Andreas Neumann wrote: > Dear all, > > I have hundreds of thousands of univariate time series of the form: > character "seriesid", vector of Date, vector of integer > (some exemplary data is at the end of the mail) > > I am trying to find the ones which somehow "have a shape" over time that > looks like the histogramm of a (skewed) normal distribution: >> hist(rnorm(200,10,2)) > The "mean" is not interesting, i.e. it does not matter if the first > nonzero observation happens in the 2. or the 40. month of observation. > So all that matters is: They should start sometime, the hits per month > increase, at some point they decrease and then they more or less > disappear. > > Short Example (hits at consecutive months (Dates omitted)): > 1. series: 0 0 0 2 5 8 20 42 30 19 6 1 0 0 0 -> Good > 2. series: 0 3 8 9 20 6 0 3 25 67 7 1 0 4 60 20 10 0 4 -> Bad > > Series 1 would be an ideal case of what I am looking for. > > Graphical inspection would be easy but is not an option due to the huge > amount of series. >
Does function turnpoints)= in package pastecs help_ Kjetil > Questions: > > 1. Which (if at all) of the many packages that handle time series is > appropriate for my problem? > > 2. Which general approach seems to be the most straightforward and best > supported by R? > - Is there a way to test the time series directly (preferably)? > - Or do I need to "type-cast" them as some kind of histogram > data and then test against the pdf of e.g. a normal distribution (but > how)? > - Or something totally different? > > > Thank you for your time, > > Andreas Neumann > > > > > Data Examples (id1 is good, id2 is bad): > >> id1 > dates hits > 1 2004-12-01 3 > 2 2005-01-01 4 > 3 2005-02-01 10 > 4 2005-03-01 6 > 5 2005-04-01 35 > 6 2005-05-01 14 > 7 2005-06-01 33 > 8 2005-07-01 13 > 9 2005-08-01 3 > 10 2005-09-01 9 > 11 2005-10-01 8 > 12 2005-11-01 4 > 13 2005-12-01 3 > > >> id2 > dates hits > 1 2001-01-01 6 > 2 2001-02-01 5 > 3 2001-03-01 5 > 4 2001-04-01 6 > 5 2001-05-01 2 > 6 2001-06-01 5 > 7 2001-07-01 1 > 8 2001-08-01 6 > 9 2001-09-01 4 > 10 2001-10-01 10 > 11 2001-11-01 0 > 12 2001-12-01 3 > 13 2002-01-01 6 > 14 2002-02-01 5 > 15 2002-03-01 1 > 16 2002-04-01 2 > 17 2002-05-01 4 > 18 2002-06-01 4 > 19 2002-07-01 0 > 20 2002-08-01 1 > 21 2002-09-01 0 > 22 2002-10-01 2 > 23 2002-11-01 2 > 24 2002-12-01 2 > 25 2003-01-01 2 > 26 2003-02-01 3 > 27 2003-03-01 7 > > ______________________________________________ > R-help@stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html > ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
