[R] using deltat parameter in time series in HoltWinters prediction

2012-01-07 Thread Antonio Tirri
Hi. I have to forecast a time series of a Internet network traffic bitrate. The data are in file http://www.forumaltavilla.it/joomla/datitesi/dati.datand the sampling time is every 0.05 seconds. Now, i want to use HoltWinters forecasting. This is my script. dt=1.58443823e-9 #0.05 seconds in years

Re: [R] using deltat parameter in time series in HoltWinters prediction

2012-01-07 Thread Antonio Tirri
you are really trying to do. On 07/01/2012 10:47, Antonio Tirri wrote: Hi. I have to forecast a time series of a Internet network traffic bitrate. The data are in file http://www.forumaltavilla.it/**joomla/datitesi/dati.datandhttp://www.forumaltavilla.it/joomla/datitesi/dati.datandthe

Re: [R] using deltat parameter in time series in HoltWinters prediction

2012-01-07 Thread Antonio Tirri
are really trying to do. On 07/01/2012 10:47, Antonio Tirri wrote: Hi. I have to forecast a time series of a Internet network traffic bitrate. The data are in file http://www.forumaltavilla.it/_**_joomla/datitesi/dati.datandhttp://www.forumaltavilla.it

Re: [R] using deltat parameter in time series in HoltWinters prediction

2012-01-07 Thread Antonio Tirri
On 7 January 2012 14:54, Antonio Tirri antonio.ti...@gmail.com wrote: I don't have a statistics advisor, my computer networks tutor said to me try to forecast time series values with ARIMA models. Sorry, ARIMA and HoltWinters. On 7 January 2012 13:28, Prof Brian Ripley rip

[R] [Matlab] Need help on ARIMA and Matlab

2012-01-04 Thread Antonio Tirri
Hi, I have to forecast some value of a time series using an ARIMA(5,1,3) model. I saw in Matlab there isn't a function for ARIMA models because ARIMA models are a type of Box-Jenkins models. But how to set parameters? In the Box-Jenkins models m = bj(data,[nb nc nd nf nk]) How to set nb, nc,