1646 search results for "Time series"

Time series equivalence of brains and markets

September 27, 2011
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Time series equivalence of brains and markets

fMRI data from 90 locations in the brain look somewhat like daily closing prices on 116 stocks if you squint just right. Marginal Revolution was nice enough to point to “Topological isomorphisms of human brain and financial market networks”. I’ve only just glanced through the paper.  I find it interesting, but I’m fairly skeptical.  The … Continue reading...

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How to extract time series from large timestamped logs with R

September 16, 2011
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Revolution Analytics' Joe Rickert has a new post on inside-R.org, demonstrating how you can use R and the RevoScaleR package to extract time series data from time-stamped logs (in this case, the "US Domestic Flights From 1990 to 2009" dataset on Infochimps): Analyzing time series data of all sorts is a fundamental business analytics task to which the R...

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Time series cross-validation: an R example

August 25, 2011
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Time series cross-validation: an R example

I was recently asked how to implement time series cross-validation in R. Time series people would normally call this “forecast evaluation with a rolling origin” or something similar, but it is the natural and obvious analogue to leave-one-out cross-validation for cross-sectional data, so I prefer to call it “time series cross-validation”. Here is some example

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How to access 100M time series in R in under 60 seconds

August 25, 2011
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How to access 100M time series in R in under 60 seconds

DataMarket, a portal that provides access to more than 14,000 data sets from various public and private sector organizations, has more than 100 million time series available for download and analysis. (Check out this presentation for more info about DataMarket.) And now with the new package rdatamarket, it's trivially easy to import those time series into R for charting,...

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Forecasting time series using R

August 24, 2011
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I’ll be giving a talk on Forecasting time series using R for the Melbourne Users of R Network (MelbURN) on Thursday 27 October 2011 at 6pm. I will look at the various facilities for time series forecasting available in R, concentrating on the forecast package. This package implements several automatic methods for forecasting time series

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Time Series Analysis and Mining with R

August 23, 2011
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Time Series Analysis and Mining with R

Time series data are widely seen in analytics. Some examples are stock indexes/prices, currency exchange rates and electrocardiogram (ECG). Traditional time series analysis focuses on smoothing, decomposition and forecasting, and there are many R functions and packages available for those … Continue reading →

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display time series data in R

August 19, 2011
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display time series data in R

Thanks to the Revolutions blog, several things learned here:1. R code for heat calendar2. generate SVG from R3. pretty-R toolOK. Let's explain it by plotting the fund WASCX (IVY ASSET STRATEGY FUND CLASS C) from 2009-03-14:# source code of calendarHeat...

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Use geom_rect() to add recession bars to your time series plots #rstats #ggplot

August 15, 2011
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Use geom_rect() to add recession bars to your time series plots #rstats #ggplot

ggplot2's geom_rect() layer makes it easy to highlight portions of your graph, such as recessions on an economic time series.

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Fixed: Unable to plot a decent x-Axis in a time series plot using zoo

June 16, 2011
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Here is the link to the original problem. Briefly, I was unable to plot a custom x-axis showing abbreviated months in a time series plot of a zoo object. In the plot.zoo() function set xaxt = "n" to suppress plotting … Continue reading →

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Embedding a time series with time delay in R — Part II

June 14, 2011
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Embedding a time series with time delay in R — Part II

Some months ago, I posted a function that extended the base R function embed() to allow for time delay embedding. Today, David Gonzales alerted me to an inconsistency between embed() and Embed(). The example David used was where Embed() clearly … Continue reading →

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