Displaying 20 results from an estimated 200 matches for "holt".
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2010 Jun 28
1
Exponential Smoothing: Forecast package
...quot;,opt.crit="mse")
As to my observation about 5-10 of them have been identified by ets to have
a trend and an alpha, beta values have been thrown up - which have been same
in all these cases. When I read up online it came up as a Brown's double
exponential smoothing as opposed to Holt's exponential smoothing (where
alpha and beta differ). I am guessing this is happening as AIC/AICc/BIC
select a model based on accuracy as well as a weight on number of parameters
(1 in case of brown's, 2 in case of holt's). Now if I want to see results of
the best parameters from the H...
2006 Aug 31
1
alpha in Holt-Winters method
Hi,
I'd like to know if the Holt-Winters function in R can modify the
alpha paremeter in an "intelligent" way. I know it can vary from 0 to
1.
Wich mathematical formula does it use to calculate the correct value of alpha?
Thanks, bye.
Carlo
2003 Nov 17
2
Newbie question
I'm trying to find a good open source software to do sales forecasting using Holt Winters and Box Jenkins time series algorithm. Somebody pointed me that R is the best open source available for statistical computing. Are there functions to do Holt Winters and Box Jenkins time series prediction in R? If there is none, can some one point me a good GNU/freeware to do the sales fore...
2009 Apr 15
2
Double seasonal holt winter using R
Dear Members,
I have been searching for a package in R which can handle multiple seasonality suggested by taylor(2003).
It will be great help if anybody has used this on R before (i.e. which package).
Thanks in Advance.
Best Regards
Atul Malik
[[alternative HTML version deleted]]
2010 Jun 28
0
Seasonality - Centered MA vs. Holt-Winters
Hello,
I asked this question on the r-finance list server and didn't get a reply.
Thought I would try here to.
I am trying to deseasonalize some financial time series data and I wanted
some feedback on the best methods for doing this. I found two Centered
Moving Average and Holt-Winters. Which is better and/or more appropriate for
financial time series data in your opinion?
I understand that Holt-Winters is a type of exponential smoothing and I have
a complete description of how to calculate Centered Moving Averages
(seasonal indices), but no discussion on which is more a...
2004 Jun 22
2
question about window and inserting value
...rt=c(2001,3),end=c(2001,3)) <- 10
Error: couldn't find function "window<-"
>#Doesn't work
>
Is there a good way to insert the value into the March 2001 location,
please?
other than:
x.ts[15] <- 10
Thanks in advance!
R Version 1.9.0 for Windows
Sincerely,
Laura Holt
mailto: lauraholt_983 at hotmail.com
2004 Aug 20
3
legends on the outside of the "box"
...quot;black","red"),pch=c(1,3))
>
Fine.
Now, I would like to put the legend box on the outside of the plot itself,
perhaps in the lower
left hand corner.
I've been messing with mtext, but to no avail.
Any help would be much appreciated.
R Version 1.9.1 Windows
Thanks,
Laura Holt
mailto: lauraholt_983 at hotmail.com
2006 Jan 28
3
Learning - Example programs
...ning curve for R. A method of learning I find
very effective is to work through an existing program. Are there any
libraries or archives of R programs on the web ? If not, would this be a
good idea for the R website ?
I hope this is not a FAQ: I have checked as far as I can.
Best Wishes,
Martin Holt
2009 Oct 23
3
reset par() within plot layout
...revent this from happening.
Any help is greatly appreciated!
Janke
Example code:
#Desired result is a layout of 2 plots: one red and one black
layout(matrix(1:2, nr=2))
par.ini <- par(no.readonly=TRUE)
par(col="red")
plot(1:100)
par(par.ini)
plot(1:10)
------------------
Janke ten Holt
Dept. of Psychology/Sociology
University of Groningen, the Netherlands
2005 Feb 23
3
and [ESS] Starting ESS
...error of my ways and have decided to use ESS for R
and S + stuff.
However, I have a question right from the beginning. I'm somewhat confused
by the installation instructions.
