Displaying 20 results from an estimated 10000 matches similar to: "Time Series w/irregular frequency, how to construct a time series object?"
2010 Oct 22
2
Interpolate irregular time series
Hi all,
Issue:
I have two datasets, one is a regular time series (rain gauge) with resolution of 10 minutes. The other one is an irregular time series (link). Now I want to analyze the correlation between these two datasets with linear regression. The regular time series is a data.frame and the irregular time series is a zoo object.
Problem:
For the irregular time series (link) I want also a 10
2009 Apr 02
1
Time series analysis with irregular time-series
Dear R users
I am currently investigating time series analysis using an irregular time series. Our study is looking at vegetation change in areas of alien vegetation growth after clearing events. The irregular time series is sourced from Landsat ETM+ data, over a six year period I have 38 scenes. For certain periods I have monthly data while for others, images are up to three months apart. So far
2010 Jun 29
3
generate irregular series of dates
Dear colleagues, particularly academic ones,
So I'm creating a Microsoft Word template for myself so that every
time I teach a new course, I don't have to enter in the dates manually
for each class session.
I'd like to use an R script that can generate an irregular series of
dates starting from one date (semester begin) to another (semester
end) using an irregular interval in
2006 Sep 23
1
really irregular time series
I built some reasonably successful tools in a graphical database for
reconstructing the developmental turning points for feedback loop driven
natural processes. I'm trying to move it to R and am having
difficulty with the very basics, i.e. a) defining time series using time
as a natural number rather than a place in a table. I was also hoping
b) someone might have built some of the
2003 Aug 11
1
New package: irregular time-series (its)
I have uploaded to CRAN a new package named 'its' (Irregular Time-Series).
It
implements irregular time-series as an S4 class, extending the matrix class,
and records the time-stamp of each row in the matrix using POSIX. Print,
plot,
extraction, append, and related functionality are available.
Feedback and suggestions are welcome.
Giles Heywood
2003 Aug 11
1
New package: irregular time-series (its)
I have uploaded to CRAN a new package named 'its' (Irregular Time-Series).
It
implements irregular time-series as an S4 class, extending the matrix class,
and records the time-stamp of each row in the matrix using POSIX. Print,
plot,
extraction, append, and related functionality are available.
Feedback and suggestions are welcome.
Giles Heywood
2008 Apr 17
1
Moving from Splus to R: irregular and regular time series
Dear R developpers,
I am a user of Splus since many years and I have developped lots of
functions to plot graph of data and model results of irregular or
regular times series.
In Splus regular times series are created using the rts function and
irregular time series using the its functions. In both cases, times is
given as a numeric vector.
There is no problem in plotting a regular and an
2010 Nov 01
2
Post-processing of approximated irregular time series
Hi all,
Issue: I merged two zoo objects (a regular and an irregular). After the merge I used the function 'na.approx' to have also values in the resolution of the regular time series.
Problem: After approximation some rows at the beginning or at the end of the zoo objects disappear due to the 'na.approx' algorithm. Now I just want to have all the rows of the regular time series
2011 Apr 29
1
Handling of irregular time series in lineChart
Hi,
I realized that when I have irregular series to feed into lineChart,
the interval of each point in the chart does not seem to take care of
irregular time interval I specified in my input xts time series. But
rather, lineChart seems to take each point as equal spaced time
series. For example, I have the following code:
library(quantmod)
options(digits.sec=3)
t0 <-
2006 Sep 09
1
reading and formating irregular time series for VaR
Hi, I am trying to read the following type of data from a .csv file to form an
irregular time series object. I want to use it with the VaR package. How do I
read it in correctly to an irregular time series object? Anupam.
date,Open,High,Low,Close,Volume,OpenInterest,Contract
1972-08-16,54.25,54.25,54.25,54.25,1,1,KC1973H
1972-08-17,54.25,54.25,54.25,54.25,0,1,KC1973H
2003 Jun 06
3
irregular time-series
I make quite a lot of use of irregular time-series, and had already spent a
bit of time writing an 'its' class when the 'irts' class was released via
the package 'tseries'.
I have experimented with the 'irts' class, and have some practical issues
with its use. In some applications of irregular time-series (in my case
these are financial and econometric) there are
2001 Jun 27
2
irregular time series
Also after thorough reading of the help pages it is still not clear to me
how to treat irregular time series in R. Is there an object similar to
the "its" object of S-Plus ?
Thanks
Daniel Straumann
University of Copenhagen
Denmark
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2004 May 20
2
irregular time series
Background:
OS: Linux Mandrake 9.1
release: R 1.9.0
editor: Xemacs 21.4
frontend: ESS 5.1.23
---------------------------------
Colleagues
I have two time series (upwelling index and water temperature) of evenly
spaced, daily data over 18 months, but the upwelling index series has a gap
of about 2 months right in the middle of it. I want to do the acf, pacf,
ccf, and a cross-spectral analysis
2008 Mar 07
2
Irregular Time Series Issue
Hello,
I have an irregular time series of the form :
Time Data Time1 Data1 ....
1 b 1 e
7 g 4 i
NA NA 5 k
NA NA NA NA ...
(the columns have varying length of NAs after a certain point)
Converting this to regular time series with Pastecs does not seem to
work, when I see the
entire data as a single series. So I remove
2009 Aug 30
2
aggregating irregular time series
Hi,
I have a couple of aggregation operations that I don't know how to
accomplish. Let me give an example. I have the following irregular
time series
time x
10:00:00.021 20
10:00:00.224 20
10:00:01.002 19
10:00:02:948 20
1) For each entry time, I'd like to get sum of x for the next 2
seconds
2008 May 10
1
irregular time series and multiple, overlaid plots
I am new to R and am trying to solve the following problem:
I have a data file containing tick-by-tick, millisecond level prices for
some stocks. I have another file or two containing orders and trades,
again, with millisecond time-stamps. Both of these files are irregularly
spaced and the time stamps are in an iso format (<date>
<time>.<millisecond>)
I would like to create a
2000 Jan 18
1
irregular time series
Hello,
Does R have objects to handle irregular time series data? For example, Splus uses the "its" object. I suppose I could write my own "its" function in R.
Thank You,
Tony Fagan
ASYNC Technology, Inc.
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2004 Aug 09
1
Easy acf and pacf for irregular time series in R
R:
Is there an easy way to get the acf and pacf for an irregular times
series? That is, the acf and pacf with lag lengths that are in units of
time, not observation number.
Thanks,
Jason Higbee
Research Associate
Federal Reserve Bank of St. Louis
The views expressed in this email are the author's and not necessarily
those of the Federal Reserve Bank of St. Louis or the Federal Reserve
2006 Jun 07
1
Help with selecting data from irregular time series {its} objects
If I understood correctly in irregular time series (its) objects, values are
indexed by time stamps in POSIX format.
But if I try to select the value of my time series corresponding to specific
time stamp in the following way:
x - its object
i <- as.POSIXct("2006-05-19 15:30:00")
x[i,] or x[i] or x[i,1] I get the error message: subscript out of bounds.
If I use integers: x[1,1] it
2010 Jun 03
2
moving average on irregular time series
Hi all,
I wonder if there is any way to calculate a moving average on an
irregular time series, or use the rollapply function in zoo?
I have a set of dates where I want to check if there has been an event
14 days prior to each time point in order to mark these timepoints for
removal, and can't figure out a good way to do it.
Many thanks in advance!
Gustaf
Example data: