Time series are data observed over time (either in continuous time or at discrete time periods).

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Forecast accuracy calculation

We are using STL (R implementation) for forecasting time series data. Every day we run daily forecasts. We would like to compare forecast values with real values and identify average deviation. For ...
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Test to distinguish periodic from almost periodic data

Suppose I have some function $f$ fulfilling some reasonable conditions like continuity. I know the exact values of $f$ (because the data comes from a simulation) at some equidistant sampling points ...