search for: ts

Hi! I have two identical SIP accounts on Asterisk 1.4.22. One account is registered with eyebeam, the other one is registered with a SNOM phone. When using the eyebeam client DMTF detection works fine, when using the SNOM phone many digits are missing in the DTMF detection. I analyzed with wireshark and both phones uses RFC 2833 an...

...Platform: All OS/Version: All Status: NEW Severity: blocker Priority: P1 Component: ip_conntrack AssignedTo: laforge at netfilter.org ReportedBy: xuan--2009--bugzilla.netfilter.org at baldauf.org It looks like incoming TCP packets are not always matched against a conntrack rule. The result is that the NATing linux box sends TCP-reset packets upon receiving an incoming TCP packet which should be NATed, which in turn kills the connection. Consider following setup: client has IP address 192.168.0.7/24 router1 has IP address 1...

...handling in R 3.0.2 compared to R 2 (I've checked on 2.14.0). Suppose I wish to calculate seasonal component for time series. In case of multivariate time series, I wish to process each column independently. Let f be a simple (trivial) model of seasonal component: f <- function(x) return(ts(rep(0, length(x)), start = 0, frequency = frequency(x))) In previous versions of R, I used the following compact and efficient expression to calculate seasonal component: y <- do.call(cbind, lapply(x, f)) It worked equally good for univariate and multivariate time series: > R.Version()$ve...

HI: I need ideas on how to make this code shorter (maybe with a second loop?). The code as it is works, but in this case I only have 14 samples, but it will become insane with more, so I need a way to make it more automatic. The problem is that the output from ts1, ts2, and so on is a vector with more than one value, so I do not know how to solve this. Thanks Prenewbie The code is the following: duration<-c(750, 8940,17180, 8693,10100, 7990,24820, 6770, 7390,8450,18400,16252,6080,11030) tmax<-0 dt<-0 for (m in 1:14) { tmax[m]<-dur...

Hi All; I am facing a problem that always the users confused and connect the telephone line coming from the telephone service provider to the FXS port and cause it to be damaged, specially if the card was 2 fxs and 2 fxo, so they make mistake and connect the line to fxs while it should be connected to fxo. What is the solution for this disaster? Regards Bilal

...at the correct place. But i'm still unable to receive a fax due to res_rtp_asterisk.c:3548 ast_rtp_read: RTP Read too short after the Fax session has started. My sip.conf includes [general] allowguest=no alwaysauthreject=yes sendrpid=rpid trustrpid=yes language=de videosupport=yes callevents=yes qualify=yes nat=force_rport,comedia faxdetect=yes t38pt_udptl=yes,redundancy,maxdatagram=400 directrtpsetup=yes disallow=all allow=ulaw allow=alaw and the corresponding Peer [sipcall.ch] type=peer insecure=invite defaultuser=123456789 fromuser=123456789 fromdomain=voipdomain.com secret=gueswh...

R Help Community I'm trying to understand time series (TS) objects. Thought I understood but recently have run into a series of error messages that I'm not sure how to handle. I have 15 years of quarterly data and I typically create a TS object via something like... data.ts <- ts(mydata, start = 2002, frequency = 4) this create a matric as oppo...

Hi, I have two questions about ts. (1) How do I subset a ts object and still preserve the time index? for example: > x=ts(1:10, frequency = 4, start = c(1959, 2)) # the ts object > x Qtr1 Qtr2 Qtr3 Qtr4 1959 1 2 3 1960 4 5 6 7 1961 8 9 10 I don't want the 1st 2 elements, so I could...

Hello, I have two time series objects, 1 is yearly (population) and the other is quarterly (bankruptcy statistics). I would like to produce a quarterly time series object that consists of bankruptcy/population. Is there a pre-built function to intelligently divide these time series: br.ts = ts(data=br.df[,-1], frequency = 4, start=c(2...

