Re: [R] using deltat parameter in time series in HoltWinters prediction

2012-01-08 Thread John
On Sat, 7 Jan 2012 14:54:30 +0100 Antonio Tirri wrote: > On 7 January 2012 14:34, Prof Brian Ripley > 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 network

Re: [R] using deltat parameter in time series in HoltWinters prediction

2012-01-07 Thread Antonio Tirri
On 7 January 2012 14:54, Antonio Tirri 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 >>

Re: [R] using deltat parameter in time series in HoltWinters prediction

2012-01-07 Thread Antonio Tirri
On 7 January 2012 14:34, Prof Brian Ripley 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".

Re: [R] using deltat parameter in time series in HoltWinters prediction

2012-01-07 Thread Antonio Tirri
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

Re: [R] using deltat parameter in time series in HoltWinters prediction

2012-01-07 Thread Prof Brian Ripley
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

Re: [R] using deltat parameter in time series in HoltWinters prediction

2012-01-07 Thread Prof Brian Ripley
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] using deltat parameter in time series in HoltWinters prediction

2012-01-07 Thread Antonio Tirri
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 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