Re: [R] time series transformation....

2023-08-14 Thread akshay kulkarni
Dear ERic, THanks a lot! THanking you, Yours sincerely, AKSHAY M KULKARNI From: Eric Berger Sent: Monday, August 14, 2023 11:04 PM To: akshay kulkarni Cc: R help Mailing list Subject: Re: [R] time series transformation Hi Akshay

Re: [R] time series transformation....

2023-08-14 Thread Eric Berger
, 2023 10:34 AM > To: akshay kulkarni > Cc: R help Mailing list > Subject: Re: [R] time series transformation > > Hi Akshay, > The forecast package will do the BoxCox transform and automatically > backtransform the forecasts. > The package also handles xts objects.

Re: [R] time series transformation....

2023-08-14 Thread akshay kulkarni
kulkarni Cc: R help Mailing list Subject: Re: [R] time series transformation Hi Akshay, The forecast package will do the BoxCox transform and automatically backtransform the forecasts. The package also handles xts objects. For example, modifying the example from the help page of forecast

Re: [R] time series transformation....

2023-08-12 Thread Eric Berger
Hi Akshay, The forecast package will do the BoxCox transform and automatically backtransform the forecasts. The package also handles xts objects. For example, modifying the example from the help page of forecast::forecast for Arima > dt <- as.Date("2023-01-01") + 1:length(WWWusage) > a <-

[R] time series transformation....

2023-08-12 Thread akshay kulkarni
dear members, I have a heteroscedastic time series which I want to transform to make it homoscedastic by a box cox transformation. I am using Otexts by RJ hyndman and George Athanopolous as my textbook. They discuss transformation and also say the fpp3 and the fable

[R] Time series and correlation

2022-04-26 Thread Marlin Keith Cox
Hi all, I have three columns. Resistance, Time and Frequency, and I need to find correlations between Resistance and Time by each of 100 Frequencies. I have set Frequencies to be a factor. Time is in the format "%m/%d/%Y %H:%M:%S", but correlations dont seem to like Time data. I can run this code

[R] Time Series Latent Variable modeling in lavaan

2019-08-05 Thread Mangalani Makananisa
Dear all, I have been reading some documentations including Latent variable Modeling using R and I am confronted with some challenges. Could you please direction/guidance me with the following problem? If I am given continuous time series ‘quarterly data’ with three indicators (Y1, Y2 and Y3)

Re: [R] Time series (trend over time) for irregular sampling dates and multiple sites

2019-04-30 Thread Abs Spurdle
This is possibly off topic now... However, given that it involves mgcv, I think that it's relevant to R. > to test if there is a change over the years on the amount of debris in these locations and more specifically a change after the implementation of a mitigation strategy > My debris items per

Re: [R] Time series (trend over time) for irregular sampling dates and multiple sites

2019-04-30 Thread Abs Spurdle
> > My data has a few problems: (1) I think I will need to fix the effects of > > seasonal variation (Monthly) and (2) of possible spatial correlation > > (probability of finding an item is higher after finding one since they can > > come from the same ship). (3) How do I handle the fact that the

Re: [R] Time series (trend over time) for irregular sampling dates and multiple sites

2019-04-30 Thread Abs Spurdle
> My data has a few problems: (1) I think I will need to fix the effects of > seasonal variation (Monthly) and (2) of possible spatial correlation > (probability of finding an item is higher after finding one since they can > come from the same ship). (3) How do I handle the fact that the >

Re: [R] Time series (trend over time) for irregular sampling dates and multiple sites

2019-04-30 Thread Bert Gunter
I have 0 expertise, but I suggest that you check out the SPatioTemporal taskview on CRAN (or possibly others, like environmetrics). You might also want to move this to the R-Sig-geo list,where you probably are more likely to find relevant expertise. Cheers, Bert Bert Gunter "The trouble with

[R] Time series (trend over time) for irregular sampling dates and multiple sites

2019-04-30 Thread Catarina Serra Gonçalves
I have a dataset of marine debris items (number of items standardized per effort: Items/(number of volunteers*Hours*Lenght)) taken from 2 main locations (WA and Queensland) in Australia (8 Sub Sites in total: 4 in WA and 4 in Queensland) at irregular sampling intervals over a period 15 years. I

[R] Time series analysis: Granger causality with error-correction term

2018-08-21 Thread John
Hi, Which package/function do you recommend for Granger causality between x and y with an error correction term? In my problem, economic theory maintains that x~ I(1); y~I(1), x-y ~I(0) \begin{eqnarray} \Delta x_t = g_0 + \lambda_{x}(x_{t-1}-y_{t-1})+\sum_{k=1}^{n}g_{1k}\Delta

