4
votes
2answers
51 views

Help for planning a neuroscience experiment

I'm new here. I am planning a neuroscience experiment. I will be measuring brain signals from about twenty subjects. I will present the subjects four different kinds of stimuli. After all the data ...
2
votes
1answer
43 views

Statistical significance in time series and sub-series

So, when I did first year stats in undergrad, we did an experiment where we tampered with a bunch of coins, to see if it would cause a statistical difference in the results. This is a graph of the ...
0
votes
0answers
27 views

How to model to improve the room usage efficiency based on motion sensor history

To reduce the confusion, I changed my application from traffic to meeting room, so this application is about modeling a meeting room efficiency , the data collection is built by placing a kind of ...
0
votes
0answers
20 views

How can I statistically compare two time-series? [duplicate]

I have two time-series. Data have been logged over time for two different objects. Is there a significance test, applicable in SPSS or Minitab, that can be used to determine whether there is a ...
2
votes
0answers
63 views

Performance testing: detecting changes in distributions over time

I have an interesting application I’d like some advice on. A common task when working with stochastic systems in an engineering context is testing for regressions and improvements in performance. ...
0
votes
0answers
33 views

statistical test for sequence of data

There is a sequence of data. It might have different types of trend, i.e., increasing, decreasing, and even cycling pattern. But there is an assumption that these trends should be smooth. (maybe not ...
0
votes
1answer
42 views

Standard deviation of percentage changes in a time course

I ran into a problem analysing some data I produced. I measured concentrations in biological samples in a time course manner. I measured three replicates for each of the seven time points. I can ...
2
votes
0answers
47 views

Asymptotic distribution for t-test with time series

I once read the following statement: Given the following equation $ Y_t= c + a Y_{t-1} + \theta_t$ If $c\neq 0$, then the t-ratio for testing $H_0 : a=1$ is asymptotically normal. If $c=0$, then ...
1
vote
1answer
40 views

Significance of time course difference over interval

I am dealing with some data which plotted looks like: I would like to add a level of significance to my claim that the values of the two time courses are different over the latter half of the ...
1
vote
0answers
45 views

How to test whether a time series is significantly non-zero at any point in time?

I have some data that varies over time, and cannot be described by a simple model. In fact we don't care what the model is at all, we just want to know whether it is significantly non-zero at any ...
1
vote
0answers
42 views

Choosing significance level alpha and max_lag for Granger causality

I am really new to Granger Causality and am just rabidly experimenting with this MATLAB function: granger_cause(x,y,alpha,max_lag) ...
0
votes
0answers
44 views

How to derive variance in data tracked over inconsistent (irregular) time intervals?

Background (skip if tl;dr) The close votes review queue at Stack Overflow looks pretty hopeless. I'm holding a weekly hour-long chat room event where users can congregate to review close votes ...
1
vote
1answer
99 views

Time series data analysis - determining significance between treatment and control

We have some time series data for evaluating the effect of a drug in an animal model, with two dose levels and a control. So far we've looked at ANOVA for each time point, and there's a significant ...
3
votes
2answers
285 views

What is the definition of one-sample Kolmogorov–Smirnov test?

I have a time series data set of photon arrival times from a detector and need to know whether the arrival time is uniform.It is a continuous distribution? I have calculated the maximum $D$ between ...
0
votes
1answer
61 views

Comparison of horizon forecasted values for two models (ARIMA and NAR)?

I fitted ARIMA and NAR models to 10 different univariate time series. These time series are water characteristics at a water treatment plant (CO$_2$, TDS, TH, pH, ...). After fitting suitable models ...
1
vote
0answers
334 views

When testing CAPM why is r-squared so low?

I am testing CAPM, Fama-French & Carhart-models (so a 1-factor, 3-factor and 4-factor model) for financial portfolios (60 observations). There is one type of portfolio with low R²'s. The CAPM ...
2
votes
1answer
2k views

Ljung-Box Statistics for ARIMA residuals in R: confusing test results

I have a time series I am trying to forecast, for which I have used the seasonal ARIMA(0,0,0)(0,1,0)[12] model (=fit2). It is different from what R suggested with auto.arima (R calculated ...
0
votes
0answers
82 views

Statistical significance of long term trend?

