1525 search results for "time series"

Displaying time series, spatial and space-time data with R

Displaying time series, spatial and space-time data with R

During next months I will be working on the book “Displaying time series, spatial and space-time data with R: stories …Continuar leyendo »

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Time Series Data Library now on DataMarket

June 19, 2012
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The Time Series Data Library is a collection of about 800 time series that I have maintained since about 1992, and hosted on my personal website. It includes data from a lot of time series textbooks, as well as many other series that I’ve either collected for student projects or helpful people have sent to me. I’ve now moved...

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Time series cross-validation 4: forecasting the S&P 500

June 11, 2012
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Time series cross-validation 4: forecasting the S&P 500

I finally got around to publishing my time series cross-validation package to github, and I plan to push it out to CRAN  shortly.You can clone the repo using github for mac, for windows, or linux, and then run the following script to...

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Visualizing the #nonato Twitter hashtag – time series and top users

May 21, 2012
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Visualizing the #nonato Twitter hashtag – time series and top users

  The NATO summit is currently being held in Chicago, and, as is typical for NATO or G# summits, the streets and tweets are full of dissent.  In the spirit of my past investigations of online dissent (#jan25, #25bahman, #12fev,… Read more ›

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Charting Twitter time series data with tweet and unique user counts

May 21, 2012
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Let’s say you’ve used my Python script to automate the download of a hashtag or search phrase from Twitter (in a Unicode safe way, unlike within R).  Now let’s say you want to visualize the number of tweets over time.  Easy… Read more ›

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Measuring time series characteristics

May 2, 2012
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Measuring time series characteristics

A few years ago, I was working on a project where we measured various characteristics of a time series and used the information to determine what forecasting method to apply or how to cluster the time series into meaningful groups. The two main papers to come out of that project were: Wang, Smith and Hyndman (2006) Characteristic-​​based clustering for...

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ggplot2 Time Series Heatmaps

April 15, 2012
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ggplot2 Time Series Heatmaps

How do you easily get beautiful calendar heatmaps of time series in ggplot2? E.g:From MarginTaleI was impressed by the lattice-based  implementation from Paul Bleicher of Humedica, which you can find referenced in http://blog.revolutionanalytics.c...

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Time Series Intervention Analysis wih R and SAS

January 21, 2012
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Time Series Intervention Analysis wih R and SAS

In a previous post, I worked through the theory behind intervention analysis. In his time series course, University of Georgia political science professor Jamie Monogan demonstrates how to implement intervention analysis in R.  The following examp...

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Time Series Matching with Dynamic Time Warping

January 20, 2012
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Time Series Matching with Dynamic Time Warping

THIS IS NOT INVESTMENT ADVICE. The information is provided for informational purposes only. In the Time Series Matching post, I used one to one mapping to the compute distance between the query(current pattern) and reference(historical time series). Following chart visualizes this concept. The distance is the sum of vertical lines. An alternative way to map

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Time Series Matching strategy backtest

January 17, 2012
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Time Series Matching strategy backtest

This is a quick post to address comments raised in the Time Series Matching post. I will show a very simple example of backtesting a Time Series Matching strategy using a distance weighted prediction. I have to warn you, the strategy’s performance is worse then the Buy and Hold. I used the code from Time

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