search for: timeseri

Dear R Helpers, Currently I'm working with the ts package of R and created a TimeSerie from pixels extracted from satellite imagery(S10 NDVI data, 10 daily composites). I'm trying to decompose this signal in different signals (seasonal and trend). When testing out the STL method is says => Only univariate timeseries are allowed, but the current Timeserie I'm using is uni...

When I import the library timeSeries I get (at least) the variable USDCHF imported too. I would like to delete it, but I cannot. As you can see below. Clearly I am doing something wrong. What is it? > library(timeSeries) Loading required package: timeDate > class(USDCHF) [1] "timeSeries" attr(,"package&quot...

Dear R Users and maintainers of packages zoo and timeSeries, I believe there is a recently introduced inconsistency between timeSeries and zoo which is causing a problem with rbind. I had previously reported that I was having problems with rbind in the following code: library(zoo) foo<-zoo(1,order.by=as.Date("2007-10-09")) bar<-zoo(2,...

Greetings -- I've got some sensor data of the form t1_1, t1_2 t2_1, t2_2 ... tN_1,tN_2 -- time intervals measuring starts and stops of sensor activity. I'd like to see whether there's any regularity in it. Seems natural to consider these data timeseries -- except most of the timeseries packages and models assume regular ones, with a fixed frequency. I wonder what's a good way to apply existing regular timeseries packages to these data, and perhaps try some others? I like David Stoffer's book a lot, yet he uses R's own ts me...

I have a timeseries object, ts, and want to get the first date in the series into a string so I can concatenate it with a SQL query. Input and output are shown below. I must be missing something very basic, but I can't seem to pry the data ("2008-07-01") into a string variable. Any suggestions would...

When I try to convert the zoo object to a timeSeries object, which would allow me to utilize Rmetrics packages, I get an error message. > Data<-read.zoo("c:\\DOWUBSPRICING.txt,na.strings="NA",sep="\t",header=T) > is(Data) "zoo" > as.timeSeries.zoo(Data) Error in .local (.Object, . ) Is thi...

Question on timeSeries and S4 classes: Consider the following: library(timeSeries) data <- rnorm(5) treg <- ts(data, frequency=4) t1 <- timeSeries(data, as.Date('2010-04-15') + 1:5) t2 <- as.timeSeries(treg) Now both t1 and t2 are timeSeries objects, yet t2 at ts is a valid slot, while t1 at ts i...

I?m wondering which is the most efficient (time, than memory usage) way to obtain a multivariate time series object from a data frame (the easiest data structure to get data from a database trough RODBC). I have a starting point using timeSeries or xts library (these libraries can handle time zones), below you can find code to test. Merging parallelization (cbind) is something I?m thinking at (suggestions from users with experience on this topic is highly appreciated), any suggestion is welcome. My platform is Windows XP, R 2.12.1, lates...

Hi R users: When I try to merge or bind (cbind or rbind) two series, both with a "FinCenter" different that GMT, the result is "GMT" not the original financial center? What am I doing wrong? ###################################################### require(timeSeries) getRmetricsOptions("myFinCenter") setRmetricsOptions(myFinCenter = "America/Bogota") getRmetricsOptions("myFinCenter") fechas <- format(timeCalendar(2010, sample(12, 6))) datos <- matrix(round(rnorm(6), 3)) t1 <- sort(timeSeries(datos, fechas, units = &qu...

...2-31 19:00:00 NA NaN 2005-12-31 20:00:00 NA NaN 2005-12-31 21:00:00 NA NaN 2005-12-31 22:00:00 NA NaN 2005-12-31 23:00:00 NA NaN its much longer though... As you can see, the values for 2005-12-31 17:00:00 miss. How can I let R show me if the timeseries is continuous and if not, to fill up with NaN values (i need a continuous timeseries). is there a function like complete.timeseries(missing=NA)? Thanks fpr your help Marc --

I have defined a daily timeseries for the 365 days of 2003 issuing: myts = ts(dati[,2:10],frequency=365,) > myts Time Series: Start = c(1, 1) End = c(1, 365) Frequency = 365 and mytime = as.POSIXct(strptime(as.character(dati[,1]),format="%Y-%m-%d")) contains the dates from "2003-01-01" to "2...

