2350 search results for "time series"

Why time series forecasts prediction intervals aren’t as good as we’d hope

December 6, 2016
By
Why time series forecasts prediction intervals aren’t as good as we’d hope

Five different sources of error When it comes to time series forecasts from a statistical model we have five sources of error: Random individual errors Random estimates of parameters (eg the coefficients for each autoregressive term) Uncertain...

Read more »

Cross-validation for time series

December 5, 2016
By
Cross-validation for time series

I’ve added a couple of new functions to the forecast package for R which implement two types of cross-validation for time series. K-fold cross-validation for autoregression The first is regular k-fold cross-validation for autoregressive models. Although cross-validation is sometimes not valid for time series models, it does work for autoregressions, which includes many machine learning

Read more »

Forecast double seasonal time series with multiple linear regression in R

December 2, 2016
By
Forecast double seasonal time series with multiple linear regression in R

I will continue in describing forecast methods, which are suitable to seasonal (or multi-seasonal) time series. In the previous post smart meter data of electricity consumption were introduced and a forecast method using similar day approach was proposed. ARIMA and exponential smoothing (common methods of time series analysis) were used as forecast methods. The biggest disadvantage of this...

Read more »

Global sea ice time series visualization sandbox with R, ggplot, and plotly

November 22, 2016
By

In the past couple of weeks I’ve noticed a flurry of visualizations of global sea ice extent on social media. If you’re like me, and curious to see what the data look like yourself, here’s a bit of R code to fetch and visualize the most recent da...

Read more »

Endogenously Detecting Structural Breaks in a Time Series: Implementation in R

November 8, 2016
By
Endogenously Detecting Structural Breaks in a Time Series: Implementation in R

The most conventional approach to determine structural breaks in longitudinal data seems to be the Chow Test. From Wikipedia, The Chow test, proposed by econometrician Gregory Chow in 1960, is a test of whether the coefficients in two linear regressions on different data sets are equal. In econometrics, it is most commonly used in time … Continue...

Read more »

Dual axes time series plots with various more awkward data

August 27, 2016
By
Dual axes time series plots with various more awkward data

In my most recent blog post I introduced the dualplot() R function, which allows you to create time series plots with two different scales on the vertical axes in a way that minimises the potential problems of misinterpretation. See that earlier post ...

Read more »

Five problems (and one solution) with dual-axis time series plots

August 19, 2016
By
Five problems (and one solution) with dual-axis time series plots

If you need to present two time series spanning the same period, but in wildly different scales, it's tempting to use a time series chart with two separate vertical axes, one for each series, like this one from the Reserve Bank of New Zealand: Charts like this typically have one or more crossover points, and that crossing imparts meaning...

Read more »

Dual axes time series plots may be ok sometimes after all

August 17, 2016
By
Dual axes time series plots may be ok sometimes after all

Are they really as bad as all that? I’ve been mulling over time series charts with two different y axes, which are widely deprecated in the world of people who see ourselves as professional data workers. Looking down on dual axis time series charts ...

Read more »

Access and Analyze 170 Monthly Climate Time Series Using Simple R Scripts

August 2, 2016
By
Access  and Analyze 170 Monthly Climate Time Series Using Simple R Scripts

Open Mind, a climate trend data analysis blog, has a great Climate Data Service that provides  updated consolidated csv file with 170 monthly climate time series. This is a great resource for those interested in studying climate change. Quick, reliable … Continue reading →

Read more »

Time Series Analysis in ArcGIS

July 15, 2016
By
Time Series Analysis in ArcGIS

In this post I will introduce another toolbox I created to show the functions that can be added to ArcGIS by using R and the R-Bridge technology.In this toolbox I basically implemented the functions I showed in the previous post about time series analy...

Read more »

Sponsors

Never miss an update!
Subscribe to R-bloggers to receive
e-mails with the latest R posts.
(You will not see this message again.)

Click here to close (This popup will not appear again)