[R] Best datatype for time-series with irregular ocurrencies

[Diethelm Wuertz]

jmoreira at fe.up.pt wrote:

>Hello,
>
>Does someone has experience working with time-series where the ocurrencies do 
>not happen at regular time spaces? 
>

package fBasics from Rmetrics (www.rmetrics.org)  has S4 timeDate and 
timeSeries objects similar
to those in SPlus for irregular time series manipulations and 
investigations.

package its is another option

Regards Diethelm Wuertz

>In one day I can have 20 ocurrencies and in 
>the following day I can have the double. ts datatype must have regular time 
>spaces. What is the best way to put the data if I want to use forecasting 
>methods as Holt-Winters, NN or SVM? To put data and time in different 
>variables? If in one variable it would be of Date datatype?
>
>Thank you for any help.
>
>Joao
>
>
>-------------------------------------------------
>Joao Mendes Moreira
>Faculdade de Engenharia da Universidade do Porto
>DEMEGI / GEIN
>
>______________________________________________
>R-help at stat.math.ethz.ch mailing list
>https://stat.ethz.ch/mailman/listinfo/r-help
>PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
>
>  
>