On 7 January 2012 14:34, Prof Brian Ripley <rip...@stats.ox.ac.uk> wrote:
> > And what did your statistics advisor say? The problem is your > understanding of the words 'sampling period'. > I don't have a statistics advisor, my computer networks tutor said to me "try to forecast time series values with ARIMA models". And i saw R is a powerful tool for this target. The only information I have about this time series ( http://www.grid.unina.it/Traffic/Traces/Magnets.php) is that data are sampled every 0.05 seconds, so i'm trying to understand the meaning of the words "sampling period" since you said my suppositions are not true. Could you be so gentle to explain me the meaning, please? :-) 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> >> >> >> <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 <mailto:R-help@r-project.org> mailing list >> >> https://stat.ethz.ch/mailman/_**_listinfo/r-help<https://stat.ethz.ch/mailman/__listinfo/r-help> >> >> >> <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> >> >> >> <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 <mailto:rip...@stats.ox.ac.uk> >> Professor of Applied Statistics, >> >> http://www.stats.ox.ac.uk/~__**ripley/<http://www.stats.ox.ac.uk/%7E__ripley/> >> >> <http://www.stats.ox.ac.uk/%**7Eripley/<http://www.stats.ox.ac.uk/%7Eripley/> >> > >> >> University of Oxford, Tel: +44 1865 272861 >> <tel:%2B44%201865%20272861> (self) >> 1 South Parks Road, +44 1865 272866 <tel:%2B44%201865%20272866> (PA) >> >> Oxford OX1 3TG, UK Fax: +44 1865 272595 >> <tel:%2B44%201865%20272595> >> >> >> > > -- > 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.