Re: [R] Time-series moving average question

2018-06-04 Thread Bill Poling
-project.org) Subject: Re: [R] Time-series moving average question For your first question, you’re doing moving averages of 3 points (I assume that’s what order=3 does). For any given time point of your input data, that would be one before, one at, and one after the given time point. Do all

Re: [R] Time-series moving average question

2018-06-01 Thread MacQueen, Don via R-help
-- Don MacQueen Lawrence Livermore National Laboratory 7000 East Ave., L-627 Livermore, CA 94550 925-423-1062 Lab cell 925-724-7509 From: Bill Poling Date: Friday, June 1, 2018 at 10:43 AM To: "MacQueen, Don" , array R-help Subject: RE: [R] Time-series moving average question Hi Don

Re: [R] Time-series moving average question

2018-06-01 Thread Bill Poling
the same 8 Point Forecast values, is that coincidental you think? Terrific of you to help, I really appreciate it. WHP From: MacQueen, Don [mailto:macque...@llnl.gov] Sent: Friday, June 01, 2018 12:54 PM To: Bill Poling ; r-help (r-help@r-project.org) Subject: Re: [R] Time-series moving average

Re: [R] Time-series moving average question

2018-06-01 Thread MacQueen, Don via R-help
; , array R-help Subject: RE: [R] Time-series moving average question Hello Don, thank you for your response. I appreciate your help.   I am using the forecast package, originally I found it following a forecasting example on bloggers.com   https://www.r-bloggers.com/time-series-analysis-

Re: [R] Time-series moving average question

2018-06-01 Thread Bill Poling
, Don [mailto:macque...@llnl.gov] Sent: Friday, June 01, 2018 11:24 AM To: Bill Poling ; r-help (r-help@r-project.org) Subject: Re: [R] Time-series moving average question My guess would be that if you inspect the output from ma(dat3[1:28], order=3) you will find some NAs in it. And then forecast

Re: [R] Time-series moving average question

2018-06-01 Thread MacQueen, Don via R-help
My guess would be that if you inspect the output from ma(dat3[1:28], order=3) you will find some NAs in it. And then forecast() doesn't like NAs. But I can't check, because I can't find the ma() and forecast() functions. I assume they come from some package you installed; it would be helpful

[R] Time-series moving average question

2018-06-01 Thread Bill Poling
Good morning, I hope someone can help with these questions, or perhaps suggest one of the other R-lists? I have two questions: 1. Why am I getting this warning? 2. Why is the second example "Point Forecast" the same value, I do not see that in previous attempts with similar but

[R] Time Series with Neural Networks

2017-12-26 Thread Emre Karagülle
Hi, I am would like to ask few questions. I am trying to forecast hourly electricity prices by 24 hours ahead. I have hourly data starting from 2015*12*18 to 2017-10-24 and I have defined the data as time series as written in the code below. Then I am trying do neural network with 23

Re: [R] "Time Series Plotting"

2017-10-11 Thread PIKAL Petr
[mailto:niharikasinghal1...@gmail.com] Sent: Tuesday, October 10, 2017 2:34 PM To: PIKAL Petr <petr.pi...@precheza.cz> Subject: Re: [R] "Time Series Plotting" Hello, My Energy column looks like in the image in the attachment, and my sequence column correspond to state. I wanted to look at t

Re: [R] "Time Series Plotting"

2017-10-10 Thread PIKAL Petr
Behalf Of niharika > singhal > Sent: Tuesday, October 10, 2017 2:09 PM > To: r-help@r-project.org > Subject: [R] "Time Series Plotting" > > Hello, > > > I need some help in plotting time series. > > > I have dataframe Data with two column and thousands

[R] "Time Series Plotting"

2017-10-10 Thread niharika singhal
Hello, I need some help in plotting time series. I have dataframe Data with two column and thousands of row, I want wherever the sequence corresponding to Energy column is changed the color change should be reflected in Time Series plot, some rows of dataframe are below Energy sequence

Re: [R] Time series: xts/zoo object at annual (yearly) frequency

2017-10-06 Thread Gabor Grothendieck
Maybe one of these are close enough: xts(c(2, 4, 5), yearqtr(1991:1993)) as.xts(ts(c(2, 4, 5), 1991)) of if you want only a plain year as the index then then use zoo, zooreg or ts class: library(zoo) zoo(c(2, 4, 5), 1991:1993) zooreg(c(2, 4, 5), 1991) ts(c(2, 4, 5), 1991) On

