Re: [R] inter-timeseries correlation or corrections

2009-01-14 Thread Gerard M. Keogh
Tim, Given you have so little data - I would try a) prefilter and forecast Fit a fairly simple ARIMA(0,1,1) model to A and treat 8987 as an outlier - then predict the fitted series AF with the 3 missing points as forecasts. Fit another ARIMA(0,1,1) with 7688 as an outlier - then back cast to

Re: [R] inter-timeseries correlation or corrections

2009-01-13 Thread Tim Michelsen
look at zoo and ts, and it all depends on what you want to do. I researched a bit. I am looking at the application of different prediction methods (predict.lm etc.) for time series. I have two series of data. One contains measurements of 30 years. The other just 5 years. Both

Re: [R] inter-timeseries correlation or corrections

2009-01-13 Thread Tim Michelsen
Dear R-Users, I put a small sample data set and script. Aim: combine two partly overlapping series to one by prediction. Problem: only overlapping data points are predicted. Question: How do I predict data for rows 1-9 and 14-16? Thanks in advance for your advince, Tim ### CODE ### x -

[R] inter-timeseries correlation or corrections

2009-01-07 Thread Tim Michelsen
Hello, I am currently working in the field of climate and environmental data analysis which is a lot founded on the analysis, preparation and combination of time series. About a bit more than one year ago I started to use python and the marvellous timeseries module [1]. Which offers a very

Re: [R] inter-timeseries correlation or corrections

2009-01-07 Thread stephen sefick
look at zoo and ts, and it all depends on what you want to do. On Wed, Jan 7, 2009 at 2:27 PM, Tim Michelsen timmichel...@gmx-topmail.de wrote: Hello, I am currently working in the field of climate and environmental data analysis which is a lot founded on the analysis, preparation and