6
votes
1answer
58 views

Forecasting of density function

I am doing some research about forecasting time series of probability density functions. We are aiming to forecast a PDF given historically observed (usually, estimated) PDF. The forecasting method we ...
0
votes
0answers
42 views

PCA with same cases in different periods of time

I am new user of principal component analysis (PCA) and I have a big doubt. I have 32 observations with 45 variables and I know that I cannot use the simple PCA for this analysis (n < p). However, ...
0
votes
1answer
672 views

Dynamic Time Warping and normalization

I'm using Dynamic Time Warping to match a "query" and a "template" curve and having reasonable success thus far, but I have some basic questions: I'm assessing a "match" by assessing whether the DTW ...
1
vote
1answer
84 views

Estimate global mean and stdev from samples taken at regular intervals

I have data from a load test of an automated system with several thousand data points that cover roughly 1 week of operation. I need to compare several algorithms for this system to see which is ...
2
votes
1answer
192 views

Modelling longitudinal data

We have longitudinal data on children(n<20) in which we measure different quantities A,B,C,D (like distance walked, time spent in school etc.). These are all continuous variables. We measure these ...
2
votes
0answers
165 views

What statistics to use when the data are polynomial functions (aka change over time)?

EDIT: OK, having spent the last couple of hours checking out some pubs on functional data analysis, I am actually starting to feel a little silly having asked the question in the first place! It's ...