Re: [R] Time series: xts/zoo object at annual (yearly) frequency

2017-10-06 Thread Eric Berger
Hi John, Here's one way to do it: vec <- c(2,4,5) yrs <- seq(from=as.Date("1991-01-01"),by="1 year",length=length(vec)) a <- xts(x=vec, order.by=yrs) HTH, Eric On Fri, Oct 6, 2017 at 9:56 AM, John wrote: > Hi, > >I'd like to make a time series at an annual frequency. >

[R] Time series: xts/zoo object at annual (yearly) frequency

2017-10-06 Thread John
Hi, I'd like to make a time series at an annual frequency. > a<-xts(x=c(2,4,5), order.by=c("1991","1992","1993")) Error in xts(x = c(2, 4, 5), order.by = c("1991", "1992", "1993")) : order.by requires an appropriate time-based object > a<-xts(x=c(2,4,5), order.by=1991:1993) Error in xts(x =

[R] time series x axis labels

2017-06-07 Thread Felipe Carrillo via R-help
I hope this is the appropriate list for this type of question Consider the dataset below:I have a column DOC with values from 3 to 101and those are the values that I want to show on my x axis, howeverI only get 3, 3.1, 3.2 and so on. I tried to change those values with xlim(3, 101) but I getthe

[R] Time series axis breaks

2017-06-07 Thread Felipe Carrillo via R-help
I hope this is the appropriate list for this type of question Consider the dataset below:I have a column DOC with values from 3 to 101and those are the values that I want to show on my x axis, howeverI only get 3, 3.1, 3.2 and so on. I tried to change those values with xlim(3, 101) but I getthe

[R] Time Series forecasting models for irregular time series for zoo objects

2017-04-20 Thread Sonam Tripathi
Hi I am new with R.Currently I am using time series forecasting to do daily forecasting for predicting request per day.The dataset which i am using has unevenly spaced date a snapshot of dataset is given below I have to find the best model which can help me in predicting the future request

[R] Generating Web Service for R Time Series Model in Microsoft Machine Learning Studio

2017-02-23 Thread Paul Bernal
Dear all, I just created an R script to generate forecasts in Microsoft Azure Machine Learning Studio, however, I want to create a web service for this model. Does anybody has any idea of how to do it? I have been searching in the web, but haven´t found anything yet. Any help will be greatly

Re: [R] Time series plot with Date/Time showing on x-axis

2016-03-16 Thread Jim Lemon
Hi Kwabena, Try this: kfa.df<-read.table(text="Date/Time,PR,SW,TP,SM,SHF,CO2 28.11.2011 17:39:49,978.4,13.15,30.5,20,NA,NA 28.11.2011 17:50:00,978.5,13.11,30.4,20,NA,NA 28.11.2011 18:00:00,978.8,13.14,30.3,20,NA,NA 28.11.2011 18:10:00,979,13.07,30.1,20,NA,NA 28.11.2011

Re: [R] Time series plot with Date/Time showing on x-axis

2016-03-16 Thread PIKAL Petr
Behalf Of Kwabena > Fosu-Amankwah > Sent: Wednesday, March 16, 2016 4:28 AM > To: r-help@r-project.org > Subject: [R] Time series plot with Date/Time showing on x-axis > > I would be very grateful if someone can help me with the code or script > on how to plot a time series plot

[R] Time series plot with Date/Time showing on x-axis

2016-03-16 Thread Kwabena Fosu-Amankwah
I would be very grateful if someone can help me with the code or script on how to plot a time series plot with Date/Time showing on x-axis for the set of data below: Date/Time PR SW TP SM SHF CO2 28.11.2011 17:39:49 978.4 13.15 30.5 20 NA NA 28.11.2011 17:50:00 978.5 13.11 30.4 20 NA NA

Re: [R] Time Series and Auto.arima

2016-01-31 Thread Lorenzo Isella
Partially the trouble is that the zoo time series is then translated into a ts object by auto.arima. In doing so, the series along a regular time grid and some missing data appear. To fix this, I should replace each NA with the previous non-NA value. This is easy enough and the series exhibits

Re: [R] Time Series and Auto.arima

2016-01-29 Thread Lorenzo Isella
Thanks, But something fishy is going on. The fitted time series is full of missing values, whereas the original tt object does not have any. I suppose that in trying to fit the time series defined on an irregular time grid, some problem arises inside the auto.arima function. Lorenzo On Fri, Jan

Re: [R] Time Series and Auto.arima

2016-01-29 Thread David Winsemius
> On Jan 29, 2016, at 12:59 PM, Lorenzo Isella wrote: > > Dear All, > I am puzzled and probably I am misunderstanding something. > Please consider the snippet at the end of the email. > We see a time series that has clearly some pattern (essentially, it is > an account

