similar to: modeling interval data, a.k.a. irregular timeseries

Displaying 20 results from an estimated 300 matches similar to: "modeling interval data, a.k.a. irregular timeseries"

2010 Nov 19
0
Ggplot and irregular timeseries
Hello there, Could anybody please help on how to correctly use ggplot when printing irregural time series, by irregural here I mean for example the absence of some dates in the whole timespan of a dataset. To be more precise in the following example I generated some random data which spans the whole November up to now and dropped weekend days but for some reasons ggplot continues to plot the
2008 Feb 21
2
Unable to create/index a zoo irregular timeseries
In the text file pressione2008.csv I have the following "Data","MAX","MIN","Note" "07-01-2008 08:00:00", 135, 90, "Eccessi feste, inizio dieta" "07-01-2008 18:00:00", 135, 85, "" "08-01-2008 08:00:00", 125, 75, "" which is a collection of blood pressure data at different time of the day. I would
2008 Dec 03
1
how to handle irregularly spaced data as timeseries
I have a set of modeled climate data recorded at irregular intervals. The format of the data is such that there are monthly measurements for the years 2000, 2020, 2050, 2080, etc. Therefore I have 12 regular records, a skip of some number of years, then 12 more monthly records, another skip, and so on.... I created a dataframe from .txt with the read.table() command. For starters I need
2006 Nov 20
1
Basic R timeseries data manipulation
Hi, suppose I have a time series rt. Why does this code not work? rt <- data n <- length(rt) - 2 at <- vector(length = n) at = rt-(3.75101e-04 + 9.61877e-02 * rt[-1] - 2.48071e-02 * rt[-2]) Thank you, Benjamin
2006 Apr 28
1
plot acf of several timeseries
Hello r-help, I have a couple of time-series of different length and I would like to produce a simple overview plot showing the autocorrelation functions of the series. The time-series are stored in a dataframe like this: > test.data item year value 1 xxx 1961 -1.09 2 xxx 1962 0.21 3 xxx 1963 -0.81 [trimmed] 8
2010 Mar 02
0
Creating a timeSeries "Data Frame"
Hello I have 2000 univariate timeSeries of about 20 observations each, as the following, I would like to store all of them in one object, sort of a data frame, and to be able to recall each by its column name, which by the way is the same as the first date. Do you know how can I do this. Thank you Felipe Parra GMT 2009-10-12 2009-10-12 0.002346171 2009-10-14 0.002346171 2009-10-21
2018 Apr 12
2
R Timeseries tsoutliers:tso
Hello, Writing to seek help in regard to some unexpected performance anomaly i am observing in using tsoutlers:tso on the mac vs on an AWS cloud server.. I am running the following code with very small dataset of about 208 records. d.dir <- '/Users/darshanpandya/xxxxxx' FNAME <- 'my_data.csv' d.input <- fread(file.path(paste0(d.dir,"/zzz/"),FNAME,fsep =
2008 May 14
0
Research assistant at University Bremen, Germany: Timeseries Analysis with R
Hi there, we are looking for a research assistant for a project on analysing timeseries in the field of educational research. We have timeseries of the subjective perception (I understand, I feel good, I am interested etc.) of 109 students (6 different courses, 26 to 72 hours of classroom teaching, 208 to 332 points of measurement). We want to do exemplary analysis of the interaction
2010 May 07
0
timeSeries and optional S4 slots?
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 is not. Thus the ts slot is optional. Sorry if I am misunderstanding the way S4
2000 Nov 17
2
Simulation of Timeseries
Hello, I try to simulate an ARMA-model using R, but I didn't find any function to generate such timeseries. In Splus there is the function arima.sim which generates AR-, MA- and ARIMA-series. Is there any similar in R? Best regards, Frank Beimfohr -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read
2005 Apr 15
1
pp-test in timeseries
TestĀ for stationarity (pp-test). In R source code all other command executions I understood, but how I am getting the ssqrtl value ssqrtl <- .C ("R_pp_sum", as.vector(u,mode="double"), as.integer(n), as.integer(l), trm=as.double(ssqru), PACKAGE="ts") please explain the above command. Thanks in advance Ramesh [[alternative HTML version
2006 Jun 01
1
"predict" function does not provide SE estimates for multivariate timeseries VAR models?
What can I do? Thanks a lot! [[alternative HTML version deleted]]
2008 Mar 02
1
Idioms for a timeseries operation - moving window
Hi Guys, Need your wisdom on this. Say I have a time series (in zoo format) like this > x <- zoo(11:21) > x 1 2 3 4 5 6 7 8 9 10 11 11 12 13 14 15 16 17 18 19 20 21 I want to do a "moving window sampling" of it. The result can either be a matrix or a dataframe like this my.super.moving.window(x, length=3, by=1) 11 12 13 12 13 14 13 14 15 14 15 16 .... 18 19 20
2008 Jun 03
1
Stacked barplot of timeseries data
Hi, I'm trying to plot time-series data where each sample breaks down the percentage of CPU time spent in each of four states (usr, nice, sys, idle) 19:08:15 %usr %nice %sys %idle 19:08:16 5 0 10 86 19:08:17 17 0 14 69 19:08:18 5 0 8 87 19:08:19 10 0 10 81 19:08:20 3 0 7 90 19:08:21 4 0 8
2009 Jul 10
1
getting a timeseries element into a string
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 be appreciated. Thank you, Andrew =====script: class(ts) (ts[1,0]) #returns
2009 Oct 21
0
Problems coercing to timeSeries
Hi all. I'm suddenly having problems with the following: > FUT10Y<-read.table("C:\\FUT10YR.csv",header=TRUE,sep=",") > head(FUT10Y) Date PX_OPEN PX_HIGH PX_LOW PX_LAST 1 1/5/1999 119.0000 119.1875 118.5312 118.6250 2 1/6/1999 118.5938 118.8750 118.2812 118.8438 3 1/7/1999 118.9062 119.0312 118.3750 118.5000 4 1/8/1999 118.4688 118.5625 117.5312
2009 Nov 10
1
do.call and timeSeries
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)
2009 Nov 18
0
xts timeseries
Hi, I try to calculate the correlation between macroeconomic data from FRED vs Market Data However, since the timeseries are not in synch, the correlation fails. require(quantmod) USPBS =get(getSymbols("USPBS", src="FRED" )) USPBS = USPBS['1983-1-1::'] monDMANEMP = Cl(to.monthly(USPBS)) > length(monDMANEMP) [1] 312 > head(monDMANEMP) USPBS.Close
2010 Apr 02
1
timeseries plot
Hello, I am using plot( ) function to plot time-series. it takes time-series object as an argument but i want to plot predicted data with training set, to compare them. is there any function available? Vibha [[alternative HTML version deleted]]
2010 Aug 06
1
Creating timeSeries
Hi I want to create a TimeSeries object with already defined dates (in the first vector) so that all the data are coerced as a time series object with the dates as they are. Is there anyone that have an idea what to do? 2010-07-07 3.900833 3.176667 2.754167 2.045833 1.820833 2010-04-21 4.256667 3.356667 2.700000 1.820000 1.576667 2010-02-17 4.322500 3.450000 2.670000 1.792500 1.492500