Displaying 20 results from an estimated 200 matches similar to: "time series transformation...."
2023 May 16
1
Newbie: Drawing fitted lines on subset of data
Hello,
I's still working with my tsibble of weight data for the last 20 years.
In addition to drawing an overall trend line, using lm, for the whole
data set, I'd like to draw short lines that would recompute lm and draw
it, say, just for the years from 2010:2015.
Here's a short example that I think illustrates what I'm trying to do.
The commented out sections show what
2016 Apr 07
4
Contenido de un objeto/modelo ARIMA
Buenos días,
Os cuento:
Cargo la librería "Forecast" y ejecuto su función Arima(...) sobre una
serie temporal:
mimodelo <- Arima(miST$miserie, ...);
Ahora si ejecuto las siguientes sentencias, voy obteniendo los resultados
contenidos en "mimodelo", pero algunos de ellos no sé lo que son:
mimodelo[[1]] obtengo los coeficientes del modelo ARIMA
mimodelo[[2]] obtengo el
2007 Jan 24
1
n step ahead forecasts
hello,
I have a question about making n step ahead forecasts in cases where test
and validation sets are availiable. For instance, I would like to make one
step ahead forecasts on the WWWusage data so I hold out the last 10
observations as the validation set and fit an ARIMA model on the first 90
observations. I then use a for loop to sequentially add 9 of the holdout
observations to make 1
2023 Jan 05
1
R 'arima' discrepancies
Rob J Hyndman gives great explanation here
(https://robjhyndman.com/hyndsight/estimation/) for reasons why results
from R's arima may differ from other softwares.
@iacobus, to cite one, 'Major discrepancies between R and Stata for
ARIMA'
(https://stackoverflow.com/questions/22443395/major-discrepancies-between-r-and-stata-for-arima),
assign the, sometimes, big diferences from R
2023 May 16
0
Newbie: Drawing fitted lines on subset of data
Yep, that did it. I didn't know that you could have pipelines within
pipelines.
Thanks, again, for all your help.
-Kevin
On 5/16/23 11:44, Rui Barradas wrote:
> ?s 15:29 de 16/05/2023, Kevin Zembower via R-help escreveu:
>> Hello,
>>
>> I's still working with my tsibble of weight data for the last 20 years.
>> In addition to drawing an overall trend line,
2007 Nov 26
15
bad 1.6.3 striped write performance
Hi,
I''m seeing what can only be described as dismal striped write
performance from lustre 1.6.3 clients :-/
1.6.2 and 1.6.1 clients are fine. 1.6.4rc3 clients (from cvs a couple
of days ago) are also terrible.
the below shows that the OS (centos4.5/5) or fabric (gigE/IB) or lustre
version on the servers doesn''t matter - the problem is with the 1.6.3
and 1.6.4rc3 client kernels
2017 Oct 02
2
Default value of the option initial in the ses function in the forecast package.
Dear All,
I am trying to use the function ses from the forecast package.
>From its help I have :
Usage:
ses(y, h = 10, level = c(80, 95), fan = FALSE, initial = c("optimal",
"simple"), alpha = NULL, lambda = NULL, biasadj = FALSE, x = y, ...)
My query is that if I do not mention the initial value will its default
value be "optimal".
A MWE would be
2017 Aug 11
0
Directional Forecast
I suggest, you read:
Forecasting: principles and practice from Hyndman-Athana?sopou?los
https://www.otexts.org/fpp
2017 Oct 02
0
Default value of the option initial in the ses function in the forecast package.
The first one, i.e. "optimal"; check help for match.arg() for the idiom.
-pd
> On 2 Oct 2017, at 11:48 , Ashim Kapoor <ashimkapoor at gmail.com> wrote:
>
> Dear All,
>
> I am trying to use the function ses from the forecast package.
>
> From its help I have :
>
> Usage:
>
> ses(y, h = 10, level = c(80, 95), fan = FALSE, initial =
2006 Jul 17
0
Is there an example of using "Prototype Window Class'' with rails?
I feel like a bit of an idiot asking this but does anyone have an
example of http://prototype-window.xilinus.com/index.html being used
in rails. Should I try and feed it through page.call using rjh.