[R] Time Series and Auto.arima

2016-01-29 Thread Lorenzo Isella
Dear All, I am puzzled and probably I am misunderstanding something. Please consider the snippet at the end of the email. We see a time series that has clearly some pattern (essentially, it is an account where a salary is regularly paid followed by some expenses). However the output of the

[R] Time series in spatial regression model (spautolm)

2015-10-09 Thread Tobias Rüttenauer
Dear r-sig-geo team, I started working with spatial analysis some month ago, so I'm quite new (and unknowing ) in this field. However, my aim is to connect time series analysis with spatial analysis, what seems to be quite difficult (to me). The dataset I am working with a spatial polygons data

[R] Time Series Daily Frequency Part of a Year

2015-10-07 Thread zod jones
My data consist of daily sales figures for multiple products but only for a 3 month period each year (Oct., Nov., Dec). The goal is to forecast the daily sales figures for the following year *by day* (the following Oct., Nov., Dec.) So, I'd like to forecast what sales for product X will be on Nov.

Re: [R] Time series exercise (was: (no subject)).

2015-07-10 Thread Rolf Turner
On 10/07/15 21:17, Lia LEE wrote: Hello forum members, I am taking this R course which I have to admit that it is beyond my capability. I am asked to analyze the following data(file attached) according to the question provided below: 1. The file [data_13-9.txt] contains a data of length 225,

[R] time series decompose

2015-01-20 Thread catalin roibu
Dear all, I have a time series (years with n column's) and I want to decompose this time series in high, low and bandpass components using a n-years filter (in my case 20 years). Until now I tried many libraries such as mFilter, signal, spectral.methods, but unfortunately without success. Please

[R] Time series Regression with lags

2014-10-07 Thread jpm miao
Hi, I am working on zoo (time series) objects. Is there any way to do a time series regression with a lag period? E.g., Y(t) = b1*X1(t)+b2*X(t-1)+b3*X2(t) Is dynlm the default one to use? Anything else Thanks! [[alternative HTML version deleted]]

[R] Time series analysis for a large number of series

2014-08-09 Thread Trevor Miles
I have over 8000 time series that I need to analyze and forecast. Running 1500 takes over 2 hours using just ETS, let alone Holt-Winters and ARIMA. So I am looking at ways in shrinking the time to generate a 2 year forecast. The code I am using successfully to run through the time series

[R] Time series

2014-06-30 Thread So
Hi There! I have a time series data for 13 years with freqency of 23 per year. I have plot the curve on R. Is it possible to refer to the point inbetween the nodes... eg. say the time series ts1 has ts1[1] 0.25 and ts1[2]=0.4. is it possible to get the time when ts1 reach to 0.3?? -- View this

Re: [R] Time series

2014-06-30 Thread PIKAL Petr
Hi Not much to cook from. Maybe ?approx Regards Petr -Original Message- From: r-help-boun...@r-project.org [mailto:r-help-bounces@r- project.org] On Behalf Of So Sent: Monday, June 30, 2014 7:05 AM To: r-help@r-project.org Subject: [R] Time series Hi There! I have a time

Re: [R] Time Series

2014-06-03 Thread John Kane
-Original Message- From: schmtz...@yahoo.com Sent: Mon, 2 Jun 2014 08:06:33 -0700 (PDT) To: jrkrid...@inbox.com, r-help@r-project.org Subject: Re: [R] Time Series John: The data that I sent you did you receive it? If so what thoughts or suggestions do you have for plotting the time series? I am

Re: [R] Time Series

2014-06-03 Thread Bastian Pöschl
, -51L), class = data.frame) John Kane Kingston ON Canada -Original Message- From: schmtz...@yahoo.com Sent: Mon, 2 Jun 2014 08:06:33 -0700 (PDT) To: jrkrid...@inbox.com, r-help@r-project.org Subject: Re: [R] Time Series John: The data that I sent you did you receive it? If so

Re: [R] Time Series

2014-06-03 Thread Duncan Mackay
Of John Kane Sent: Tuesday, 3 June 2014 23:27 To: wayne schlemitz; r-help@R-project.org Subject: Re: [R] Time Series I know essentially nothing about plotting time series so so I just let it pass hoping someone with knowledge of time series would help What were you expecting to get? Just plotting

Re: [R] Time Series

2014-06-03 Thread arun
- From: schmtz...@yahoo.com Sent: Mon, 2 Jun 2014 08:06:33 -0700 (PDT) To: jrkrid...@inbox.com, r-help@r-project.org Subject: Re: [R] Time Series John: The data that I sent you did you receive it? If so what thoughts or suggestions do you have for plotting the time series? I am not sure what

