benh7's Posts

One way to do this, given that I'm interested in correlating now vs. 1 hour ago, is as follows: signal = ts(data, host=somehost) lagsignal = lag(60m, ts(data, host=somehost)) Then look at ... See more...
One way to do this, given that I'm interested in correlating now vs. 1 hour ago, is as follows: signal = ts(data, host=somehost) lagsignal = lag(60m, ts(data, host=somehost)) Then look at mcorr(10m, ${signal}, ${lagsignal}).
Is there a function to do frequency (e.g., Fourier) analysis on time series data? I see periodic (every hour) activity spikes on time series data and would like to be able to detect the spikes au... See more...
Is there a function to do frequency (e.g., Fourier) analysis on time series data? I see periodic (every hour) activity spikes on time series data and would like to be able to detect the spikes automatically and alert on them.