Re: [R] time series has no or less than 2 periods
blockLength - 37 # can be anything you like ts1 - ts(rnorm(2*blockLength-1, 0,2), frequency=blockLength) de - decompose(ts1) # error ts2 - ts(rnorm(2*blockLength, 0,2), frequency=blockLength) de - decompose(ts2) plot(de) So the trick is to have at least two periods in your time series. Even reduce one data point, and you will see this error. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] time series has no or less than 2 periods
For decomposing a time series into seasonal components, you need at least 2 seasons worth of data. If you have even one data point less, you will see this error message. blockLength - 52 ts1 - ts(rnorm(2*blockLength-1), frequency=blockLength) decompose(ts1) # error ts2 - ts(rnorm(2*blockLength), frequency=blockLength) decompose(ts2) # OK __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] time series has no or less than 2 periods
Bill, Thanks for replying. The data is weekly time series data. Assume there is 52 weeks in the year. Of the 52 weeks, I typically only have data for weeks 8 through 40. 4-Apr-10, 8, 27.2 11-Apr-10, 9, 32.3 18-Apr-10, 10, 31.7 DataXYZ, 40, 13.4 data - c(0,24.57,29.93,24.19,12.25,48.07,36.68,24.78,48.69,30.39,48.17,36.51,36.43,36.52,48.75,24.17,37.07,0,18.89) ts - ts(data= data, start = 8, end = 40, frequency = ) There is a weekly seasonality effect. What should I set my frequency value to? Thanks, Dan Hickman From: William Dunlap Sent: âThursdayâ, âOctoberâ â3â, â2013 â3â:â57â âPM To: David Winsemius, Daniel Hickman Cc: r-help@r-project.org ts - ts(data$QtyPerWeek, frequency=52) HoltWinters(ts,0.46924,0.05,0.2) This results in the following error. Error in decompose(ts(x[1L:wind], start = start(x), frequency = f), seasonal) : time series has no or less than 2 periods Since you have set the frequency of the time series to 52, you need to have 104 observations to get the initial estimate of the seasonal pattern. How many observations are in 'ts'? If you don't have enough you can omit the seaonal component (HoltWinters(gamma=FALSE,...)), change start.periods from the default 2 to 1, or supply a 52-long vector of the initial seasonal pattern as the s.start argument. If you do have more than 104 observations then you will have to tell us more about the data. Bill Dunlap Spotfire, TIBCO Software wdunlap tibco.com -Original Message- From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On Behalf Of David Winsemius Sent: Thursday, October 03, 2013 12:39 PM To: Daniel Hickman Cc: r-help@r-project.org Subject: Re: [R] time series has no or less than 2 periods On Oct 3, 2013, at 8:32 AM, Daniel Hickman wrote: Hello, I have been tasked with taking an excel file that my colleague had implemented Triple Exponential Smoothing and recreate using R. The following image shows the before and after of smoothing out a fixed interval time series data using Triple Exponential Smoothing inside of Excel. enter image description here The image file formats that I know are acceptable are .ps, .pdf or .png. Not sure about jpeg. I am trying to perform the same triple exponential smoothing in R. I created a csv file with the before smoothing data. The csv file is attached and can also be found here. Need to send with .txt extension. I found the HoltWinters method but I keep getting an error when I try to apply HoltWinters against the csv. setwd(C:/temp) data - read.table(TripleExpSmoothingXLS.csv, header=TRUE, sep=,) ts - ts(data$QtyPerWeek, frequency=52) HoltWinters(ts,0.46924,0.05,0.2) This results in the following error. Error in decompose(ts(x[1L:wind], start = start(x), frequency = f), seasonal) : time series has no or less than 2 periods Perhaps a data entry problem. We would need to see either the file or output of str(data). In case it helps, excel file with the triple exponential smoothing formulas and original data can be found here. Again there is no here here. Any advice? Thanks, Dan__ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. David Winsemius Alameda, CA, USA __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. [[alternative HTML version deleted]] __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] time series has no or less than 2 periods
