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. Thanks a lot. On 7 January 2012 13:28, Prof Brian Ripley <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 >> >> [[alternative HTML version deleted]] >> >> ______________________________**________________ >> R-help@r-project.org mailing list >> https://stat.ethz.ch/mailman/**listinfo/r-help<https://stat.ethz.ch/mailman/listinfo/r-help> >> PLEASE do read the posting guide http://www.R-project.org/** >> posting-guide.html <http://www.R-project.org/posting-guide.html> >> and provide commented, minimal, self-contained, reproducible code. >> > > > -- > Brian D. Ripley, 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 (self) > 1 South Parks Road, +44 1865 272866 (PA) > Oxford OX1 3TG, UK Fax: +44 1865 272595 > [[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.