Re: [R] Time Series

2014-06-02 Thread wayne schlemitz
jrkrid...@inbox.com wrote: No raw data.  Sent is as text (csv) or use dput() to include it in the email. John Kane Kingston ON Canada -Original Message- From: schmtz...@yahoo.com Sent: Fri, 23 May 2014 08:02:31 -0700 (PDT) To: r-help@r-project.org Subject: [R] Time Series Dear Sir

Re: [R] Time Series

2014-05-24 Thread John Kane
No raw data. Sent is as text (csv) or use dput() to include it in the email. John Kane Kingston ON Canada -Original Message- From: schmtz...@yahoo.com Sent: Fri, 23 May 2014 08:02:31 -0700 (PDT) To: r-help@r-project.org Subject: [R] Time Series Dear Sir: I am trying to plot

[R] Time Series

2014-05-23 Thread wayne schlemitz
Dear Sir: I am trying to plot a time series from the following code: test - read.table(/home/wayne/inr2a.txt, header = TRUE, quote=, sep = ;) x2 - ts(data=test, frequency = 80, start = c(2012,11), end = c(2014,5)) plot.ts(x2, xlab=Date, ylab=Inr, main=X2 - Time Series, ylim=c(1.0,4.0),pch=16,

[R] Time Series Decomposition On Zoo Objects: Errors

2014-04-03 Thread Rich Shepard
I have irregular time series as zoo objects; one example: structure(c(6, 5, 14, 9, 8, 9, 8, 5, 5, 5, 3, 3, 4, 3, 9, 6.94, 7.44, 3.09, 0.84, 5.35, 4.76, 4.21, 1.58, 2.6, 3.41, 9.59, 7.1, 5, 5, 5, 3, 1.5, 2.4, 3.9, 5.8, 2.3, 3.6, 4.1, 15.4, 7.8, 4.2, 5.8, 3, 4.5, 8.1, 9.6, 9.3, 7.9, 3.8, 3.2,

Re: [R] Time Series Decomposition On Zoo Objects: Errors

2014-04-03 Thread Rich Shepard
On Thu, 3 Apr 2014, arun wrote: Not sure if this helps you. http://stackoverflow.com/questions/12623027/how-to-analyse-irregular-time-series-in-r A.K., Yes, it does. I've read all the zoo docs I can find and have been searching for more information on irregular time series data.

Re: [R] Time Series Decomposition On Zoo Objects: Errors

2014-04-03 Thread Roy Mendelssohn
HI Rich: How irregular is irregular. kalman filter based methods, such as those in KFAS and DLM, can handle missing data, and often irregular data can be thought of as regular data with missing values, A lot depends on how irregular and how big the gaps, to the point where the analysis can

Re: [R] Time Series Decomposition On Zoo Objects: Errors

2014-04-03 Thread Rich Shepard
On Thu, 3 Apr 2014, Roy Mendelssohn wrote: How irregular is irregular. kalman filter based methods, such as those in KFAS and DLM, can handle missing data, and often irregular data can be thought of as regular data with missing values, A lot depends on how irregular and how big the gaps, to the

Re: [R] Time Series Decomposition On Zoo Objects: Errors

2014-04-03 Thread Roy Mendelssohn
The state-space approach has the advantage in the appropriate situations that you can model the trends and seasonals and cycles in a way that doesn't assume stationarity and provides a lot of flexibility. To me a lot of it depends on if the nature of the irregularity is an inherent property

Re: [R] Time Series Decomposition On Zoo Objects: Errors

2014-04-03 Thread Rich Shepard
On Thu, 3 Apr 2014, Roy Mendelssohn wrote: The state-space approach has the advantage in the appropriate situations that you can model the trends and seasonals and cycles in a way that doesn't assume stationarity and provides a lot of flexibility. To me a lot of it depends on if the nature of

[R] Time series

2014-04-02 Thread Marlin Keith Cox
A simplified ask is: when I use the time series plot function, R treats each time on 9/19/13 as an individual day, when clearly it isn't. Thank you ahead of time. Keith ts(chum) with(chum,plot.ts(Time,PA)) Chum- Time PA 9/18/13 18:29 16 9/19/13 13:29 14 9/19/13 16:29 13.2 9/19/13 17:29

Re: [R] Time series

2014-04-02 Thread Achim Zeileis
On Tue, 1 Apr 2014, Marlin Keith Cox wrote: A simplified ask is: when I use the time series plot function, R treats each time on 9/19/13 as an individual day, when clearly it isn't. The ts class can handle only regular time series. See the zoo or xts packages for dealing with time series

