On 7 January 2012 14:54, Antonio Tirri <antonio.ti...@gmail.com> wrote:
> > I don't have a statistics advisor, my computer networks tutor said to me > "try to forecast time series values with ARIMA models". > Sorry, ARIMA and HoltWinters. > > > > > > 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.
