Well I do not know about data.table but in standard R if you go
AICc[,1] <- 3
it fills the whole column with 3 so you will end up with a table with
the last value of AICc stored in every row which is almost certainly not
what you want.
Michael
On 06/02/2019 14:15, salah maadawy wrote:
Hi Micheal, Maybe there is a simple way but i wanted to get the lowest
aicc ana i could not find a way to do so, that's why i created the
table to store all possible outcomes and then i can easily get the
minimum value and the values of (i,j and k) used for that minimum value.
The first column in the table is AICc[,1] to store i and second column
for j and so on. Maybe i am mistaken and this won't give me what i want,
the code been running for 5 hours now. So i am waiting
On Wed, Feb 6, 2019 at 4:59 PM Michael Dewey <li...@dewey.myzen.co.uk
<mailto:li...@dewey.myzen.co.uk>> wrote:
This is not an answer to your speed problem but are your assignments to
AICc[,1] and so on doing what you hope they are doing?
Michael
On 06/02/2019 12:03, salah maadawy wrote:
> i am a beginner regarding R but i am trying to do a simple thing,
but it is
> taking too much time and i am asking if there is any way to
achieve what i
> need, i have a time series data set with 730 data points, i
detected 7, 354
> and 365 seasonality periods. i am trying to use Fourier terms for
> seasonality and for loop to get the K value for each while
minimizing AICc,
> my code is
>
> AICc<- data.table(matrix(nrow = 96642, ncol = 4))for (i in
1:3) {
> for (j in 1:177) {
> for (k in 182) { #i,j and k values are
choosen
> with regad that K cannot exceed seasonality period/2
> z1 <- fourier(ts(demand,frequency = 7), K=i)
> z2 <- fourier(ts(demand,frequency=354), K=j)
> z3 <- fourier(ts(demand,frequency = 365),K=k)
> fit <- auto.arima(demand, xreg =cbind(z1,z2,z3),
> seasonal = FALSE)
> fit$aicc
> AICc[,1]<-i
> AICc[,2]<-j
> AICc[,3]<-k
> AICc[,4]<-fit$aicc
> }
>
> }
> }
> AICc
>
> i have created a data table to store AICc values from all
possible i,j,k
> combinations so that i can find later the minimum AICc value. the
problem
> now is that it is taking forever to do so not only to iterate all
> combinations but also due to the large K values.
>
> , is there any possible solution for this? thank you in advance
>
> [[alternative HTML version deleted]]
>
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--
Michael
http://www.dewey.myzen.co.uk/home.html
--
Michael
http://www.dewey.myzen.co.uk/home.html
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