Re: [R] Time series

2014-04-02 Thread Pascal Oettli
Hello Keith, Your example is clearly not reproducible and wrong (Chum and chum). Please use dput() to attach sample dataset. At first glance, you work with hourly data. Package such as xts might be more useful. Regards, Pascal On Wed, Apr 2, 2014 at 3:16 PM, Marlin Keith Cox

Re: [R] time series processing - count of datestamp delta's, per group

2014-03-24 Thread Martin Tomko
Dear Stephen, Thank you for your suggestion - I will give it a try. It looks like going in the right direction with the by() function, but your assumption about the successive observations is incorrect: I want all the date differences between successive observations of each separate user.² So I

Re: [R] time series processing - count of datestamp delta's, per group

2014-03-23 Thread Stephan Kolassa
Hi Martin, it sounds like you want the difference between the first and the last observation per user, not, e.g., all the date differences between successive observations of each separate user. Correct me if I'm wrong. That said, let's build some toy data: set.seed(1) dataset -

[R] time series processing - count of datestamp delta's, per group

2014-03-22 Thread Martin Tomko
Apologies if the question is a but naïve, I am a novice in time series data handling in R I have the following type of data, in a long format ( as called by the spacetime vignette – the table contains also space, not noted here): User | Date | Otherdata | A | 01/01/2014 | aa A | 01/01/2014 |

[R] Time Series Plots: Adding Custom Y-Axis Labels

2014-03-06 Thread Rich Shepard
Working the examples in Introductory Time Series with R (pages 22-23). When I use the plot command (e.g., plot(elect.decom - decompose(elec.ts, type = mult)) the ylab command has no effect. Similarly, if I use xyplot. Is it possible to specify ylab values in time series plots? And what

Re: [R] Time Series Data Analysis

2014-03-03 Thread PIKAL Petr
Hi -Original Message- From: r-help-boun...@r-project.org [mailto:r-help-bounces@r- project.org] On Behalf Of Kapil Shukla Sent: Saturday, March 01, 2014 6:23 PM To: r-help@r-project.org Subject: [R] Time Series Data Analysis Hi All I am totally new to R so this question may

Re: [R] Time Series on Binary Data.

2014-03-01 Thread Cristiano Varin
Among various possibilities, you might consider a logistic or probit regression model with ARMA errors specified via Gaussian copula. This approach is implemented in the package gcmr (Gaussian Copula Marginal Regression). Example: logistic model with covariates S1 and S2 and AR(1,2) errors

[R] Time Series Data Analysis

2014-03-01 Thread Kapil Shukla
Hi All I am totally new to R so this question may sound basic to many of you. I am trying to use R for time series analysis of some financial instruments. Currently i have hourly data of a stock which has OPEN/HIGH/LOW/CLOSE in a CSV file. I used read.table to import the data in R in to a

[R] Time Series on Binary Data.

2014-02-27 Thread shilpi harpavat
Hi, I have a dichotomous data where some my independent variables are categorical, some are continuous and some are binary(0/1) My dependent is a binary response (Fail/NoFail,0/1) . The data is some readings collected everyday over a period of time. The goal is to use this data and see if we

[R] time series analysis

2014-02-27 Thread Yang Yang
Hi Currently I am working on a river discharge data analysis. I have the daily discharge record from 1935 to now. I want to extract the annual maximum discharge for each hydrolocial year (*start from 01/11 to next year 31/10*). However, I found that the hydroTSM package can only deal with the

Re: [R] time series analysis

2014-02-27 Thread Pascal Oettli
Hello, Maybe functions xts, endpoints and period.apply of the xts package might help you. Regards, Pascal On Fri, Feb 28, 2014 at 1:32 AM, Yang Yang simonyangy...@gmail.com wrote: Hi Currently I am working on a river discharge data analysis. I have the daily discharge record from 1935 to

Re: [R] Time Series STL

2014-01-12 Thread PIKAL Petr
-Original Message- From: r-help-boun...@r-project.org [mailto:r-help-bounces@r- project.org] On Behalf Of Thomas Barningham Sent: Friday, January 10, 2014 6:13 PM To: r-help@r-project.org Subject: [R] Time Series STL Hi, I'm relatively new to R and need to some help in converting

[R] Time Series STL

2014-01-10 Thread Thomas Barningham
Hi, I'm relatively new to R and need to some help in converting some of my data into a ts object that can then be used to run an STL analysis. My initial input file is a .csv output from some atmospheric measurement instruments. The first column is the year fraction and extends over 2 years with

Re: [R] Time Series STL

2014-01-10 Thread Jeff Newmiller
This might not seem helpful, but there really is a communication gap here. You need to read the Posting Guide, post in plain text so your example code is not mangled by the HTML, and include a bit of data that is representative of the data you are working with. You may find some helpful advice

