Many graphs use a time series, meaning they measure events over time. William Playfair (1759 - 1823) was a Scottish economist and pioneer of this approach. Playfair invented the line graph. The graph below–one of his most famous–depicts ho...

The dygraphs package is an R interface to the dygraphs JavaScript charting library. It provides rich facilities for charting time-series data in R, including: Automatically plots xts time-series objects (or objects convertible to xts). Rich interactive features including zoom/pan and series/point highlighting. Highly configurable axis and series display (including optional 2nd Y-axis). Display upper/lower bars (e.g. prediction

One of the things I’ve been trying to explore with my #f1datajunkie projects are ways of representing information that work both in a glanceable way as well as repaying deeper reading. I’ve also been looking at various ways of using text labels rather than markers to provide additional information around particular data points. For example,

The example below shows how to estimate a simple univariate Poisson time series model with the tscount package. While the model estimation is straightforward and yeilds very similar parameter estimates to the ones generated with the acp package (https://statcompute.wordpress.com/2015/03/29/autoregressive-conditional-poisson-model-i), the prediction mechanism is a bit tricky. 1) For the in-sample and the 1-step-ahead predictions: yhat_

A kind reader directed me in a comment on Experiments in Time Series Clustering to this paper. Clustering of Time Series Subsequences is Meaningless: Implications for Previous and Future Research Eamonn Keogh and Jessica Lin Computer Science & Engineering Department University of California – Riverside http://www.cs.ucr.edu/~eamonn/meaningless.pdf As I said in my last post, I don’t know...

Last night I spotted this tweet about the R package TSclust. Thank you Pablo and Jose for #TSclust - time series clustering package in #rstats ! http://t.co/GBQtQnQ8Lr— Pasha Roberts (@pasharoberts) March 2, 2015 I should start by saying that I really don’t know what I’m doing, so be warned. I thought it would interesting to apply TSclust to...

World wide quantitative easing does not seem to end. I live and work in Japan which has the lowest interest rate.Thanks to Quandl and RStudio, I can easily get the data of the interest rate and visualize it with R and dygraphs ...

Amongst today’s email was one from someone running a private competition to classify time series. Here are the essential details. The data are measurements from a medical diagnostic machine which takes 1 measurement every second, and after 32–1000 seconds, the time series must be classified into one of two classes. Some pre-classified training data is