Excuseme Prof Ripley, but on the help page of ts() there is written:

"deltat = the fraction of the sampling period between successive
observations; e.g., 1/12 for monthly data. Only one of frequency or deltat
should be provided."

I have a collection of bitrate values over a link and the distance in time
between two successive observations is 0.05 sec. How set correctly deltat
parmeter? I thought it was the number of observations in a year.

Thanks a lot.

On 7 January 2012 13:28, Prof Brian Ripley <ripley@stats.ox.ac.uk> wrote:

> 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<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
>>
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>>
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>
>
> --
> Brian D. Ripley,                  ripley@stats.ox.ac.uk
> Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~**ripley/<http://www.stats.ox.ac.uk/%7Eripley/>
> University of Oxford,             Tel:  +44 1865 272861 (self)
> 1 South Parks Road,                     +44 1865 272866 (PA)
> Oxford OX1 3TG, UK                Fax:  +44 1865 272595
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