Prediction analysis (Time series model) in UNIX

Question

I know its not a code level question but wanted your views.

I need to perform “ Prediction Analysis ” in UNIX level using Time series model (like ARIMA ).

We have implemented the same using R , but my work environment is not supporting R.

Data snapshot

Year | Month| Data1| Data2 | Data3
2012 | Jan | 1 |1 |3
2012 | Feb | 2 |21 | 4

So I wanted to implement some algorithm which will help me in finding the predicted values for future months.

Is there any other way of implementing “ Time series Prediction Analysis ” in UNIX (preferably Perl/Shell).

Answer 1

Since you are interested in perl and statistics, I'm sure you are aware of PDL . There are some specific time-series statistics modules available and of course, since perl is involved, other CPAN modules can be used.

R is still king and has a lot of packages to choose from - and, lucky us, R and perl play nice together using Statistics::R . I've not tried using Statistics-R from the PDL shell but this too may be possible to some extent.

Here's a pdl example session using MVA

/home/zombiepl % pdl
pdl> use Statistics::MVA::MultipleRegression;

pdl> $lol = [ [qw/745 36 66/],
              [qw/895 37 68/],
              [qw/442 47 64/],
              [qw/440 32 53/],
              [qw/1598 1 101/],];

pdl> linear_regression($lol);

The coefficients are: B[0] = -281.426985090045, B[1] = -7.61102966577879, 
B[2] = 19.0102910918022.
R^2 is 0.943907302962818

Cheers and good luck with your project.