Re: [R] irregular time series

The arima function can handle NAs; see the examples. If that's still too regular for you, I would use some kind of Kalman filter designed for a continuous time stochastic process where the state transition is a function of the elapsed time between the two observations. I don't

[R] irregular time series

Hi everybody, I'm currently working with time series: do you know if there's something like stl(package stats, seasonal decomposition of time series by loess) working also with objects of class irts? Thanks Alessandro __ R-help@stat.math.ethz.ch

Re: [R] irregular time series

One solution is to convert an irregular time series into a regular one, interpolating missing values. Obviously, it is only acceptable if the number of missing items is low. See ?regul in pastecs, for instance. Best, Philippe Grosjean alessandro carletti wrote: Hi everybody, I'm currently

[R] irregular time series prediction

Hello. This is my first post, so allow me to introduce myself. But first, I'd like to thank all the authors and contributors to the R software, as I think that it is truly a great and very useful package. I am the author of moodss, a GPL modular monitoring application

Re: [R] irregular time series prediction

On 9/7/05, [EMAIL PROTECTED] [EMAIL PROTECTED] wrote: Hello. This is my first post, so allow me to introduce myself. But first, I'd like to thank all the authors and contributors to the R software, as I think that it is truly a great and very useful package. I am the author of moodss,

[R] Irregular Time Series: zoo its: Pros Cons

Hello, I'm working with irregular time series data. What do you all think about the strengths and weaknesses of the zoo and its packages? I've installed and skimmed the documentation on both packages. I was hoping to get a little guidance from the user community before proceeding

Re: [R] Irregular Time Series: zoo its: Pros Cons

] Irregular Time Series: zoo its: Pros Cons Hello, I'm working with irregular time series data. What do you all think about the strengths and weaknesses of the zoo and its packages? I've installed and skimmed the documentation on both packages. I was hoping to get a little guidance

Re: [R] Irregular Time Series: zoo its: Pros Cons

Hello David, You may be interested also by the regul() function and similar fro the pastecs package: it is designed to solve the kind of problems you talk about. You should read the manual, which is included. However, this manual is in French. Best, Philippe

Re: [R] Irregular Time Series: zoo its: Pros Cons

On 8/25/05, David James [EMAIL PROTECTED] wrote: Hello, I'm working with irregular time series data. What do you all think about the strengths and weaknesses of the zoo and its packages? I have worked on the development of zoo with Achim Zeileis so I will just speak to that one. The key

Re: [R] irregular time series

On Thu, May 20, 2004 at 02:23:46PM +0930, McClatchie, Sam (PIRSA-SARDI) wrote: [long time series, broken in two with a gap] I realise that I could just break each series into two segments and cross-correlate with the shorter series, but I'd rather deal with the whole series to increase the

[R] irregular time series

Background: OS: Linux Mandrake 9.1 release: R 1.9.0 editor: Xemacs 21.4 frontend: ESS 5.1.23 - Colleagues I have two time series (upwelling index and water temperature) of evenly spaced, daily data over 18 months, but the upwelling index series has a gap of

RE: [R] Irregular Time series

=list(mydates,NULL)) its.format(%d.%m.%Y) its(data) - Giles -Original Message- From: annie lenox [mailto:[EMAIL PROTECTED] Sent: 04 December 2003 12:56 To: [EMAIL PROTECTED] Subject: [R] Irregular Time series Could you please give me some help on R? I have got an irregular time

[R] Irregular time series

I have an irregular time series, stored as a data frame, in the form Time Bytes 57213.191 20 57213.193 20 57213.300 23 ... ... How should I convert this into a regularly-spaced time series? I have in mind to divide time into equal-sized intervals, and sum the number