On 07/01/2012 13:18, Antonio Tirri wrote:
Excuseme Prof Ripley, but on the help page of ts() there is written:
||
"deltat = the fraction of the sampling period between successive
observations; e.g., 1/12 for monthly data. Only one of frequency or
deltat should be provided."
I have a collection of bitrate values over a link and the distance in
time between two successive observations is 0.05 sec. How set correctly
deltat parmeter? I thought it was the number of observations in a year.
And what did your statistics advisor say? The problem is your
understanding of the words 'sampling period'.
Thanks a lot.
On 7 January 2012 13:28, Prof Brian Ripley <rip...@stats.ox.ac.uk
<mailto:rip...@stats.ox.ac.uk>> wrote:
Do check the help page for ts. You are trying to fit a seasonal
model with a period of about 600 million observations. I don't know
what seasonality you are actually trying to model, but it cannot be
yearly for data of that frequency (and you would need several years
of data).
This is not an R issue, so please discuss with your statistics
advisor what 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.datand
<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
dati.ts=ts(scan("dati.dat"),__start=0,deltat=dt)
model=HoltWinters(dati.ts)
dati.forecast=forecast(model,__h=100)
plot(dati.forecast)
When I type the command
model=HoltWinters(dati.ts)
R gives me the error
"Error in NextMethod("[") : cannot allocate vector of length
1262277040"
even if I take a shorter dati.dat (50 samples) i get the same error.
If i set deltat=1, the error after HoltWinters command is:
"Error in decompose(ts(x[1L:wind], start = start(x), frequency = f),
seasonal) :
time series has no or less than 2 periods"
How can I solve my problem?
Thanks
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--
Brian D. Ripley, rip...@stats.ox.ac.uk <mailto:rip...@stats.ox.ac.uk>
Professor of Applied Statistics,
http://www.stats.ox.ac.uk/~__ripley/
<http://www.stats.ox.ac.uk/%7Eripley/>
University of Oxford, Tel: +44 1865 272861
<tel:%2B44%201865%20272861> (self)
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--
Brian D. Ripley, rip...@stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
______________________________________________
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and provide commented, minimal, self-contained, reproducible code.