Re: [R] time series has no or less than 2 periods

2014-01-06 Thread Rajaraman V
blockLength - 37 # can be anything you like ts1 - ts(rnorm(2*blockLength-1, 0,2), frequency=blockLength) de - decompose(ts1) # error ts2 - ts(rnorm(2*blockLength, 0,2), frequency=blockLength) de - decompose(ts2) plot(de) So the trick is to have at least two periods in your time series. Even

Re: [R] time series has no or less than 2 periods

2014-01-06 Thread Rajaraman V
For decomposing a time series into seasonal components, you need at least 2 seasons worth of data. If you have even one data point less, you will see this error message. blockLength - 52 ts1 - ts(rnorm(2*blockLength-1), frequency=blockLength) decompose(ts1) # error ts2 -

[R] Time series and lm

2013-12-17 Thread Marlin Keith Cox
Hello all, I have a time series defined by chum$Time1-as.POSIXlt(chum$Time, format= %m/%d/%y %H:%M) and a measured parameter pa.s When I create a linear model with(chum.skin, lm(Time1~pa.s)) I get the following error. Error in model.frame.default(formula = Time1 ~ pa.s, drop.unused.levels =

Re: [R] Time series and lm

2013-12-17 Thread William Dunlap
, TIBCO Software wdunlap tibco.com -Original Message- From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On Behalf Of Marlin Keith Cox Sent: Tuesday, December 17, 2013 12:49 PM To: r-help@r-project.org Subject: [R] Time series and lm Hello all, I have a time

Re: [R] time series has no or less than 2 periods

2013-10-04 Thread Daniel Hickman
tibco.com -Original Message- From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On Behalf Of David Winsemius Sent: Thursday, October 03, 2013 12:39 PM To: Daniel Hickman Cc: r-help@r-project.org Subject: Re: [R] time series has no or less than 2 periods

Re: [R] time series has no or less than 2 periods

2013-10-04 Thread Clint Bowman
- From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On Behalf Of David Winsemius Sent: Thursday, October 03, 2013 12:39 PM To: Daniel Hickman Cc: r-help@r-project.org Subject: Re: [R] time series has no or less than 2 periods On Oct 3, 2013, at 8:32 AM, Daniel Hickman

[R] time series has no or less than 2 periods

2013-10-03 Thread Daniel Hickman
Hello, I have been tasked with taking an excel file that my colleague had implemented Triple Exponential Smoothing and recreate using R. The following image shows the before and after of smoothing out a fixed interval time series data using Triple Exponential Smoothing inside of Excel.

Re: [R] time series has no or less than 2 periods

2013-10-03 Thread David Winsemius
On Oct 3, 2013, at 8:32 AM, Daniel Hickman wrote: Hello, I have been tasked with taking an excel file that my colleague had implemented Triple Exponential Smoothing and recreate using R. The following image shows the before and after of smoothing out a fixed interval time series

Re: [R] time series has no or less than 2 periods

2013-10-03 Thread William Dunlap
-project.org] On Behalf Of David Winsemius Sent: Thursday, October 03, 2013 12:39 PM To: Daniel Hickman Cc: r-help@r-project.org Subject: Re: [R] time series has no or less than 2 periods On Oct 3, 2013, at 8:32 AM, Daniel Hickman wrote: Hello, I have been tasked with taking an excel

[R] Time Series X labels

2013-07-30 Thread Lívio Cipriano
Hi, When we plot a Time Series object with a annual frequency, in the X axes usually appears mark ticks with an interval of 5 years. How can customize the X axes putting a tick for every year? Regards Lívio Cipriano __ R-help@r-project.org mailing

[R] Time Series with daily frequency

2013-07-30 Thread Lívio Cipriano
Hi, I tried to use the ts function to create a Time Series object with daily frequency but I couldn't. It's not possible or I'm not using the right parameters? Regards Lívio Cipriano __ R-help@r-project.org mailing list

Re: [R] Time Series with daily frequency

2013-07-30 Thread John Kane
Sent: Tue, 30 Jul 2013 13:33:29 +0100 To: r-help@r-project.org Subject: [R] Time Series with daily frequency Hi, I tried to use the ts function to create a Time Series object with daily frequency but I couldn't. It's not possible or I'm not using the right parameters? Regards Lívio

Re: [R] Time Series with daily frequency

2013-07-30 Thread Rui Barradas
Hello, You should show us an example of what you're doing. Anyway, there's an agument frequency to ?ts. Maybe you could set it frequency = 365. Also, see packages zoo and xts for the creation of time series objects with real time stamps. Hope this helps, Rui Barradas Em 30-07-2013 13:33,

