[R] Best datatype for time-series with irregular ocurrencies
Hello, Does someone has experience working with time-series where the ocurrencies do not happen at regular time spaces? In one day I can have 20 ocurrencies and in the following day I can have the double. ts datatype must have regular time spaces. What is the best way to put the data if I want to use forecasting methods as Holt-Winters, NN or SVM? To put data and time in different variables? If in one variable it would be of Date datatype? Thank you for any help. Joao - Joao Mendes Moreira Faculdade de Engenharia da Universidade do Porto DEMEGI / GEIN __ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] Best datatype for time-series with irregular ocurrencies
jmoreira at fe.up.pt writes: : Does someone has experience working with time-series where the ocurrencies do : not happen at regular time spaces? In one day I can have 20 ocurrencies and in : the following day I can have the double. ts datatype must have regular time : spaces. What is the best way to put the data if I want to use forecasting : methods as Holt-Winters, NN or SVM? To put data and time in different : variables? If in one variable it would be of Date datatype? There are several packages that can accommodate irregularly spaced time series. Regarding your specific requirements, zoo is the only one that supports the Date class as the time variable. Also, the upcoming version of zoo (not yet on CRAN) has support for e1071::svm and nnet::nnet . There is a summary of the various irregular time series classes/packages here: https://stat.ethz.ch/pipermail/r-sig-finance/2004q4/000210.html __ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] Best datatype for time-series with irregular ocurrencies
On Wed, 15 Dec 2004, Diethelm Wuertz wrote: [EMAIL PROTECTED] wrote: Hello, Does someone has experience working with time-series where the ocurrencies do not happen at regular time spaces? package fBasics from Rmetrics (www.rmetrics.org) has S4 timeDate and timeSeries objects similar to those in SPlus for irregular time series manipulations and investigations. package its is another option Just to be complete: in addition to its in package its timeSeries in fBasics which are S4 classes, there are irts in package tseries zoo in package zoo which are S3 classes for irregularly spaced observations. its is probably the most mature, timeSeries is - as Diethelm said - similar to the S-PLUS implementation and zoo has the advantage that time information can be of (almost) arbitrary class. The development version of zoo is due for release next week or so, contact me off-list if you want the current version. Best, Z Regards Diethelm Wuertz In one day I can have 20 ocurrencies and in the following day I can have the double. ts datatype must have regular time spaces. What is the best way to put the data if I want to use forecasting methods as Holt-Winters, NN or SVM? To put data and time in different variables? If in one variable it would be of Date datatype? Thank you for any help. Joao - Joao Mendes Moreira Faculdade de Engenharia da Universidade do Porto DEMEGI / GEIN __ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html __ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html __ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] Best datatype for time-series with irregular ocurrencies
[EMAIL PROTECTED] wrote: Hello, Does someone has experience working with time-series where the ocurrencies do not happen at regular time spaces? package fBasics from Rmetrics (www.rmetrics.org) has S4 timeDate and timeSeries objects similar to those in SPlus for irregular time series manipulations and investigations. package its is another option Regards Diethelm Wuertz In one day I can have 20 ocurrencies and in the following day I can have the double. ts datatype must have regular time spaces. What is the best way to put the data if I want to use forecasting methods as Holt-Winters, NN or SVM? To put data and time in different variables? If in one variable it would be of Date datatype? Thank you for any help. Joao - Joao Mendes Moreira Faculdade de Engenharia da Universidade do Porto DEMEGI / GEIN __ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html __ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
