[R] Analysis for Binary time series
maechler at stat.math.ethz.ch
Fri May 4 18:56:49 CEST 2007
>>>>> "Megh" == Megh Dal <megh700004 at yahoo.com>
>>>>> on Fri, 4 May 2007 00:12:25 -0700 (PDT) writes:
Megh> hi, good morning everyone. I have a time series with
Megh> binary outputs like :
Megh> 0001011110100.................etc. Now I want to
Megh> forecast the future values of that. Can anyone please
Megh> tell me whether there is any tools exist in literature
Megh> for dealing with this kind of binary observation? If
Megh> possible please provide me some good references in net
Megh> as well.
Since you're asking on R-help :
The R package "VLMC" (variable length markov chains) works with
such "finite alphabet" time-series and has been applied to such
successfully in the past.
It contains the following
Buhlmann P. and Wyner A. (1998) Variable Length Markov Chains.
Annals of Statistics 27, 480--513.
Mächler M. and Bühlmann P. (2004) Variable Length Markov Chains:
Methodology, Computing, and Software.
J. Computational and Graphical Statistics 2, 435--455.
Martin Maechler, ETH Zurich
More information about the R-help