In general, a trend is an observable pattern in the data.

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Detecting a trend to increase, in a time series, in real time

Probably, someone who's into technical analysis of share prices eats stuff like this for breakfast. Me, I couldn't devise a theoretically acceptable approach. I have this thing (private working set, ...
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2answers
30 views

Predict Seasonal Variations

I am developing an application related to pharmaceutical industry. Certain items are sold in significantly higher quantities during specific periods of the year. For example, here in my country, ...
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1answer
43 views

Can you identify what the sharp spikes in our data could be?

Scenario: There was an online competition to win a prize. The competitors are technology start-up companies and the prize is worth around 5,000 USD. There was a public, online vote to decide the ...
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32 views

STL-decomposition of a time series with deterministic trend and seasonality

what is the relationship between STL-decomposition and deterministic components of time series like trend or seasonality? I have a time series with deterministic trend and deterministic seasonality, ...
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4 views

Using dates in R for Theil-Sen [migrated]

I am trying to use dates as my X variable in a Theil-Sen slope estimation and I am having difficulty using the R package zyp ...
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1answer
142 views

What if the trend is changed?

I want to forecast tourist arrivals using time series analysis. I expected to use monthly data from 2000-2013. But due to the civil war, the trend was changed after 2008 as in the following plot. ...
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5answers
130 views

How to characterize abrupt change?

This question may be too basic. For a temporal trend of a data, I would like to find out the point where "abrupt" change happens. For example, in the first figure shown below, I would like to find out ...
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1answer
23 views

Rank deficiency in polynomial trend analysis

I am currently trying to fit a model for some reaction time data from an experiment with four consecutive blocks of the same task. I am interested whether there is something like an effect of practice ...
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1answer
27 views

Is there a method to disentangle multiple lines of data that are intermingled?

I have 3 temperature sensors that record data once a minute. All 3 temperatures have the tuple value (instant, temperature). The problem is, they may come in a random order and thus there's no way to ...
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12 views

Deviation from a trend- Help to define the problem

I am trying to define a problem I have in proper statistical terms. Here's what I have: I have a set of values measured monthly. These values are expected to grow pretty steadily over time. I need to ...
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0answers
29 views

Find linear subsets in a 2D point (xy) data [duplicate]

My problem is the very idea of how to start the analysis of 2D point patterns, specifically how to find linear trends within their spatial pattern. I have XY data points which are organized like in ...
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15 views

Temporal trends with missing values

I need to calculate the temporal trends for some climate variables with missing values. For example, last frost days defines as the last day of year with minimum temperature less than 0C. However, ...
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55 views

What is a “Wald test for trend?”

I am reviewing a manuscript and the authors state that some results are by a "Wald test for trend". Has anyone heard of this? I hadn't, and Google revealed nothing. I know I always say to provide ...
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1answer
31 views

Can I difference after fitting a time series regression model?

Suppose that I have a time series that exhibits a notable trend, and I want to test a hypothesis that a second variable is related to that trend. I fit a linear regression model with that second ...
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45 views

Trend: Linear or exponential

I am trying to forecast data using ARIMA. I have read articles which say that I should first take the log of the series, if my series follows an exponential trend. My question is: Is there a ...
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1answer
111 views

How to dampen forecast to improve accuracy?

According to Armstrong there is ample empirical evidence that dampening trends in uncertain and complex long term forecasting helps improve accuracy/reduce forecasting errors. What I'm not able to ...
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1answer
130 views

Difference between series with drift and series with trend

A series with drift can be modeled as $y_t = c + \phi y_{t-1} + \epsilon_t$ where $c$ is the drift(constant), and $\phi=1$ A series with trend can be modeled as $y_t = c + \delta t + \phi y_{t-1} + ...
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0answers
42 views

DLM Trigonometric seasonality vs trend

I am working with a structural time series model in R using dlm that has both a stochastic (slope and intercept) local trend and two trigonometric seasonal components (sin and cos pairs). I have ...
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0answers
132 views

Prewhitening time series: ARIMA-modelling versus polynomial trendelimination

I'm concerned with Box-Jenkins-models and especially the first step, the prewhitening to obtain meaningful crosscorrelations for identifying transfer functions and building regression models. I'm ...
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35 views

Trend estimation for participation?

I have logs for users and posts in a blog platform for 3 years. I can easily find out how many posts each user have made per day/month/year/etc. What I want to find out is if the frequency of posts ...
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2answers
71 views

Power calculation for a test of trend over time

This paper (open access) Babies born at the threshold of viability: changes in survival and workload over 20 years (table 2) presents data for survival of extremely premature babies over the last 20 ...
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1answer
62 views

How to find which time series is trending more?

Let us say I have two sets of time varying series as shown below: ...
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1answer
136 views

How to define weights when testing an exponential trend?

In a linear model including ANOVA one can test a trend (e.g., linearity, quadratic effect, etc.) among the ordered effects (regression coefficients or factor levels) through assigning proper weights. ...
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0answers
17 views

Detecting poaching by age class proportion - suggested test for detecting decrease in given age class?

My dataset consists of observations of individuals, recording the date and the individual's age class. Age classes vary in bin size: 0-4 5-9 10-19 20-40 Example ...
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35 views

What is usefulness of time series decomposition if building a multivariate model?