Do I install XEMACS or ESS first, please?
Windows XP
R Version 2.0.1
(S + 6.2)
Thanks so much!
Sincerely,
Laura Holt
mailto: lauraholt_983 at hotmail.com
2005 Jul 10
2
Off topic -2 Ln Lambda and Chi square
Dear R :
Sorry for the off topic question, but does anyone know the reference for
the -2 Ln Lambda following a Chi Square distribution, please?
Possibly one of Bartlett's?
Thanks in advance!
Sincerely,
Laura Holt
mailto: lauraholt_983 at hotmail.com
2005 May 03
4
Classes and methods
Hi R people:
I would like to learn about classes, methods, S3 and S4.
Which book would be the most helpful for this info, please: the green one
or the white(and blue) one?
Or is there something that would be even better, please?
Thanks in advance.
Sincerely,
Laura Holt
mailto: lauraholt_983 at hotmail.com
R 2.1.0 Windows.
trying to learn
2004 Nov 16
3
Changing zeros to NAs in a data frame
...NAs. However, there are zeros in some of the factor columns, and I would
like them to be left alone.
Is there a "global" way to do this, please? I was thinking about use the
results from "str" but am not sure.
R Version 2.0.0 Windows.
Thanks in advance.
Sincerely,
Laura Holt
mailto: lauraholt_983 at hotmail.com
Security. http://clinic.mcafee.com/clinic/ibuy/campaign.asp?cid=3963
2004 Aug 19
2
ROracle and vector elements
...here!
Is ROracle available for Windows, please?
I found a download site, but it's really for UNIX/Linux.
Here is a "thought question", please: Why do the vector elements start at
location 1 rather than zero, as C does?
Thanks in advance!
R Version 1.9.1 Windows
Sincerely,
Laura Holt
mailto: lauraholt_983 at hotmail.com
2001 Sep 04
2
Wine 20010904-1 can't find libntdll.so
....so is in
/usr/lib/wine but even though I have defined the WINEDLLPATH to
include that directory, when I try to run wine I get an error message
that says...
wine: error while loading shared libraries: libntdll.so: cannot load
shared object file: No such file or directory.
What's up?
Jack C. Holt
SAIC, Wireless Systems Group
2004 Nov 16
2
changing character to a vector name
...uot;,paste("raw3.df$",rw2$V1[3],sep=""))
>p1
[1] "raw3.df$CITIZEN"
>
Essentially, I want to use the raw3.df$CITIZEN along with another value to
generate a table.
However, I'm stuck here. I know this is incredibly stupid.
Thanks in advance.
Sincerely
Laura Holt
mailto: lauraholt_983 at hotmail.com
2005 Mar 14
7
Voicemail SMS Alert - Possible?
I need to be able to send an sms alert to one's mobile/cell phone. For
instance, when I receive a voicemail message in my inbox, I also want to
be able to get a message on my cell phone alerting me of this e-mail. How
possible is this? And if it is, what do I need to do to get the service up
and running?
Ideas are most welcome.
Thanks,
Julius.
2004 Aug 11
2
str and Surv objects
...wing object:
>a <- Surv(1:4,2:5,c(0,1,1,0)) a
[1] (1,2+] (2,3 ] (3,4 ] (4,5+]
>str(a)
Error in "[.Surv"(object, 1:ile) : subscript out of bounds
>
Why does str(a) give an error, please? Or did I do something wrong?
Thanks in advance.
R Version 1.9.1 Windows
Sincerely,
Laura Holt
mailto: lauraholt_983 at hotmail.com
2010 Jan 11
1
HoltWinters Forecasting
Hi R-users,
I have a question relating to the HoltWinters() function. I am trying to
forecast a series using the Holt Winters methodology but I am getting some
unusual results. I had previously been using R for Windows version 2.7.2 and
have just started using R 2.9.1. While using version 2.7.2 I was getting
reasonable results however upon changi...
2001 Oct 09
3
Unlisting while preserving object types?
...rs
Jason
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