On 7 January 2012 14:54, Antonio Tirri <antonio.tirri@gmail.com> wrote:

>
> I don't have a statistics advisor, my computer networks tutor said to me
> "try to forecast time series values with ARIMA models".
>

Sorry, ARIMA and HoltWinters.



>
>
>
>
>
> On 7 January 2012 13:28, Prof Brian Ripley <ripley@stats.ox.ac.uk
>
>>  <mailto: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>
>>>
>>>        <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
>>>
>>>                [[alternative HTML version deleted]]
>>>
>>>        ______________________________**__________________
>>>        R-help@r-project.org <mailto:R-help@r-project.org> mailing list
>>>        https://stat.ethz.ch/mailman/_**_listinfo/r-help<https://stat.ethz.ch/mailman/__listinfo/r-help>
>>>
>>>        <https://stat.ethz.ch/mailman/**listinfo/r-help<https://stat.ethz.ch/mailman/listinfo/r-help>
>>> >
>>>        PLEASE do read the posting guide
>>>        http://www.R-project.org/__**posting-guide.html<http://www.R-project.org/__posting-guide.html>
>>>
>>>        <http://www.R-project.org/**posting-guide.html<http://www.R-project.org/posting-guide.html>
>>> >
>>>        and provide commented, minimal, self-contained, reproducible code.
>>>
>>>
>>>
>>>    --
>>>    Brian D. Ripley, ripley@stats.ox.ac.uk <mailto:ripley@stats.ox.ac.uk>
>>>    Professor of Applied Statistics,
>>>    http://www.stats.ox.ac.uk/~__**ripley/<http://www.stats.ox.ac.uk/%7E__ripley/>
>>>    <http://www.stats.ox.ac.uk/%**7Eripley/<http://www.stats.ox.ac.uk/%7Eripley/>
>>> >
>>>
>>>    University of Oxford,             Tel: +44 1865 272861
>>>    <tel:%2B44%201865%20272861> (self)
>>>    1 South Parks Road, +44 1865 272866 <tel:%2B44%201865%20272866> (PA)
>>>
>>>    Oxford OX1 3TG, UK                Fax: +44 1865 272595
>>>    <tel:%2B44%201865%20272595>
>>>
>>>
>>>
>>
>> --
>> 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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