# Tagged Questions

1answer
10 views

### Dynamic Time Warping for irregular time series

I have been reading a lot about Dynamic Time Warping (DTW) lately. I am very surprised that there is no literature at all on the application of DTW to irregular time series, or at least I could not ...
1answer
17 views

### Estimation of regression with autocorrelated errors

In a book it is written that, In regression work we typically assume that the observational errors are pairwise uncorrelated. But in most time series data , the successive residuals have tendency to ...
1answer
59 views

### Why could mean centering change results

I used centering for my variables due to multicolleanirity and surprisingly the results (from before to after centering) changed for two interacted variables; one from significantly negative to ...
0answers
26 views

### Centering vs. Standarizing which one is better? [duplicate]

Two approaches have been proposed in order to overcome the issue of multicollinearity if we have interaction variables which are mean centering and standardizing (z scores). You can check No.2 in this ...
0answers
46 views

### Is it ok to transform a logarithm variable to z score

I have a variable that has 57 kurtosis, so I decided to transform it to log. However, I have multicolleanirity problem due to interacting this variable and others with another variable so I am using z ...
0answers
56 views

### Whitening Transformation using a Hadamard product Variance Matrix

I want to whiten a vector $X$ by transforming the variance-covariance matrix so the variance-covariance matrix of the transformed series will be the identity matrix $I$. $X$ is a time-series column ...
0answers
21 views

### How do you prove that if $X_t \sim^{iid} (0,1)$, then $E(X_t^{2}X_{t-j}^{2}) = E(X_t^{2})E(X_{t-j}^{2})$? [duplicate]

Suppose we have a time series $X_t$ s.t. $X_t \sim^{iid} (0,1)$. How do you prove that if $X_t \sim^{iid} (0,1)$, then $E(X_t^{2}X_{t-j}^{2}) = E(X_t^{2})E(X_{t-j}^{2})$? Or, I guess, if ...
0answers
22 views

### What would be an ideal measure for the synchrony of laughter?

I am exploring the relationship between the quality of connection two people share and the tendency for their laughter to synchronize. In order to do this, I need some way to quantify the degree of ...
0answers
68 views

### Interpolating time series wind data using correlation

Is there a way to use correlation to interpolate missing data? I know the wind speed in 6 locations every hour. This shows the correlation between the separate locations. Hourly Data I know the wind ...
2answers
62 views

0answers
62 views

### How to test for Pearson correlation when one variable is fixed on date?

I have 4 groups of different respondents, each group surveyed on four different dates (points of time). All respondents have answered a psychological questionnaire related to their perception of death ...