similar to: help with ets function in forecast package

Displaying 20 results from an estimated 100 matches similar to: "help with ets function in forecast package"

2009 Apr 03
1
how to do this "the R way"
Hi. I am sure there is a better way in R to do this then using a loop but I am new to it and not sure what to do. I think it might be something about using a function as an argument but not sure. I have a 1 x 2000 vector TS2 which has entries from the set {x: x is in Z and 0<x<8} (where Z is the set of Integers). Then I also have a 5050 x 7 matrix called 'perm' whose entries are
2008 Jul 28
2
Help with a loop
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
2005 Nov 15
2
Subtracting timeseries objects
Sorry to keep posting but I want to do this right and I'm hoping for some pointers I now have two time series objects which I need to subtract. Unfortunatly the two series dont have the same sample rates. When I try to subtract them avgSub<-avg1-avg2 The time series object is clever enough to object. So I guess I need to write a function for subtraction of the time series objects which
2008 Mar 31
1
concatenating two successive time series
Dear Helpers, I am looking for methods and tools to compare and then to concatenate two successive time series. They are both in the same frequency and they describe one phenomena. There is no time gap between them. The problem is that the method of measurements has changed between both time series and they are no statistically the same. I would like to merge them to receive one homogeneous
2007 Jul 13
1
correlation matrix difference
Hi, I have got four correlation matrix. They are the same set of variables under different conditions. Is there a way to test whether the correlation matrix are significently different among each other? Could anyone give me some advice? -- View this message in context: http://www.nabble.com/correlation-matrix-difference-tf4073868.html#a11578046 Sent from the R help mailing list archive at
2004 Sep 07
6
Syntax for address range
I would like to add a rule allowing only the address 192.168.150.20 and the range of addresses from 192.169.150.100 to 192.168.150.150 in zone dmz0 to connect to two terminal servers in the local zone. Is there a syntax that can specify a range of addresses in the rules file? Do I have to enter each one separately? -- Stephen Carville Unix and Network Adminstrator DPSI 6033 W.Century Blvd.
2005 Oct 31
1
how to optimise cross-correlation plot to study time lag between time-series?
Dear R-help, How could a cross-correlation plot be optimized such that the relationship between seasonal time-series can be studied? We are working with strong seasonal time-series and derived a cross-correlation plot to study the relationship between time-series. The seasonal variation however strongly influences the cross-correlation plot and the plot seems to be ?rather? symmetrical (max
2006 Jul 13
2
having a problem with acts_as_state_machine
Hi all: Below is s a dump from script/console in development env. Am I not supposed to be able to find the record later and use the state machine functionality, or have I missed something? Thanks Forrest ---------------------------- >> ts2 = TalkSession.create( :person_id => 2, :pattern_id => 2) => #<TalkSession:0x35811f0 @attributes={"pattern_id"=>2,
2007 Aug 23
1
Estimate Intercept in ARIMA model
Hi, All, This is my program ts1.sim <- arima.sim(list(order = c(1,1,0), ar = c(0.7)), n = 200) ts2.sim <- arima.sim(list(order = c(1,1,0), ar = c(0.5)), n = 200) tdata<-ts(c(ts1.sim[-1],ts2.sim[-1])) tre<-c(rep(0,200),rep(1,200)) gender<-rbinom(400,1,.5) x<-matrix(0,2,400) x[1,]<-tre x[2,]<-gender fit <- arima(tdata, c(1, 1, 0), method = "CSS",xreg=t(x))
2013 Aug 29
1
Calculation with Times Series
HI, May be this helps: ?ts1<- ts(1:20) ?ts2<- ts(1:25) ts1[-(1:3)]<- ts1[-(1:3)]+ts2[1:17] ?as.numeric(ts1) # [1]? 1? 2? 3? 5? 7? 9 11 13 15 17 19 21 23 25 27 29 31 33 35 37 A.K. Hey everyone, I`m an absolut beginner in R and need some help for an exercise: I want to do ordinary calculations with 2 time series. The issue with this, that I want to use different elements of time
2002 May 31
2
error in seq.POSIXt?