I have data sets of long term climatology wind speed data on daily basis for 1950-2000. I have calculated the mean for every year and calculated trend pattern, it shows some positive trend of 0.05 ...
1
vote
2answers
361 views

Comparing two sets of time-series (physiological measures)

I need help in finding which statistical approach I need to use. I have two groups: G1 (disease) and control. For both groups we measured their blood level every 10 minutes: 0 to 650 min. We are ...
1
vote
2answers
621 views

Statistical test for a significant change in time series (sales) trend after policy change

My apologies if this has been addressed before, however my experience with statistics is a bit limited, particularly when it comes to time series analyses. My current question relates to the ...
0
votes
1answer
349 views

Detecting a (statistically) significant change in time series trend

Suppose I have two time series (Series1 and Series2) which are identical from timePeriod -200 to timePeriod 0. Say that in timePeriod 0 they are both equal to 100. Series1is equal to 200 at timePeriod ...
0
votes
0answers
43 views

Merging and analysis of data from replicate time course experiments

Could you please provide advice on the merging and analysis of data from the replicate time course experiments described below?: Relative amounts of a protein expressed by aliquots of cells (from a ...
0
votes
0answers
84 views

How to test if two populations are different with the x axis a time variable

I have two populations: Class A and Class B. Both populations have two variables: ...
0
votes
0answers
74 views

Calculating differences between groups and across time (age)

Let's say I have data of one variable $V$ measured for two groups of individuals ($a$ and $b$) and I want to see whether there is a significant difference between them and over time, i.e. $V_a$ stays ...
0
votes
0answers
95 views

How do I test for significant difference between sets of time ordered data?

I have data about activity on a game site over a period of time (~1.5 years). I want to compare a sub-population's activity between certain time segments so that I can say things like "Group A played ...
1
vote
0answers
23 views

Deciding if my mutant strains are significantly different from my wild type from data measured over time or from gradients

I have a set of data which is the oxygen consumption of a wild type (WT) and a few mutants. I averaged the data and plotted graphs with each mutant and WT series and plotted a line of best fit. Is ...
2
votes
0answers
34 views

Time variation in coefficients

Given $x_t, y_t$ ($t=1,\ldots,240$), I want to estimate $y_t = \alpha_t + \beta_t x_t$ and test $H_0: \alpha_1=\ldots=\alpha_T=0$. It is crucial to allow for time variation in the regression ...
1
vote
2answers
154 views

Spotting trends in time based data

I have a dataset which I need to spot trends in. The actual data refers to operation calls which take a certain amount of time to complete. My client wants to know which operation calls are improving ...
0
votes
0answers
100 views

Statistical significance of stock portfolio returns?

I bought 3 stocks on 1/1/2013: ABC, ACME, WRAM. By 3/1/2013, I earned a 10% return. During the same period, the S&P 500 returned 5%. Is my superior performance statistically significant?
0
votes
0answers
20 views

the approach for checking whether a process is stable?

I have two scenarios for time series data. 1) I have a uni-variate variable spanning across the time axis, are there any approaches or statistic to check whether this process is stable? 2) I have a ...
0
votes
0answers
98 views

Comparing strength of trend and seasonality for various levels of aggregation

I have a monthly time-series for which I've fitted the time-series regression model including linear trend and 11 dummy variables for seasonality. Then, I aggregated the original time-series to ...
3
votes
2answers
271 views

What test should I use to determine if a policy change had a statistically significant impact on website registrations?

A client's website was operating under a certain policy for membership sign ups for over a year. At the start of October 2012 the client implemented a new policy for sign ups that was supposed to ...
1
vote
0answers
80 views

Appropriate significance test for peak level in a time series

I have collected biometric data on two stimuli (they are TV ads). The output is a second by second response, with values from $0$ to $1$. I want to know whether the peak response from one ad is higher ...
3
votes
2answers
3k views

How to compare two time series?

