Tagged Questions

0
votes
3answers
126 views

Identify seasonality in time series data [duplicate]

I want to detect presence of seasonality in time series data. I know one can achieve that by plotting the autocorrelation function but I need an automatic process if the series is seasonal or not, ...
0
votes
2answers
231 views

Time series prediction - what is Autoregressive Tree model ? (Python)

Our problem: model evolution of values of a continuous variable over time. I came through a paper presenting an approach for predicting the next values for a time series. Whereas ARIMA model is more ...
3
votes
1answer
719 views

A simpler way to calculate Exponentially Weighted Moving Average?

Proposed Method: Given a time series $x_i$, I want to compute a weighted moving average with an averaging window of $N$ points, where the weightings favour more recent values over older values. In ...
-3
votes
0answers
42 views

Foreasting using time series method and solution for the same using R [duplicate]

Possible Duplicate: Time series Modelling - Forecasting for weekly incidents I am trying to apply forecasting model Time Series (TS) Model for forecasting weekly incidents as follows: ...
4
votes
2answers
340 views

Trending algorithm for performance monitoring

Situation description I'm trying to implement a prediction (or trending) algorithm for my performance gathering system in order to see when a Linux server's resources will end (for example, free ...
3
votes
0answers
103 views

How to compute the area between two graphs? [closed]

In the chart above, how can I derive the area between the two graphs, taking into consideration positive and negative areas?
5
votes
0answers
249 views

Simulating time-series given power and cross spectral densities

I am having trouble generating a set of stationary colored time-series, given the covariance matrix (their PSDs and CSDs). I know that, given two time-series $y_{I}(t)$ and $y_{J}(t)$, I can ...
2
votes
1answer
106 views

Algorithm to evaluate whether you should buy now or wait [closed]

I'm currently in search of an algorithm that can determine whether or not it's time to buy something (an item, a stock, a service, etc.) given an history of prices (30, 50, 100, ...). My idea is ...
17
votes
5answers
1k views

Efficient online linear regression

I'm analysing some data where I would like to perform ordinary linear regression, however this is not possible as I am dealing with an on-line setting with a continuous stream of input data (which ...
5
votes
1answer
104 views

What are good references for dynamic pricing?

I think that dynamic pricing algorithms (used in aviation and ticketing industry) is very statistical based, anyone here has experience with those algorithms with references for it?
12
votes
4answers
2k views

Period detection of a generic time series

This post is the continuation of another post related to a generic method for outlier detection in time series. Basically, at this point I'm interested in a robust way to discover the ...