I have to forecast a time series of a Internet network traffic
bitrate.
The data are in file
http://www.forumaltavilla.it/joomla/datitesi/dati.dat
and the sampling time is every 0.05 seconds.
Now, i want to use HoltWinters forecasting. My problem is setting the
parameter deltat. On the Internet i saw deltat is the number of
samples in a year but in this case deltat=1.58443823e-9 (0.05 seconds
in years). Is it true or should I set deltat=0.05?
Thank you
This is my script.
deltat=0.05
dati.ts=ts(scan("dati.dat", deltat),
start=0,deltat=dt)
model=HoltWinters(dati.ts)
dati.forecast=forecast(model,h=100)
plot(dati.forecast)
PS
If i set deltat=1.58443823e-9 (0.05 seconds in years)
When I type the command
model=HoltWinters(dati.ts)
R gives me the error
"Error in NextMethod("[") : cannot allocate vector of length
1262277040"
even if I take a shorter dati.dat (50 samples) i get the same error.
If i set deltat=1, the error after HoltWinters command is:
"Error in decompose(ts(x[1L:wind], start = start(x), frequency = f),
seasonal) :
time series has no or less than 2 periods"
How can I solve my problem?
Thanks