1773 search results for "time series"

Simple and Advanced Time series with Oracle R Enterprise

July 18, 2013
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Simple and Advanced Time series with Oracle R Enterprise

v\:* {behavior:url(#default#VML);} o\:* {behavior:url(#default#VML);} w\:* {behavior:url(#default#VML);} .shape {behavior:url(#default#VML);} This guest post from Marcos Arancibia describes how to use Oracle R Enterprise to analyze Time Series data. In this article, we give an overview of how to use Time Series Analysis against data stored in Oracle Database, using the Embedded R Execution capability to send time series computations to...

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Detecting regime change in irregular time series

July 11, 2013
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Detecting regime change in irregular time series

In my current research, I am modeling consumer spending behavior to predict future income and spending. To do this I …Continue reading »

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Update: Extending Commodity time series

July 3, 2013
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Update: Extending Commodity time series

I showed an example of Extending Commodity time series back in 2012. Since then, the web site that I used to get the Thomson Reuters/Jefferies CRB Index data is no longer working. But there are a few alternatives: Thomson Reuters / Jefferies CRB Index. To get data, first select “TRJ/CRB Index-Total Return”, next click “See

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Learning Time Series with R

June 27, 2013
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by Joseph Rickert Late last Saturday afternoon I was reading in my usual spot at the Dana Street Coffee House in Mt. View. A stranger walking by my table noticed my copy of Madsen’s Time Series Analysis (sitting there untouched again) said he needed to learn something about time series and asked if I could recommend a book. He...

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A comprehensive guide to time series plotting in R

June 25, 2013
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A comprehensive guide to time series plotting in R

As R has evolved over the past 20 years its capabilities have improved in every area. The visual display of time series is no exception: as the folks from Timely Portfolio note that: Through both quiet iteration and significant revolutions, the volunteers of R have made analyzing and charting time series pleasant. R began with the basics, a simple...

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R Plotting Financial Time Series

June 19, 2013
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In my little world of finance, data almost always is a time series.  Through both quiet iteration and significant revolutions, the volunteers of R have made analyzing and charting time series pleasant.  As a mini-tribute to all those who have...

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More code and images from “Displaying time series, spatial and space-time data with R”

More code and images from “Displaying time series, spatial and space-time data with R”

My book continues growing. I have recently completed the first version of the Spatio-Temporal visualization chapters. Moreover, a significant part …Continuar leyendo »

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Finding patterns in time series using regular expressions

May 17, 2013
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Finding patterns in time series using regular expressions

Regular expressions are a fantastic tool when you’re looking for patterns in time series. I wish I’d realised that sooner. Here’s a timely example: traditionally, when you have two successive quarters of negative GDP growth, you’re in recession. We have a quarterly GDP time series for Australia, and we want to know how many recessions

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Time series data in R

April 22, 2013
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Time series data in R

Handling time series data in R In this blog post I want to write some thoughts about handling time series data in R. In contrast to cross-sectional data, in time series applications each observation has an additional component besides it’s value: the point of time. This requires some additional efforts, for example: x-axis has to

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A nifty line plot to visualize multivariate time series

April 1, 2013
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A nifty line plot to visualize multivariate time series

A few days ago a colleague came to me for advice on the interpretation of some data. The dataset was large and included measurements for twenty-six species at several site-year-plot combinations. A substantial amount of effort had clearly been made to ensure every species at every site over several years was documented. I don’t pretend

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