I am at the early stages of building a panel regression model of sales data. I know my final model dataset will consist of log sales, control variables and log media variables. I am planning to use ...
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2answers
686 views

R detect increasing/decreasing trend of time series

I have lots of time series with periods: day, week or month. With stl() function or with loess(x ~ y) I can see how trends of ...
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1answer
217 views

Testing “trends over time” of dummy variables

Let us say this is an output of a model I ran in Stata, where int_retis a continuous variable and time1-...
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43 views

Multiple time series methods for trend identification, forecasting etc

I have several time series consisting of aggregated macro-economic indices and I am trying to choose one or several appropriate techniques in order to answer a number of questions. First, I need to ...
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2answers
362 views

How to test for presence of trend in time series?

Apart from detecting trend from a time series plot, how do you test for its presence before removing the trend using moving average? I fitted a mathematical trend to the data and the slope was ...
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28 views

How to test if the mean of data collected over many days is significantly higher on a predicted day

I have some data examining blog posts on different days. Basically, about 2000 news articles pertaining a certain topic were sampled and each blog post was given a positivity percentage score ...
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19 views

Measuring treatment effect on top-ranked subjects selected at point in time from longitudinal data

I am trying to measure the effect of treatment after some time on a group of subjects who were selected for treatment because they were the highest (top 1200) ranked subjects during a single period ...
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83 views

Trend and seasonality tests for a univariate time series

I am working with a batch of about 1000 univariate time series in R . For every time series, I have to perform following tasks , before deciding upon a model be it ARIMA, TAR or Holt Winter's Model ...
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1answer
103 views

Trend test on historical stock prices, where to start?

I am a beginner on statistic but come across an urgent situation that I have to work with statistics of stock prices data. I have learned that ones can do a hypothesis test that rejects the Random ...
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0answers
42 views

Seasonal Data with Yearly “Step” Trend

Trying to plan for upcoming inventory needs for a clothing company. There is a strong seasonal component to the data. At the beginning of the year, sales are up; at the end, sales are down. Each ...
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0answers
120 views

Forecasting time series with trend and seasonality

I have a univariate time series, which has a trend and month seasonality. Traditionally I have been using auto.arima() method in R to model such series. So when I ...
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1answer
239 views

Pros and Cons: Methods for Detrending Time Series Data

My memory is fuzzy on the advantages and disadvantages of various methods for detrending time-series data. I'm looking for a succinct summary of why and when one should or should not use the ...
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1answer
83 views

Power of Seasonal Kendall Trend test

I was asked about doing a power analysis of a seasonal kendall trend test. I feel like that would be really difficult to do and I haven't found any documentation or software on how to do it. Is there ...
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1answer
208 views

ARIMA with difficult seasonality in R

I have non-stationary time series. It has evident trend in means and seasonality. These raw data are measured every second. On the plot of original series I see trend and seasonality about 80,81 ...
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3answers
333 views

R - Find curve pattern of simple time series

I have time series data of credit card transaction volumes for different companies. For example: week1: \$5000 week2: \$6000 week3: \$6200 week4: \$7000 week5: \$9000 ... Is there a simple method in ...
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65 views

How to perform a trend test

I'am working on a glm model (family:normal, link:identity) using complex survey design (package: survey), My interest is to evaluate the effect of the variable DLA on the scores. I ran the model 1 ...
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3answers
75 views

Basic question regarding n of 1 study. Four weeks intervention

I initially will apologise for any lack of clarity with regards to this question. I'm posing this on behalf of my sibling who is in the biomedical sciences. They have done an intervention on a ...
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3answers
184 views

Question about eliminating seasonality

I am trying to remove seasonality from data. I tried the non-linear trend using the code: trend=lm(NH3cH6~t+cos.t+sin.t). The plot was shown as following: However, as you can see, the second peak of ...
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56 views

Imputing missing values in a count time series with variable effort with the goal of trend estimation

I have a time series monitoring data set that looks like below: The response is a count. ...
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3answers
184 views

Deterministic components in covariates/exogenous variables in time series models

Actually, I have read a pair of books about time series analysis, but I am still not sure about how to treat deterministic components, like trend and seasonality, in the exogenous variables in a time ...
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2answers
392 views

Autocorrelation and trends

What is the relation between the autocorrelation and the trend? Can a trend exist in a time series of independent variables? And in time series with a non-zero autocorrelation, does a trend always ...
2
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1answer
175 views

Creating alert system based on standard deviation and mean: How to deal with small sample size, trends and seasonality?

I'm trying to build a daily alert system to let me know when something unusual has happened in my analytics data that might require further investigation. Right now I'm taking 7 weeks worth of data, ...
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2answers
2k views

Getting a second-order polynomial trend line from a set of data

Alright, so I have about a thousand datapoints that I'm plotting on a chart (scatter plot). Here's a few of the records: ...
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1answer
97 views

$R^2$ from a regression of two trend-stationary processes, $Y_t$ and $X_t$

In Estimation and Inference in Econometrics, by Davidson and MacKinnon, p.671, they claim that $R^2$ from a regression of $Y_t$ on $X_t$, where both time series are trend stationary, tends to 1 as $n$ ...
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1answer
704 views

When is it necessary to include the lag of the dependent variable in a regression model and which lag?

The data we want to use as dependent variable looks like this (it is count data). We fear that since it has a cyclic component and trend structure the regression turns out to be biased somehow. We ...
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3answers
207 views

how to robustly identify a floor trendline ignoring outliers?

I've got the following sets of data (x and y scales on each chart are identical): The eye picks out an upward-sloping floor trendline on each chart that runs upward from left to right, hugging the ...