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

Achim Zeileis Achim.Zeileis at wu-wien.ac.at
Wed Dec 15 14:23:40 CET 2004

On Wed, 15 Dec 2004, Diethelm Wuertz wrote:

> 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

Just to be complete: in addition to
  "its" in package its
  "timeSeries" in fBasics
which are S4 classes, there are
  "irts" in package tseries
  "zoo" in package zoo
which are S3 classes for irregularly spaced observations. "its" is
probably the most mature, "timeSeries" is - as Diethelm said - similar to
the S-PLUS implementation and "zoo" has the advantage that time
information can be of (almost) arbitrary class.
The development version of zoo is due for release next week or so,
contact me off-list if you want the current version.


> 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
> >
> >______________________________________________
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> >
> >
> >
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