...26 25.11 25.56375 -1 2005-10-27 24.85 25.55410 -1 2005-10-28 25.53 25.55040 -1 2005-10-31 25.70 25.54830 1 2005-11-01 25.96 25.54650 1 2005-11-02 26.46 25.54890 1 2005-11-03 26.44 25.55180 1 2005-11-04 26.66 25.55685 1 -code library(tseries) library(timeSeries) msft <- as.timeSeries(get.hist.quote(instrument="MSFT", start="1986-03-31", end="2008-09-10", quote=c("C"), provider="yahoo", retclass="zoo")) msft <- cbind(msft,as.timeSeries(rollapply(as.zoo(msft ),width=200,mean,align=&quo...

I retrieve for a few hundred times a group of time series (10-15 ts with 10000 values each), on every group I do some calculation, graphs etc. I wonder if there is a faster method than what presented below to get an appropriate timeseries object. Making a query with RODBC for every group I get a data frame like this: > X ID DATE VALUE 14 3 2000-01-01 00:00:03 0.5726334 4 1 2000-01-01 00:00:03 0.8830174 1 1 2000-01-01 00:00:00 0.2875775 15 3 2000-01-01 00:00:04 0.1029247 11 3 2000-01-01 00:00:00 0....

Given S4 methods [ and [<-, how do I write the Rd-file usage clause for the latter one? What I have now is: \S4method{[}{TimeSeries,TimeDate,missing}(x, i, j, ..., drop) \S4method{[<-}{TimeSeries,TimeDate,missing,ANY}(x, i, j, ..., value) which results in the following output: ## S4 method for signature 'TimeSeries, TimeDate, missing': x[i, j, ..., drop] \S4method{[<-}{TimeSeries,TimeDate,missing,A...

Hello there, I am trying to compute the 3 months return momentum with the timeSeries x.ts, which is just a subset of simple returns from a much bigger series, > class(x.ts) [1] "timeSeries" attr(,"package") [1] "timeSeries" > dim(x.ts) [1] 20 3 > x.ts[1:8,] GMT MS.US AAPL.US CA.FP 1996-01-31 0.15159065 -0.13...

...trees. Number 1 is the default R library tree on path1 Number 2 is another library tree on a server with all packages on path2. When I set library(aaMI,lib.loc=paths2) it loads the package even if its not on default R library When I set library(fOptions,lib.loc=paths2) it doesn't load because timeSeries is not on default R library (timeSeries is a required package for fOptions) > library(fOptions,lib.loc=.lib.loc) Le chargement a nécessité le package : timeDate Le chargement a nécessité le package : timeSeries Erreur : le package 'timeSeries' ne peut être chargé De plus : Message d...

Does anyone know why the following code hangs on the do.call, but works fine when I either comment out the require(timeSeries) or only do 2 levels of a for loop instead of 3? Thanks, Andrew Bierbryer require(timeSeries) num <- 1 x.list <- list() for ( i in 1:10 ) { for ( j in 1:20 ) { for ( k in 1:30 ) { x.list[[num]] <- cbind(num,10) num <- num + 1 }...

...ly time series for each region, where region is an integer id and where each time point in the series is the monthly average of rainfall for each location in that region. Basically I know how to read the data as:- raindata<-read.csv("Rainfall.csv") but have no idea how to create the timeseries using R. Any help would be appreciated. Thanks Chuske -- View this message in context: http://r.789695.n4.nabble.com/Creating-Timeseries-by-manipulating-data-table-tp4042875p4042875.html Sent from the R help mailing list archive at Nabble.com.

Hi All, Does someone have an idea of how to cleverly convert a categorical timeseries into a transition matrix? Ie, I have something like: x<- c(1,1,2,1,1,2,2,2,1,2), And I want a matrix with counts and/or probabilities: > tr <- matrix(c(2,3,2,2),2,2) > tr [,1] [,2] [1,] 2 2 [2,] 3 2 Meaning that there are two transitions from 1 to 1, two from 1 to 2,...

Hi, I am trying to get the following two timeseries (these are small subsets of the whole thing) into R so I can merge them using zoo. Timeseries 1=[ Date...