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forecast包仅支持ts对象?
在使用forecast包的时候常常遇到的一个问题是其只支持ts类(就我目前查阅到的资料来说),而ts类又有诸多不便,在时间序列中常用的zoo类貌似forecast又不支持。在stackoverflow上查到一个问题,估计大家也经常会遇到,第一句话就是“I am struggling to convert azoo objects to a ts object.”,相当有共鸣。贴出来,大家讨论讨原创 2014-12-17 15:58:13 · 1031 阅读 · 0 评论 -
Cleaning time-series and other data streams
(This article was first published on ExploringDataBlog, and kindly contributed toR-bloggers) The need to analyze time-series or other forms of streaming data arises frequently in many differe转载 2015-04-25 00:40:51 · 728 阅读 · 0 评论 -
Adjusting Chinese New Year Effects in R is Easy
(This article was first published on usefulr » R, and kindly contributed toR-bloggers) The Spring Festival is the most important holiday in China and many other Asian countries. Traditional转载 2015-04-25 00:10:37 · 1569 阅读 · 0 评论 -
Mixing Numbers and Symbols in Time Series Charts
(This article was first published on OUseful.Info, the blog... » Rstats, and kindly contributed toR-bloggers) One of the things I’ve been trying to explore with my #f1datajunkie projects ar转载 2015-04-09 09:19:16 · 534 阅读 · 0 评论 -
History of R Financial Time Series Plotting
http://timelyportfolio.github.io/rCharts_time_series/history.html转载 2015-04-01 23:40:29 · 535 阅读 · 0 评论 -
plot.xts is wonderful
As mentioned in FOSS Trading post A New plot.xts yesterday“The Google Summer of Code (2012) project to extend xts has produced a very promising new plot.xts function. Michael Weylandt, the p转载 2015-04-01 23:18:25 · 2146 阅读 · 0 评论 -
plot.xts时间序列可视化
前言r-bloggers的一篇博文,让我有动力继续发现xts的强大。xts扩展了zoo的基础数据结构,并提供了更丰富的功能函数。xtsExtra补充库,从可视化的角度出发,提供了一个简单而效果非凡的作图函数plot.xts。本文将用plot.xts来演示,xts对象的时间序列可视化!目录xtsExtra介绍xtsExtra安装plot.xts的使用1. xtsExtra介绍转载 2015-04-01 23:14:55 · 5901 阅读 · 0 评论 -
A new open source data set for anomaly detection
Yahoo Labs has just released an interesting new data set useful for research on detecting anomalies (or outliers) in time series data. There are many contexts in which anomaly detection is important转载 2015-04-02 09:09:11 · 768 阅读 · 0 评论 -
New Online Tool for Seasonal Adjustment
Seasonal adjustment of time series can be a hassle. The softwares used by statistical agencies (X-13, X-12, TRAMO-SEATS) have tons of fantastic options, but the steep learning curve prevents users fro转载 2015-03-22 23:35:17 · 949 阅读 · 0 评论 -
An Introduction to Change Points (packages: ecp and BreakoutDetection)
(This article was first published on QuantStrat TradeR » R, and kindly contributed toR-bloggers) A forewarning, this post is me going out on a limb, to say the least. In fact, it’s a post转载 2015-01-22 14:49:05 · 1787 阅读 · 0 评论 -
Change Point Detection Packages in R
Change Point Detection Packages in RThanks to the R community, there are packages already existing on CRAN all focusing on change point detection. Especially the following packages are useful becaus转载 2015-01-02 20:41:01 · 3483 阅读 · 0 评论 -
预测和分解时间序列数据(小时)Forecast and STL hourly time series data
d0 <- as.POSIXct( "2014-01-01 00:00:00", format="%Y-%m-%d %H:%M:%S", tz="America/New_York")##dWeek <- d0 + seq( from=0, to=(3600*167), by=3600)##set.seed(1234)x <- rnorm(168,50,5)ts转载 2014-12-13 17:01:56 · 3215 阅读 · 0 评论 -
A time series contest attempt
(This article was first published on Wiekvoet, and kindly contributed toR-bloggers) I saw the post a time series contest on Rob J Hyndman's blog. Since I am still wanting to play around转载 2014-12-29 09:30:53 · 1746 阅读 · 0 评论 -
Breakout detection in the wild
Nowadays, BigData is leveraged in every sphere of business: decision making for new products, gauging user engagement, making recommendations for products, health care, data center efficiency and more转载 2015-01-12 10:10:59 · 920 阅读 · 0 评论 -
Introducing practical and robust anomaly detection in a time series
Tuesday, January 6, 2015 | By Arun Kejariwal (@arun_kejariwal), Software Engineer [16:49 UTC] Tweet Both last year and this year, we saw a spike in the number of photos uploaded to T转载 2015-01-12 10:38:28 · 1494 阅读 · 0 评论 -
Forecasting with daily data
http://www.r-bloggers.com/forecasting-with-daily-data/ I’ve had several emails recently asking how to forecast daily data in R. Unless the time series is very long, the simplest approach is to sim转载 2014-12-21 16:22:09 · 926 阅读 · 0 评论 -
Forecasting weekly data
http://robjhyndman.com/hyndsight/forecasting-weekly-data/This is another situation where Fourier terms are useful for handling the seasonality. Not only is the seasonal period rather long,转载 2014-12-21 17:11:29 · 1095 阅读 · 0 评论 -
如何设置ts()的frequency
一直没有弄清楚ts()里面frequency的设置,这两天查找资料发现stackoverflow的一篇文章详细说明了这个设置,翻译出来,和大家共享。 #创建一个虚拟的数据框,包含数值和时间两个变量,下面显示了不同的设置的结果。dat <- data.frame(myts = sample(10, 24, replace = T), Date =翻译 2014-12-17 17:10:30 · 10779 阅读 · 0 评论 -
Better modelling and visualisation of newspaper count data
(This article was first published on Quantifying Memory, and kindly contributed toR-bloggers) In this post I outline how count data may be modelled using a negative binomial distribut转载 2015-04-25 00:28:46 · 609 阅读 · 0 评论