Like this:
page.call (''win = new Window("window_id", {className: "mac_os_x",
title: "Sample", width:200, height:150});win.getContent().innerHTML =
2009 Jan 15
0
Up To 20% OFF At Our Signature Style Event + Holiday Weekend Clearance
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.0 Transitional//EN">
<HTML><HEAD><TITLE>RalphLauren.com</TITLE>
<META http-equiv=Content-Type content="text/html; charset=windows-1252">
<META content="MSHTML 6.00.6000.16788" name=GENERATOR></HEAD>
<BODY>
<TABLE cellSpacing=0 cellPadding=0 width=646 border=0>
2005 Nov 28
1
AIC and BIC from arima()
-----BEGIN PGP SIGNED MESSAGE-----
Hash: SHA1
My ultimate goal is to best fit time series by comparing AICs and BICs
(as in Bayesian) from arima() and nnet().
I looked at the arima.R source code, but I am afraid I do not
understand it.
What I only miss really is the number of parameters p, where: AIC =
n*log(S/n) + 2*p
with S the squared residuals and n the number of observations.
Can I get p
2005 Feb 02
4
(no subject)
can you recommend a good manual for R that starts with a data set and gives
demonstrations on what can be done using R? I downloadedR Langauage
definition and An introduction to R but haven't found them overly useful.
I'd really like to be able to follow some tutorials using a dataset or many
datasets. The datasets I have available on R are
Data sets in package 'datasets':
2013 Mar 06
3
Plotting time data for various countries in same graph
Hi,
I've the following kind of data
Time Country Values
2010Q1 India 5
2010Q2 India 7
2010Q3 India 5
2010Q4 India 9
2010Q1 China 10
2010Q2
2007 Feb 05
2
ar function in stats
I had a couple of questions about the ar function that i was hoping
someone could answer.
I have the structure below
testSeries<-structure(c(-3.88613620955214e-05, 0, -7.77272551011343e-05,
0, -0.000194344573539562, -0.000116624876218163, -3.88779814601281e-05,
0, 3.88779814601281e-05, -0.000155520995647807, -0.000116656621367561,
-3.88885648225368e-05, -3.88900772017586e-05,
2023 Jun 05
1
error in arfima...
Dear Martin,
Sad that the bug is beyond your ken...
Fortunately, the error happens only rarely...The length of LYGH was 719 and there were only two such errors..I will just replace them with NA and make do.
By the by, what if I send LYGH as an attachment to your actual mail ( not the r-help mail)? Will it help? Can you then pinpoint the cause?
Or should I raise a bug
2023 Jun 01
1
error in arfima...
>>>>> akshay kulkarni
>>>>> on Wed, 31 May 2023 20:55:33 +0000 writes:
> dear members,
> I am using arfima() from forecast package to model a time
> series. The following is the code:
>> LYGH[[202]]
> [1] 45.40 3.25 6.50 2.15
>> arfima(LYGH[[202]])
> Error in .fdcov(x, fdf$d, h, nar = nar, nma = nma,
2023 May 31
1
error in arfima...
dear members,
I am using arfima() from forecast package to model a time series. The following is the code:
> LYGH[[202]]
[1] 45.40 3.25 6.50 2.15
> arfima(LYGH[[202]])
Error in .fdcov(x, fdf$d, h, nar = nar, nma = nma, hess = hess, fdf.work = fdf$w) :
NA/NaN/Inf in foreign function call (arg 5)
I tried viewing .fdcov() with the following code:
2010 Jun 04
2
Help on ARFIMA modeling
Please I want to perform full data analysis using ARFIMA model but
I dont know the right package that can perform all the necessary
test on the time series data.
ERIC AIDOO
[[alternative HTML version deleted]]
2023 May 16
1
mclapply enters into an infinite loop....
Dear members,
I am using arfima in an mclapply construction (from the parallel package):
Browse[2]> LYG <- mclapply(LYGH, FUN = arfima, mc.cores = detectCores())
^C
Browse[2]> LYG <- mclapply(LYGH[1:10], FUN = arfima, mc.cores = detectCores())
^C
Browse[2]> LYG <- mclapply(LYGH[1:2], FUN = arfima, mc.cores = detectCores())
^C
You can see that I am