I am trying to extract only the winters (defined to be 01-Dec through 28-Feb) of daily data from 1948-2002. There are 90 days in each winter season. I wrote the following code to gather the winter dates into a single vector: DJF <- NULL for(year in 1949:1999) { temp.begin <- strptime(paste("01/12", year-1, sep="/"), "%d/%m/%Y") temp.end <-
2010 May 19
1
Why does my RPy2 program run faster on Windows?
Hi This is my function. It serves an HTML page after the calculations. I'm connecting to a MSSQL DB using pyodbc. def CAPM(self,client): r=self.r cds="1590" bm="20559" d1 = [] v1 = [] v2 = [] print"Parsing GET Params" params=client.g[1].split("&") for items in
2005 Apr 13
2
Combine univariate time series
Hallo everyone I have two univariate time series (class ts) describing the same variable. They have the same resolution, but span different periods in time with a big gap in between. I need to append one to the other such that they are one object, with the gap filled with NAs. The method ts.union produces a multivariate time series where the time axis is correct, but the individual time series
2005 Jan 06
1
GLMM and crossed effects
Hi again. Perhaps a simple question this time.... I am analysing data with a dependent variable of insect counts, a fixed effect of site and two random effects, day, which is the same set of 10 days for each site, and then transect, which is nested within site (5 each). I am trying to fit the cross classified model using GLMM in lme4. I have, for potential use, created a second coding
2010 Nov 10
3
RGoogleDocs stopped working
Hello, Some code using RGoogleDocs, which had been working smoothly since the summer, just stopped working. I know that it worked on November 3rd, but it doesn't work today. I've confirmed that the login and password still work when I log in manually. I've confirmed that the URL gives the same error when I paste it into Firefox. I don't know enough about this web service to figure
2009 Jul 08
1
Getting value rather than formula in RGoogleDocs
Is there an easy way to read the value of the cells rather than the formula?So for instance in a cell whose value was created by simply using the value from the cell immediately to the left in the Google spreadsheet I would prefer to get the value rather than =RC[-1] When one exports with Google Spreadsheets as a csv then that does not happen. I am using the following line of code in R
2023 Feb 28
1
vector a partir de los valores de una tabla
Muy buenas, necesito crear un vector a partir de los valores de una tabla como la de abajo. Debe ser algo muy fácil pero no lo encuentro en la web. Gracias, Manuel 246, 345, 401, 131,125, 69 a partir de: TS1 TS2 TS3 TS4 TS5 TS6 246 345 401 131 125 69 [[alternative HTML version deleted]]
2008 May 25
1
n Realizations of a Stochastic Process assigned to dynamically generated variable names?
I am interested in creating multiple (say 1000) time series, from a given stochastic process, of length 250. I want to refer to each realization with its own variable name, of the format say, tsn, where n is the n'th simulation. i.e. ts1, ts2, ts3, ts4, .... , ts1000 The way I am thinking of doing this is placing the following code within another loop, and the 'tsn' assignment should
2005 Mar 07
0
iax2 setvars help needed
I'm trying to pass a variable between servers using "setvar" in iax.conf. I have a box (ts2) with a t100p in it. It answers the call and dials another box (ast0) via IAX. I want to pass a variable along with the call from ts2 to ast0. I'm running CVS-HEAD-03/07/05 on ts2 and ast0. ts2's iax.conf: [general] disallow = all allow
2008 Jun 04
0
for loop or "by" group in EF function
Hello, I would like to apply the EF function (a goodness of fit test between predicted (ts2) and observed (Tw) values in the qualV package) to each of the Sites in my data frame. However, when I try the following script, R gives an error message that lists unused arguments, which include the Tw and ts2 that are explicitly in the function: nsc = by(tsdem16, tsdem16['Site'],