I have collected temperature readings for 4 locations on a beach in Cornwall UK using data loggers. The loggers recorded temperature every 15 mins accurate to .1 of a degree (Celsius). The loggers ...
2
votes
0answers
74 views

Effect of duration of treatment on the outcome at different time points

I am interested in knowing if the duration of treatment has an effect on treatment with two different drugs. We have used two different drugs to treat cerebral ischemia (brain damage) and continued ...
1
vote
0answers
162 views

Some questions about VAR-models, $\Phi$-matrix-coefficients and partial-(auto-)correlations

There is an abundance of literature about VAR-models, which teaches how to test preconditions, specify and estimate VAR-models for stationary and also cointegrated time-series. However, I'm still a ...
1
vote
0answers
164 views

How to compare the accuracy of two different models using statistical significance

I am working on time series prediction. I have two data sets $D1=\{x_1, x_2,....x_n\}$ and $D2=\{x_n+1, x_n+2, x_n+3,...., x_n+k\}$. I have three prediction models: $M1, M2, M3$. All of those model ...
6
votes
1answer
2k views

Testing for statistically significant difference in time series?

I have the time series of the prices of two securities, A and B, over the same period of time and sampled at the same frequency. I would like to test whether there is any statistically significant ...
4
votes
1answer
242 views

What is a reasonable independence test for a time series?

Suppose that I have a time series, $x_{1:n}$, and I would like to test whether they are all independent samples from the uniform distribution on $[0,1]$. This is a somewhat basic question, but how do ...
3
votes
3answers
406 views

How to determine if a price decrease is historically significant?

I am creating a program to collect and analyze prices for goods and alert the user when the price decreases so that they can buy it on "sale." I know a little statistics (e.g. standard deviation) but ...
5
votes
1answer
165 views

Test for non random-walk

I have a set of sequential data around of around 12k points. Each is a 1 or -1. They are split something like 53%/47%. I want to test the hypothesis that this sequence comes from a random walk with a ...
0
votes
0answers
80 views

Significance and extending simple time series correlation

Using a very simple set of data I ran a simple correlation using Google spreadsheet. I got a -.83+ correlation, which is pretty strong. So now I am wondering what else I might be able to determine. ...
7
votes
2answers
2k views

Hypothesis testing and significance for time series

A usual test of significance when looking a two populations is the t-test, paired t-test if possible. This assumes that the distribution is normal. Are there similar simplifying assumptions that ...
3
votes
1answer
232 views

What statistical test to use to examine effect of condition on states over time?

I need to know the types of tests I need to be thinking about for this stats project. I will then go and look up the specific tests you recommend. The data is from all 50 states for the years ...
7
votes
1answer
335 views

Assessing statistical significance of a rare binary event in time series

I have a univariate time series which is an index of susceptibility to failure, and a binary variable which indicates whether a failure actually occurred in a given time window or not. I want to carry ...
2
votes
0answers
100 views

How to know whether the six spatial features values (in 3-time period) significantly differ from each other?

I am currently bothered on how to statistically analyze my simple data as shown below. ...
1
vote
0answers
75 views

How can I get a velocity of how much this link is trending?

The above image represents an article's page views over time. X axis is days with 9 being the most recent day. The y-axis is number of pageviews. I'm looking for a decent, not to complex either ...
4
votes
2answers
313 views

What statistical test can I use to detect clumping?

I have time series data that represent dates/times of trades taken in a financial market. I would like to assign a score to this data that represents whether the trades are ...
5
votes
2answers
684 views

Statistical test for a series of data over time

I have a set of data that looks at the number of "hits" a specific program makes over the course of time. The data goes back to September 2010, and includes data up to March 2011, so the data points ...
3
votes
1answer
271 views

Can I split a series of observations of a variable over time into two groups instead of working with time series?

First of all, I’m new to statistics and this is the first time I am trying to apply it to a real world problem. I am doing analysis of a series of observations of a variable over all weeks of a year. ...