1723 search results for "time series"

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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Quandl: A Wikipedia for Time Series Data

February 20, 2013
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This guest post is by Tammer Kamel, Founder of Quandl Finding and formatting numerical data for analysis in R or Excel or indeed any application is a pain that all real world data analysts know all too well. In aggregate I have probably spent weeks of my life trying to find data on the web. And several more weeks...

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Time series cross-validation 5

January 24, 2013
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Time series cross-validation 5

The caret package for R now supports time series cross-validation!  (Look for version 5.15-052 in the news file).  You can use the createTimeSlices function to do time-series cross-validation with a fixed window, as well as a growin...

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Lomb-Scargle periodogram for unevenly sampled time series

January 10, 2013
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Lomb-Scargle periodogram for unevenly sampled time series

In the natural sciences, it is common to have incomplete or unevenly sampled time series for a given variable. Determining cycles in such series is not directly possible with methods such as Fast Fourier Transform (FFT) and may require some degree o...

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