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

[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 issue, so please discuss with your statistics advisor 
what you are really trying to do.

On 07/01/2012 10:47, Antonio Tirri wrote:
> 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
> dati.ts=ts(scan("dati.dat"),start=0,deltat=dt)
> model=HoltWinters(dati.ts)
> dati.forecast=forecast(model,h=100)
> plot(dati.forecast)
>
> When I type the command
>
> model=HoltWinters(dati.ts)
>
> R gives me the error
> "Error in NextMethod("[") : cannot allocate vector of length 1262277040"
>
> even if I take a shorter dati.dat (50 samples) i get the same error.
>
> If i set deltat=1, the error after HoltWinters command is:
> "Error in decompose(ts(x[1L:wind], start = start(x), frequency = f),
> seasonal) :
>    time series has no or less than 2 periods"
>
> How can I solve my problem?
> Thanks
>
> 	[[alternative HTML version deleted]]
>
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-- 
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)
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