1723 search results for "time series"

Climate Time Series In a Single CSV File: Update 1

January 24, 2011
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Climate Time Series In a Single CSV File: Update 1

I am pleased to announce my CTS.csv file which includes 18 climate monthly time series in one easy to access csv file. This is part of  my goal of having a user friendly way for do-it-yourself citizen climate scientists to … Continue reading →

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Embedding a time series with time delay in R

January 21, 2011
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Embedding a time series with time delay in R

I’ve recently been looking at Martin Trauth‘s book MATLAB® Recipes for Earth Sciences to try to understand what some of my palaeoceanography colleagues are doing with their data analyses (lots of frequency domain time series techniques and a preponderance of … Continue reading →

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Embedding a time series with time delay in R

January 21, 2011
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I’ve recently been looking at (http://www.geo.uni-potsdam.de/member-details/show/108.html ‘Martin Trauth’s web page at The University of Potsdam Institute of Earth and Environmental Science’)'s book MATLAB® Recipes for Earth Sciences to try to understand what some of my palaeoceanography colleagues are doing with their data analyses (lots of frequency domain time series techniques and a...

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Parsing and plotting time series data

January 15, 2011
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Parsing and plotting time series data

This morning I came across a post which discusses the differences between scala, ruby and python when trying to analyse time series data. Essentially, there is a text file consisting of times in the format HH:MM and we want to get an idea of its distribution. Tom discusses how this would be a bit clunky

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How to simulate wind speed time series with R

November 2, 2010
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How to simulate wind speed time series with R

If you need to generate synthetic wind speed time series, you may find useful the procedure described in  “A Markov method for simulating non-gaussian wind speed time series” by G.M. McNerney and P.S. Veers (Sandia Laboratories, 1985), and “Estimation of extreme wind speeds with very long return periods” by M.D.G Dukes and J.P. Palutikof (Journal

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Plotting Time Series data using ggplot2

September 30, 2010
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Plotting Time Series data using ggplot2

There are various ways to plot data that is represented by a time series in R. The ggplot2 package has scales that can handle dates reasonably easily. Fast Tube by Casper As an example consider a data set on the number of views of the you tube channel ramstatvid. A short snippet of the data is shown

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Time Series Regression of Temperature Anomaly Data: 1 – Don’t Use OLS

July 17, 2010
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Time Series Regression of Temperature Anomaly Data: 1 – Don’t Use OLS

Phil Jones Statement (February , 2010) Phil  Jones of the  Climate Research Unit (CRU) responded to a series of questions from the BBC in early February, 2010 (link). Question B dealt with global warming trends in the 1995 – 2009 … Continue r...

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Plot Multiple Time Series using the flow / inkblot / river / ribbon / volcano / hourglass / area / whatchamacallit plots ~ blue whale catch per country w/ ggplot2

June 27, 2010
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Plot Multiple Time Series using the flow / inkblot / river / ribbon / volcano / hourglass / area / whatchamacallit plots ~ blue whale catch per country w/ ggplot2

Ever since I first looked at this NYT visualization by Amanda Cox, I’ve always wanted to reproduce this in R. This is a plot that stacks multiple time series onto one another, with the width of the river/ribbon/hourglass representing the strength at each time. The NYT article used box office revenue as the width of

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The Kalman Filter For Financial Time Series

May 25, 2010
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The Kalman Filter For Financial Time Series

Every now and then I come across a tool that is so bogged down in pages of esoteric mathematical calculations, it becomes difficult to get even a simple grasp of how or why they might be useful. Even worse, you exhaustively search the internet to find ...

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Wavelet Spectrogram Non-Stationary Financial Time Series analysis using R (TTR/Quantmod/dPlR) with USDEUR

April 28, 2010
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Wavelet Spectrogram Non-Stationary Financial Time Series analysis using R (TTR/Quantmod/dPlR) with USDEUR

I've been doing some research lately regarding types of spectral imaging and decomposition techniques that apply to non-stationary signals. As mentioned earlier, one of the major problems with the simple fourier analysis is that the basis functions ext...

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