Perhaps looking at your data will suggest an appropriate number, viz. plot(data,type=b,xlim=c(0,20),ylim=c(0,50)) par(new=T) ind-1:19 # in this case where the data length is 19 data.ind-data.frame(ind,data) data.lo-loess(data~ind,data.ind) data.pre-predict(data.lo,data.frame(ind = seq(1,19,1))) plot(data.pre,pch=3,col=2,xlim=c(0,20),ylim=c(0,50)) If you now plot the difference between the data and the loess prediction, data.ind-cbind(data.ind,data.pre) data.diff-with(data.ind,data-data.pre) data.ind-cbind(data.ind,data.diff) with(data.ind,plot(ind,data.diff,type=b)) abline(h=0) there is also a pretty strong two week signal--is that of any interest? Now you should be able to decide how to proceed. Clint Clint BowmanINTERNET: cl...@ecy.wa.gov Air Quality Modeler INTERNET: cl...@math.utah.edu Department of Ecology VOICE: (360) 407-6815 PO Box 47600FAX:(360) 407-7534 Olympia, WA 98504-7600 USPS: PO Box 47600, Olympia, WA 98504-7600 Parcels:300 Desmond Drive, Lacey, WA 98503-1274 On Fri, 4 Oct 2013, Daniel Hickman wrote: Bill, Thanks for replying. The data is weekly time series data. Assume there is 52 weeks in the year. Of the 52 weeks, I typically only have data for weeks 8 through 40. 4-Apr-10, 8, 27.2 11-Apr-10, 9, 32.3 18-Apr-10, 10, 31.7 DataXYZ, 40, 13.4 data - c(0,24.57,29.93,24.19,12.25,48.07,36.68,24.78,48.69,30.39,48.17,36.51,36.43,36.52,48.75,24.17,37.07,0,18.89) ts - ts(data= data, start = 8, end = 40, frequency = ) There is a weekly seasonality effect. What should I set my frequency value to? Thanks, Dan Hickman From: William Dunlap Sent: ???Thursday???, ???October??? ???3???, ???2013 ???3???:???57??? ???PM To: David Winsemius, Daniel Hickman Cc: r-help@r-project.org ts - ts(data$QtyPerWeek, frequency=52) HoltWinters(ts,0.46924,0.05,0.2) This results in the following error. Error in decompose(ts(x[1L:wind], start = start(x), frequency = f), seasonal) : time series has no or less than 2 periods Since you have set the frequency of the time series to 52, you need to have 104 observations to get the initial estimate of the seasonal pattern. How many observations are in 'ts'? If you don't have enough you can omit the seaonal component (HoltWinters(gamma=FALSE,...)), change start.periods from the default 2 to 1, or supply a 52-long vector of the initial seasonal pattern as the s.start argument. If you do have more than 104 observations then you will have to tell us more about the data. Bill Dunlap Spotfire, TIBCO Software wdunlap tibco.com -Original Message- From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On Behalf Of David Winsemius Sent: Thursday, October 03, 2013 12:39 PM To: Daniel Hickman Cc: r-help@r-project.org Subject: Re: [R] time series has no or less than 2 periods On Oct 3, 2013, at 8:32 AM, Daniel Hickman wrote: Hello, I have been tasked with taking an excel file that my colleague had implemented Triple Exponential Smoothing and recreate using R. The following image shows the before and after of smoothing out a fixed interval time series data using Triple Exponential Smoothing inside of Excel. enter image description here The image file formats that I know are acceptable are .ps, .pdf or .png. Not sure about jpeg. I am trying to perform the same triple exponential smoothing in R. I created a csv file with the before smoothing data. The csv file is attached and can also be found here. Need to send with .txt extension. I found the HoltWinters method but I keep getting an error when I try to apply HoltWinters against the csv. setwd(C:/temp) data - read.table(TripleExpSmoothingXLS.csv, header=TRUE, sep=,) ts - ts(data$QtyPerWeek, frequency=52) HoltWinters(ts,0.46924,0.05,0.2) This results in the following error. Error in decompose(ts(x[1L:wind], start = start(x), frequency = f), seasonal) : time series has no or less than 2 periods Perhaps a data entry problem. We would need to see either the file or output of str(data). In case it helps, excel file with the triple exponential smoothing formulas and original data can be found here. Again there is no here here. Any advice? Thanks, Dan__ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. David Winsemius Alameda, CA, USA __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. [[alternative HTML version deleted
