[R] slowness of auto.arima() from package forecast (was Execution time very high in linux)

[Prof Brian Ripley]

This is not the address of the package maintainer (nor of the person 
who wrote to you), nor is that a reproducible example (we don't have 
my_file.dat).  Please DO study the posting guide!

On Fri, 9 Nov 2007, Joao Santos wrote:

>
> Hello,
>
> EXAMPLE
> ##Create time series
> bb_500 = scan("my_file.dat")
> ts <- ts(bb_500, frequency=168)
...

> Prof Brian Ripley wrote:
>>
>> This is not about slowness of Linux nor of R but of a particular function
>> in a contributed package.  Few of us are familiar with that package, and
>> you have not given a reproducible example.  Please do as the posting guide
>> asked and talk directly to the maintainer (who may well not read this
>> list).
>>
>> I've altered the subject line to something less inappropriate.
>>
>> On Fri, 9 Nov 2007, Joao Santos wrote:
>>
>>>
>>> Hello All,
>>>
>>> Sorry everybody for another message on this topic but I don't understand
>>> the
>>> times off execution that I have.
>>>> From my search in the forum I found that linux old be better to this
>>>> kind of
>>> operation, so now I using a dualCore 2.33GHz with 8Gb RAM but the times
>>> off
>>> execution don´t decrease.
>>>
>>> Once again the function and the times and I get in linux:
>>> system.time(fit_2323v_168f<-auto.arima(regts.ts, d = NA, D = NA, max.p =
>>> 2,
>>> max.q = 2,
>>>            max.P = 1, max.Q = 1, max.order = 5,
>>>            start.p=0, start.q=0, start.P=0, start.Q=0,
>>>                        stationary = FALSE, ic = c("aic","aicc", "bic"),
>>>            stepwise=FALSE, trace=TRUE))
>>> user   system  elapsed
>>> 38389.75  3786.29 22849.73
>>>
>>>
>>> There is some optimization that could be done?
>>>
>>>
>>> Thanks in advance for the replies!!!
>>>
>>>
>>> João Santos
>>>
>>> Joao Santos wrote:
>>>>
>>>> Hello again,
>>>>
>>>> Sorry but the code that I insert wasn't write. Should be like this:
>>>>
>>>> fit_2323v_168f<-auto.arima(regts.ts, d = NA, D = NA, max.p = 2, max.q =
>>>> 2,
>>>>             max.P = 1, max.Q = 1, max.order = 5,
>>>>             start.p=0, start.q=0, start.P=0, start.Q=0,
>>>>                         stationary = FALSE, ic = c("aic","aicc", "bic"),
>>>>             stepwise=TRUE, trace=TRUE)
>>>>
>>>> Sorry for the SPAM!!
>>>>
>>>> João Santos
>>>>
>>>>
>>>> Joao Santos wrote:
>>>>>
>>>>> Hello,
>>>>>
>>>>> I using the fuction auto.arima() from package forecast to predict the
>>>>> values of p,d,q and P,D,Q.
>>>>> My problem is the execution time of this function, for example, a time
>>>>> series with 2323 values with seasonality to the week take over 8 hours
>>>>> to
>>>>> execute all the possibilities.
>>>>> I using a computer with Windows XP,  a processor Intel Core2 Duo T7300
>>>>> and 2Gb of RAM.
>>>>>
>>>>> fit_2323v_168f<-auto.arima(regts.ts, d = 1, D = 1, max.p = 2, max.q =
>>>>> 2,
>>>>>             max.P = 1, max.Q = 1, max.order = 5,
>>>>>             start.p=0, start.q=0, start.P=0, start.Q=0,
>>>>>                         stationary = FALSE, ic = c("aic","aicc",
>>>>> "bic"),
>>>>>             stepwise=TRUE, trace=TRUE)
>>>>>
>>>>> It is any configuration to speed-up this?
>>>>>
>>>>>
>>>>> Thanks in advance!
>>>>>
>>>>> João Santos
>>>>>
>>>>>
>>>>>
>>>>
>>>>
>>>
>>>
>>
>> --
>> Brian D. Ripley,                  ripley at stats.ox.ac.uk
>> Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
>> University of Oxford,             Tel:  +44 1865 272861 (self)
>> 1 South Parks Road,                     +44 1865 272866 (PA)
>> Oxford OX1 3TG, UK                Fax:  +44 1865 272595
>> ______________________________________________
>> R-help at 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.
>>
>>
>
>

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595