[R] how to do ARIMA prediction with high performance

[ce]

I think rugarch package is doing what you need . Also it uses cluster option to increase performance :

http://www.unstarched.net/r-examples/rugarch/a-short-introduction-to-the-rugarch-package/



-----Original Message-----
From: "cyl123" [505186154 at qq.com]
Date: 03/26/2014 09:43 PM
To: "r-help" <r-help at r-project.org>
Subject: [R] how to do ARIMA prediction with high performance

Hi,


I need to process a data stream using ARIMA model in real-time, that is : I need to build a ARIMA model and do prediction in every 1 minute using a slide window with 200 samples . 


To improve the performance of prediction, what I plan to do is: 1) to build ARIMA model using some history data;
2) to predict the data within slide window using the ARIMA got in step 1) .


Is it possible to do this? and how?


Or is there other way to do the  prediction with high performance?


Thank you very much!


Hellen
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