Re: [R] time series has no or less than 2 periods
On Oct 3, 2013, at 8:32 AM, Daniel Hickman wrote: Hello, I have been tasked with taking an excel file that my colleague had implemented Triple Exponential Smoothing and recreate using R. The following image shows the before and after of smoothing out a fixed interval time series data using Triple Exponential Smoothing inside of Excel. enter image description here The image file formats that I know are acceptable are .ps, .pdf or .png. Not sure about jpeg. I am trying to perform the same triple exponential smoothing in R. I created a csv file with the before smoothing data. The csv file is attached and can also be found here. Need to send with .txt extension. I found the HoltWinters method but I keep getting an error when I try to apply HoltWinters against the csv. setwd(C:/temp) data - read.table(TripleExpSmoothingXLS.csv, header=TRUE, sep=,) ts - ts(data$QtyPerWeek, frequency=52) HoltWinters(ts,0.46924,0.05,0.2) This results in the following error. Error in decompose(ts(x[1L:wind], start = start(x), frequency = f), seasonal) : time series has no or less than 2 periods Perhaps a data entry problem. We would need to see either the file or output of str(data). In case it helps, excel file with the triple exponential smoothing formulas and original data can be found here. Again there is no here here. Any advice? Thanks, Dan__ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. David Winsemius Alameda, CA, USA __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] time series has no or less than 2 periods
ts - ts(data$QtyPerWeek, frequency=52) HoltWinters(ts,0.46924,0.05,0.2) This results in the following error. Error in decompose(ts(x[1L:wind], start = start(x), frequency = f), seasonal) : time series has no or less than 2 periods Since you have set the frequency of the time series to 52, you need to have 104 observations to get the initial estimate of the seasonal pattern. How many observations are in 'ts'? If you don't have enough you can omit the seaonal component (HoltWinters(gamma=FALSE,...)), change start.periods from the default 2 to 1, or supply a 52-long vector of the initial seasonal pattern as the s.start argument. If you do have more than 104 observations then you will have to tell us more about the data. Bill Dunlap Spotfire, TIBCO Software wdunlap tibco.com -Original Message- From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On Behalf Of David Winsemius Sent: Thursday, October 03, 2013 12:39 PM To: Daniel Hickman Cc: r-help@r-project.org Subject: Re: [R] time series has no or less than 2 periods On Oct 3, 2013, at 8:32 AM, Daniel Hickman wrote: Hello, I have been tasked with taking an excel file that my colleague had implemented Triple Exponential Smoothing and recreate using R. The following image shows the before and after of smoothing out a fixed interval time series data using Triple Exponential Smoothing inside of Excel. enter image description here The image file formats that I know are acceptable are .ps, .pdf or .png. Not sure about jpeg. I am trying to perform the same triple exponential smoothing in R. I created a csv file with the before smoothing data. The csv file is attached and can also be found here. Need to send with .txt extension. I found the HoltWinters method but I keep getting an error when I try to apply HoltWinters against the csv. setwd(C:/temp) data - read.table(TripleExpSmoothingXLS.csv, header=TRUE, sep=,) ts - ts(data$QtyPerWeek, frequency=52) HoltWinters(ts,0.46924,0.05,0.2) This results in the following error. Error in decompose(ts(x[1L:wind], start = start(x), frequency = f), seasonal) : time series has no or less than 2 periods Perhaps a data entry problem. We would need to see either the file or output of str(data). In case it helps, excel file with the triple exponential smoothing formulas and original data can be found here. Again there is no here here. Any advice? Thanks, Dan__ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. David Winsemius Alameda, CA, USA __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
