2297 search results for "time series"

Additive modelling global temperature time series: revisited

March 25, 2016
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Additive modelling global temperature time series: revisited

Quite some time ago, back in 2011, I wrote a post that used an additive model to fit a smooth trend to the then-current Hadley Centre/CRU global temperature time series data set. Since then the media and scientific papers have been full of reports of record warm temperatures in the past couple of years, of controversies (imagined) regarding...

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Analysis of Xbox Usage Trends with R: Time Series Decompositions

February 23, 2016
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Analysis of Xbox Usage Trends with R: Time Series Decompositions

by Daniel Moore Director of Applied Statistics Engineering, Console Development Microsoft In Xbox Hardware, we are interested in the various ways that our hardware is used, and we are especially interested in how that usage changes over time. We employ several several time series analysis techniques that are helpful in getting a holistic view of usage of the Xbox...

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Workshop on survival and time series analysis in empirical SE

February 12, 2016
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In January the material in my book on Empirical software engineering using R had its first exposure to professional software developers at a one day workshop (there was a rerun last week; slides here). The sessions were both fully booked, but as often happens on half turned up, around 15 at each workshop. A couple

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An Introduction to Time Series with JSON Data

February 9, 2016
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An Introduction to Time Series with JSON Data

For this post, I wanted to take the data analysis process in a different direction. Normally, an R analysis starts with data from a comma-separated Excel file (.csv) or a tab-separated file (.txt). However, online data is often formatted in JSON, which stands for JavaScript Online Notation. JSON has different forms, but for this data,

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Better prediction intervals for time series forecasts

January 29, 2016
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2016-01-31 15_57_13-Clipboard

Forecast Combination I’ve referred several times to this blog post by Rob Hyndman in which he shows that a simple averaging of the ets() and auto.arima() functions in his {forecast} R package not only out performs ets() and auto.arima() individually (in the long run, not every time), they outperform nearly every method that was entered in the M3...

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Time series analysis with R: Testing stuff with NetAtmo data

December 21, 2015
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Time series analysis with R: Testing stuff with NetAtmo data

I've got a NetAtmo weather station. One can download the measurements from its web interface as a CSV file. I wanted to give time series analysis with the extraction of seasonal components ('decomposition') a try, so I thought it would be a good opportunity to use the temperature measurements of my weather station. The data is available.To...

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Importance of exports and economic growth, cross-country time series

December 11, 2015
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Importance of exports and economic growth, cross-country time series

Exports and economic growth I was looking to show a more substantive piece of analysis using the World Development Indicators data, and at the same time show how to get started on fitting a mixed effects model with grouped time series data. The relationship between exports’ importance in an economy and economic growth forms a good start as it...

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Create ARIMA time series from bottom up

November 20, 2015
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Simulating ARIMA models Generating an arbitrary Auto-Regressive Integrated Moving Average (ARIMA) model is easy in R with the arima.sim() function that is part of the built-in {stats} package. In fact I've done it extensively in previous blog posts for various illustrative purposes. But one cost of doing this for educational purposes is that the mechanics of...

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Linear model with time series random component

November 14, 2015
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Linear model with time series random component

What do auto-correlated residuals do to your linear model? For training purposes I wanted to illustrate the dangers of ignoring time series characteristics of the random part of a classical linear regression, and I came up with this animation to do it: I like this, because it shows how easy it is to fit something that looks to be...

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Autocorrelation functions of materially different time series

September 18, 2015
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Autocorrelation functions of materially different time series

Comparing two timeseries-generating blackboxes This question on Cross-Validated got me interested. I gave a fairly inadequate answer and want to explore a few of the issues. Actually, I have a plan for an effective technique which is what I think the original post was asking for, but I need to check out a few things first. The challenge,...

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