Displaying 20 results from an estimated 300 matches similar to: "Whitening Time Series"
2009 Feb 14
6
Outlier Detection for timeseries
Hello R users,
Can someone tell if there is a package in R that can do outlier detection
that give outputs simiilar to what I got from SAS below.
Many thanks in advance for any help!
Outlier Details
Approx
Chi-
2011 Sep 09
1
Exception in NeweyWest - Pre-Whitening necessary?
Hi guyz,
I have run my algorithm in R (see http://pastebin.com/q84Tujfg) and got the following error:
Error in ar.ols(x, aic = aic, order.max = order.max, na.action = na.action, :
'order.max' must be < 'n.used'
I am pretty sure, that the error comes from the NeweyWest function in line 45, as the NeweyWest function uses the ar.ols() function for pre whitening. Does anyone
2011 Apr 07
1
transform() on selective names. Is it possible?
Hi all,
I am whitening my data:
# code begins
N <- 300
M <- 2
x <- matrix(data=rnorm(N*M, 0, 3)-10, ncol=M, nrow=N)
y <- matrix(c(1,-2,-2,1), ncol=M, nrow=M)
z <- data.frame(x %*% y)
colnames(z) <- c('x','y')
par(mfrow=c(1,3))
plot(z, pch=5, col="blue")
whiten <- function(x) { (x-mean(x))/sd(x) }
zz <- transform(z, x=whiten(x), y=whiten(y))
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
2002 Nov 26
1
floor curve question (whitening filter)
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<BODY bgColor=#ffffff><FONT face="verdana,arial" size="2">
Hi there,</P>
one step in the encoding process (if I got it right), would becomputing a "floor
2007 May 14
1
Free Colgate Max Fresh Whitening Toothpaste
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Breath Strips.
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2009 Feb 23
2
Formula that includes previous row values
Hi R users,
Is there an easy way in R to generate the results table below using table 1
and the formula (simplified version of the real problem)? It would be easy
if I knew the R equivalent of SAS's retain function, but could not find one.
Thanks in Advance for any help!
table1:
ID X2 X3
1.00 1.00 0
2.00 0.00
3.00 1.00
4.00 3058
5.00 0.00
6.00 6.00
Formula: X3 = x2 + (.24 *
2009 Feb 25
2
Formatting numeric values in a data frame
Hi R users,
I have a data frame that contains 10K obs and 200 variables
where I am trying to format the numeric columns to look
like the output table below (format to 2 decimal places) but I am
having no luck.. Can someone tell me the best way to
accomplist this?
Thanks in advance for any help!
str(ad.test)
'data.frame': 10,000 obs. of 200 variables:
$ ID : Factor
2009 Feb 07
3
Output results to a single postscript document
Hello R users,
I have been trying to output all my results (text, plots, etc) into the same
postscript file as
one document, but have been unable to...Can anyone help me improve my code
below so that I can
accomplish this? Currently I have to output them separately then piece them
back together into
one document..
Thanks in Advance for any help!
options (scipen=999, digits=7)
2010 Jun 07
1
prewhiten
HI all.,
I have some univariate time series that need to be prewhitened. HOw this can
be performed in R.
I am thinking of to fit an ARIMA model and substract this from the original
series. Is this the correct way
THanks in advance
nuncio
--
Nuncio.M
Research Scientist
National Center for Antarctic and Ocean research
Head land Sada
Vasco da Gamma
Goa-403804
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2007 Feb 26
1
Partial whitening of time series?
I have a time series with a one year lag, ar=0.5. The series has some
interesting events that disappear when the series is whitened (i.e.,
fitting an AR process and looking at the residuals). I'd like to remove
the autocorrelation in stages to see the effect on the time series. Is
there a way to specify the autocorrelation term while fitting an AR
process?
For instance, given the following:
2009 Mar 29
1
Data decomposition
Hi R users,
I have a time series variable that is only available at a monthly level for
1 years that I need to decompose to a weekly time series level - can
anyone recommend a R function that I can use to decompose this series?
eg. if month1 = 1200 I would to decompose so that the sum of the weeks for
month1 equals 1200, etc..
Many thanks in advance for any help.
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2009 Mar 05
1
output formatting
Hi R users,
I have an R object with the following attributes:
> str(sales.bykey1)
'by' int [1:3, 1:2, 1:52] 268 79 118 359 87 147 453 130 81 483 ...
- attr(*, "dimnames")=List of 3
..$ GROUP: chr [1:3] "III" "II" "I"
..$ year : chr [1:2] "2006" "2007"
..$ week : chr [1:52] "1"
2012 Jul 02
0
Specifying Transfer Function in Time series Intervention model
Hi Team,
I am running ARIMAX with TSA package. my code is
fit2 <- arimax(yseries, order = c(1,0,1),xtransf =
data.frame(X1var),transfer=list(c(1,0)))
my question is
1st Q.--> If I need to take difference of X1var then what should i do?. What
i am doing like submitting R code as
X1vard <- diff(X1var)
and then i am including in the xtransf. Same time if i need to take
difference of
2008 Aug 05
1
Mixed model with multiple response variables?
Hi,
I have a data set collected from 10 measurements (response variables)
on two groups (healthy and patient) of subjects performing 4 different
tasks. In other words there are two fixed factors (group and task),
and 10 response variables. I could analyze the data with aov() or
lme() in package nlme for each response variable separately, but since
most likely there are correlations among the 10
2009 Feb 03
1
How to show variables used in lm function call?
Hello R users,
I am new to R and am wondering if anyone can help me out
with the following issue: I wrote a function to build ts models using
different inputs, but when R displays the call for a model, I cannot tell
which variables
it is using because it shows the arguments instead of the real variables
passed to the function.
(e.g
Call:
lm(formula = dyn(dep ~ lag(dep, -1) + indep)) --->
2006 Sep 30
1
autologistic model? - what package?
Dear all,
Could you pleas advise me on the following?
I need to use general(ized) linear models (binomial distribution + logit
link function) , to describe the preferred environment of each species (each
sample is an individual in which I have measured several variables and also
recorded the species it belongs to)
However, must account for the spatial autrefoocorrelation between
2006 Mar 11
1
Analyze Fmri package
Hi,
Can you please help me?
Whenever I try to run f.ica.fmri.gui(), R crashes.
In the GUI, I selected an *.img file and I checked the 'Create mask' box and
I typed a name for the object and then I press 'Start' button. Then in the
R Console window it said 'Reading...Whitening', but after the Whitening
message an error window popped up and then R crashed.
Did I do something
2007 Nov 17
2
can't rename folder whiten with non ASCI charters
Running dovecot 1.0.5 on Debian testing.
I've just tried to create folder using Russian charters after that I'm
tried to renamed it without luck. Folder removed and no new created and
I still subscribed to old folder even its not exist anymore.
2017 Jun 29
3
Help : glm p-values for a factor predictor
Hello,
i am a newby on R and i am trying to make a backward selection on a
binomial-logit glm on a large dataset (69000 lines for 145 predictors).
After 3 days working, the stepAIC function did not terminate. I do not
know if that is normal but i would like to try computing a "homemade"
backward with a repeated glm ; at each step, the predictor with the max
pvalue would be