Re: [R] Time Series X labels

2013-07-30 Thread Rui Barradas
Hello, The standard way of customizing the x axis is plot(..., xaxt = n) axis(1, at = where you want the ticks) Hope this helps, Rui Barradas Em 30-07-2013 13:31, Lívio Cipriano escreveu: Hi, When we plot a Time Series object with a annual frequency, in the X axes usually appears mark

Re: [R] Time Series with daily frequency

2013-07-30 Thread Lívio Cipriano
On 30 July 2013 17:50:08 Rui Barradas wrote: Maybe you could set it frequency = 365. No. It didn't worked. Was my first trial. Also, see packages zoo and xts for the creation of time series objects with real time stamps. I'll look in to them. Regards Lívio Cipriano

[R] Time Series prediction

2013-05-27 Thread Giovanni Azua
Hello, I would like to use a parametric TS model and predictor as benchmark to compare against other ML methods I'm employing. I currently build a simple e.g. ARIMA model using the convenient auto.arima function like this: library(forecast) df - read.table(/Users/bravegag/data/myts.dat) # btw my

[R] time-series aggregation of information

2013-05-17 Thread Chirag Maru
I have following data for which I need to calculate the weighted aggregate value of the parameter at each time. Date,Parameter,Weight 2012-01-31,90,200 2012-01-31,80,400 2012-01-31,70,500 2012-01-31,60,800 2012-02-29,120,220 2012-02-29,110,410 2012-02-29,75,520 2012-02-29,65,840

Re: [R] time-series aggregation of information

2013-05-17 Thread David Winsemius
On May 17, 2013, at 11:48 AM, Chirag Maru wrote: I have following data for which I need to calculate the weighted aggregate value of the parameter at each time. Date,Parameter,Weight 2012-01-31,90,200 2012-01-31,80,400 2012-01-31,70,500 2012-01-31,60,800 2012-02-29,120,220

Re: [R] time-series aggregation of information

2013-05-17 Thread arun
To: r-help@R-project.org r-help@r-project.org Cc: Sent: Friday, May 17, 2013 2:48 PM Subject: [R] time-series aggregation of information I have following data for which I need to calculate the weighted aggregate value of the parameter at each time. Date,Parameter,Weight 2012-01-31,90,200 2012-01

Re: [R] Time series analysis

2013-05-10 Thread Kai Mx
Awesome, exactly what I was hoping for! Thanks so much! You are right - I put in the wrong end dates for the second day. Best, Kai On Thu, May 9, 2013 at 4:01 PM, Rui Barradas ruipbarra...@sapo.pt wrote: Hello, Maybe the following will do it. Note, however, that in your data, for start

[R] Time series analysis

2013-05-09 Thread Kai Mx
Hi everybody, I have an analysis problem that seems a little overwhelming to me, but is probably not too hard to solve for you guys. I have a (fairly large) dataframe that indicates usage of a resource on different days: df -data.frame ( dstartday =c(rep('2012-02-10', 4), rep('2012-02-11', 5)),

Re: [R] Time series analysis

2013-05-09 Thread Rui Barradas
Hello, If I understand it well, try the following. tmp - lapply(tapply(as.POSIXct(paste(df[,1], df[,2])), df[,1], diff), `*`, 60) lapply(tmp, as.integer) Hope this helps, Rui Barradas Em 09-05-2013 11:45, Kai Mx escreveu: Hi everybody, I have an analysis problem that seems a little

Re: [R] Time series analysis

2013-05-09 Thread Kai Mx
Hi Rui, thanks for the quick fix. I am still wrapping my mind around your expression, but unfortunately it doesn't quite give me what I want. You are calculating differences between the start times. However, I would like to know the 'idle' periods between the events, ie the time between the end of

Re: [R] Time series analysis

2013-05-09 Thread Rui Barradas
Hello, Maybe the following will do it. Note, however, that in your data, for start day 2012-02-11, the end day is always 2012-02-12 so the time differences will be negative. fun2 - function(x){ d - numeric(nrow(x) - 1) for(i in seq_len(nrow(x))[-1]){ start -

[R] time series plot: x-axis problem

2013-04-26 Thread Jerry
Hi, I'm trying to plot a simple time series. I'm running into an issue with x-axis The codes below will produce a plot with correct x-axis showing from Jan to Dec rr=c(3,2,4,5,4,5,3,3,6,2,4,2) (rr=ts(rr,start=c(2012,1),frequency=12)) win.graph(width=6.5, height=2.5,pointsize=8) plot(rr,

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