I'm trying to convert a column of a table into a ts object. The data is monthly, so I want the ts frequency to be 12. I did this ... > filings.ts = as.ts(Filings.100K, frequency=12) > filings.ts Time Series: Start = 1 End = 311 Frequency = 1 [1] 246.9336 305.6789 ... ... > tsp(filings.ts) [1] 1 311 1 > tsp(filings.ts) <- c(...

{all recent versions of R} Problem / design bug : diff.default() doesn't deal with "ts" objects properly, diff.ts() does, but that is only available from package "ts" where as the constructor function ts() is in base. It's not sufficient to just move diff.ts() to package base, since it relies itself on lag & lag.default which are also only in package ts....

Dear list, I am trying to re-analyse something. I do have two time series, one of which (ts.mar) might help explaining the other (ts.anr). In the original analysis, no-one seems to have cared about the data being time-series and they just did OLS. This yielded a strong positive correlation. I want to know if this correlation is still as strong when the autocorrelations are taken into ac...

Hi R specialists, The na.omit.ts() method fails when the time series contains internal NA's. How can these automatically be removed? > spectrum(ts.mNDII, na.action=na.omit) Error in na.omit.ts(as.ts(x)) : time series contains internal NAs How can the na.action be activated correctly? > acf(ts.Lin, typ...

>>>>> On Fri, 02 Jul 1999, Adrian Trapletti <Adrian.Trapletti@wu-wien.ac.at> said: Adrian> There seems to be a problem with plot.ts (R Version 0.64.2) > x<-cbind(1:10,2:11) > x<-as.ts(x) > plot(x) Adrian> Error: subscript (20) out of bounds, should be at most 10 This is definitely a bug --> CC: R-bugs ALL NOTE : This is *not* new in 0.64.2 Adrian> The problem is located in "...

Marcus Eger <marcus.eger@physik.uni-marburg.de> writes: > > time(sqrt(arrts)) > Time Series: > Start = c(1, 1) > End = c(5, 1) > Frequency = 1 > [1] 1 2 3 4 5 Looks like a bug... > ---------------------------------------------------------------------------- > 2. (At least) boolean indexing with matrices does not seem to work > properly: > --...

This code gives an error: a <- ts(1:10, start=0, freq=10) b <- ts(1:10, start=1, freq=10) ts.intersect(a,b) This one works normally (and correctly): a <- ts(1:10, start=0) b <- ts(1:10, start=1) ts.intersect(a,b) Antonio, Fabio Di Narzo. P.S. How to switch off italian error messages to post on r-help? > version...

Fritz, I have slightly adapted (didn't work before) "tsboot" from the "boot" library to the current time series conventions of R. The following patch will do that. I suggest to apply this patch to the file "boot/R/bootfuns.q" of the "boot" library at CRAN. best Adrian --- bootfuns.orig.q Thu Dec 9 10:07:23 1999 +++...

Fritz, I have slightly adapted (didn't work before) "tsboot" from the "boot" library to the current time series conventions of R. The following patch will do that. I suggest to apply this patch to the file "boot/R/bootfuns.q" of the "boot" library at CRAN. best Adrian --- bootfuns.orig.q Thu Dec 9 10:07:23 1999 +++...

Hello, What does it mean when "rtp set debug ip" shows RTP packets that have been send, but there is no audio ? There was no audio on my call in both directions, but "rtp set debug" shows that there were RTP packets send. There is no firewall active on my Asterisk server : [root at sip asterisk]# /sbin/service iptables status iptables: Firewall not...

Hi everyone. I'm having some troubles with STL function to decompose some data. My issue is that I have monthly data from September 2005 up to August 2010 i. e. 60 observations. I define it in the following way: *u<-read.csv("C:/CELEBREX.csv",header = TRUE) u.ts<-ts(u, start=c(2005,9), frequency=12) * The issue is that when I try to use stl(u.ts, 'per') Then the following error message is displayed: *Error en stl(u.ts, "per") : only univariate series are allowed * I know that stl needs a univariate time series in order to run, but...