2
[PATCH net-next 3/3] vhost: access vq metadata through kernel virtual address
On Fri, Dec 14, 2018 at 11:57:35AM +0800, Jason Wang wrote:
>
> On 2018/12/13 ??11:44, Michael S. Tsirkin wrote:
> > On Thu, Dec 13, 2018 at 06:10:22PM +0800, Jason Wang wrote:
> > > It was noticed that the copy_user() friends that was used to access
> > > virtqueue metdata tends to be very expensive for dataplane
> > > implementation like vhost since it
2018 Dec 24
2
[PATCH net-next 3/3] vhost: access vq metadata through kernel virtual address
On Mon, Dec 24, 2018 at 03:53:16PM +0800, Jason Wang wrote:
>
> On 2018/12/14 ??8:36, Michael S. Tsirkin wrote:
> > On Fri, Dec 14, 2018 at 11:57:35AM +0800, Jason Wang wrote:
> > > On 2018/12/13 ??11:44, Michael S. Tsirkin wrote:
> > > > On Thu, Dec 13, 2018 at 06:10:22PM +0800, Jason Wang wrote:
> > > > > It was noticed that the copy_user()
2018 Dec 24
2
[PATCH net-next 3/3] vhost: access vq metadata through kernel virtual address
On Mon, Dec 24, 2018 at 03:53:16PM +0800, Jason Wang wrote:
>
> On 2018/12/14 ??8:36, Michael S. Tsirkin wrote:
> > On Fri, Dec 14, 2018 at 11:57:35AM +0800, Jason Wang wrote:
> > > On 2018/12/13 ??11:44, Michael S. Tsirkin wrote:
> > > > On Thu, Dec 13, 2018 at 06:10:22PM +0800, Jason Wang wrote:
> > > > > It was noticed that the copy_user()
2007 Apr 01
0
optimize calculations
Hi,
I have a model, which has a logaritmic response, but there is an offset for this response.
I use optimize to find a value to minimise the residuals of the model:
f2 <- function(x,df) sum(summary(lm(log((y-x)/Mnd) ~ I(1e+05/(8.617*(Temp + 273.16))), df))$residuals^2)
start <- optimize(f2,c(0,min(y)),df=df)$minimum
mod <- lm(log((y-start)/Mnd) ~ I(1e+05/(8.617*(Temp + 273.16))), df)
2008 Aug 02
0
SARIMA Model confrimation
Hi..
R Program is shown ARIMA output as below then SARIMA equation is be
(1 - 0.991B^{12})z_t + 43.557 = (1+0.37B)(1-0,915B^{12})a_t
But I try to calculate it by manual . It look like it 's big different from R sofeware,
I am not sure this equation is correct or not . PLS supoort me to confirm it
Arima Model ( 0,0,1)(1,0,1)
No Transformation
Constant >> 43.557 , t = 10.09
2005 Apr 23
0
reading fortran binary file
Hi r-help,
I have some troubles reading fortran binary file(from mm5) in R. Here
is what I have done.
1. Use a fortran subroutine to read this file in R. The subroutine is
as the following.
subroutine freadmm5(filenamet,out2d)
integer iflag,var1,miy,mjx,mkz,mt,z,t
character*4 crdt,corder
character*24 chrdate
character*9 cname,var
character*25
2013 Feb 14
1
hyper-parameters
I'm searching a method to estimate the hyper-parameters in arima models.
I'm reading about r-inla package, but in the examples section only talk
about the AR part of the arima, but i need help about the MA part too.
I'm beginner in Bayesian methods, I'm reading the documentation about dlm
package and kalman filters, but the computacional cost of inla i think is
better, but only
2010 Feb 24
1
Requirement
sorry for asking again and again
my Requirement:
i am connecting to teradata database and i am accessing tables and table
data also, i need generate graphs using that data and also i need to
forecast the results.
for example
i have a table xyz
Store Year Revenue
abc 2010 $557889
def 2010 $697356
i want to draw a barplot and i want to
2013 Apr 13
0
help on smoothing volatility surface..
This script below pulls yahoo data via a function in quantmod, then
massages the data around to forumalate a 3D graph with RGL library,
attached is a ggplot to show the data i'm trying to create a surface with
in separate line geoms . the issue is that the 3D graph looks very ugly and
cut up because of the limited quantities of points on the front month
expirations.. can anyone tell me whats
2018 Dec 14
0
[PATCH net-next 3/3] vhost: access vq metadata through kernel virtual address
On 2018/12/13 ??11:44, Michael S. Tsirkin wrote:
> On Thu, Dec 13, 2018 at 06:10:22PM +0800, Jason Wang wrote:
>> It was noticed that the copy_user() friends that was used to access
>> virtqueue metdata tends to be very expensive for dataplane
>> implementation like vhost since it involves lots of software check,
>> speculation barrier, hardware feature toggling (e.g
2012 Apr 20
1
Package "demography" - calculating percentiles of survival probabilities distribution
Hi,
I am using the package "demography" from Rob Hyndman for the
Lee-Carter-Model. It is an amazing powerful tool but I am struggling with
one issue:
I want to compute different percentiles of the survival probability
distribution derived from the Lee-Carter-Forecast (e.g. the 50%tile,
60%tile, 75%tile and 99%tile) for each of the next 10 years. Is there any
possibility to retrieve
2018 Dec 25
2
[PATCH net-next 3/3] vhost: access vq metadata through kernel virtual address
On Tue, Dec 25, 2018 at 06:05:25PM +0800, Jason Wang wrote:
>
> On 2018/12/25 ??2:10, Michael S. Tsirkin wrote:
> > On Mon, Dec 24, 2018 at 03:53:16PM +0800, Jason Wang wrote:
> > > On 2018/12/14 ??8:36, Michael S. Tsirkin wrote:
> > > > On Fri, Dec 14, 2018 at 11:57:35AM +0800, Jason Wang wrote:
> > > > > On 2018/12/13 ??11:44, Michael S. Tsirkin