# Tagged Questions

527 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, ...
425 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 ...
1k 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 ...
428 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 ...
109 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?
326 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 ...
112 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 ...
2k 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 ...