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

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15 views

Does downsampling affect trend

I have a large set of time series data for which I want to identify the trend. For trend identification I am using a Simple Moving Average (SMA) function over my raw data in order to smooth them ...
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1answer
19 views

Approach for estimating expected time required (Regression analysis)

I am analyzing data from a factorial experiment with between subject factor Purifier (two types A and ...
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18 views

How to determine significant difference between two sets of time series data?

I have 2 sets of time series data. The data were collected from individuals who were matched (via propensity score matching) prior to collection. The only difference is that one set of matched ...
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0answers
18 views

How to find if there is a trend in a time series and stationarity

I would like to conclude on a given time series that if it has Trend or not. I have carried out a cox-stuart test in R and have decomposed to inspect the series visually but still a bit confused on if ...
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13 views

How can I identify if there is a trend?

We need an indicator/model that identify properly the market momentum of a certain array. Ideally we would like to have an indicator that swings from two given value and identify if an array is in ...
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0answers
5 views

What measures can be applied to the arrival of unique website visitors to asses whether there is an increasing or decreasing trend?

I am looking at the logs of arrivals of unique visitors to a website. I can plot the data as a histogram, and look at the plot to get an idea of whether there is an increasing or decreasing trend in ...
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1answer
45 views

How to translate percentage decline into a regression slope?

I want to model a negative relationship of count/binary data over 10 years with a known value for the decline rate (in percentage). However, I have problems in calculating the correct slope value for ...
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0answers
10 views

I am interested in conducting a trend analysis with random subject/item intercepts/slopes, in R

I have a dichotomous outcome variable and am using an IV with three levels. Is it possible to run a trend analysis in which the DV is the likelihood of success, while also including random subject ...
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1answer
39 views

Is there a rising trend in Number Series

I am trying to build a stock screening utility. What I am trying is to find if there is a rising trend in a time series of profit margins of a company. I know there can be dips in some years but I ...
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1answer
54 views

Statistically testing for a significant difference between two slope values [closed]

I have five trend lines plotted in excel of number of prescriptions of a 5 different drugs over time (MM/YYYY) and I want to test the statistical significance of the difference between the slopes, to ...
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32 views

Detrending or Differencing in order to make a series stationary?

I got several time series for which I want to find out if they are stationary or not. So I computed for each series the kpss.test(). But before making further ...
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1answer
38 views

The constant term after 1st differencing

My instructor stated that when the dependent variable is 1st differenced, the constant term represents the deterministic change or trend in the dependent variable. When I search for information ...
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47 views

determinstic trend in VAR-models

I'm asking myself the following question. I want to build a VAR-Model with 6 time series A, B, C, D, E and F. I analysed every series univariate and I found out that A, D, E and F are stationary and B ...
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5 views

How to adjust rank for ad for its recent trend in click-through-rate?

I am building an optimization service for an Adtech company. For ranking ads in terms of performance, I am using formula: Log(impressions)*eCPM. Impressions means the number of times ad was ...
3
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0answers
48 views

Seasonal Kendall test and the Mann-Kendall test

I am trying to detect trends using non-parametric methods but I'm a little confused as to when you should apply the Seasonal Kendall test. Don't get me wrong I know you apply it when you have ...
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0answers
15 views

Can you compare groups over time if data has been collected at different time points?

If have two groups with follow-up measures of a normally-distributed continues outcome measure. One group is measured at 4 time points with unequal intervals. The other group is measured at 7 time ...
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1answer
33 views

Deterministic trend and noise

I have a chicken-egg problem in time series: How do we remove the deterministic trend in time series when you have a guess that the noise is non-normal? How do we check if the noise is non-normal ...
2
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1answer
85 views

markov chain with probability trends

I have clients with debts that can pass from states own 1 bill, own 2 bills, own 3 bills, leave the service, new debtors and owe nothing. So I could calculate the probabilities of being in state ...
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2answers
98 views

fitting a cubic polynomial to a trend component of time series

I have 295 observations of two variables, of which here are a few: ...
4
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2answers
179 views

Do you see trends in my residual plots?

Do you see trends in my residual plots? These residuals plot show the standardized residuals against fitted values, origin period, calendar period, and development period. The patterns in any ...
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1answer
21 views

How do I know if this jump is going against the downwards trend?

I'm looking at some accident statistics and have a question about how it's reasonable to interpret the data. The numbers are fatalities in traffic accidents, and I want to discuss a newspaper article ...
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0answers
65 views

Test for trend (ordinal predictor, continuous outcome)?

I have measured a continuous outcome variable in three groups of patients, where the groups are related to the severity of disease (control, mild disease, severe disease). I would like to test for a ...
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0answers
30 views

What is the ‘Pile-up Problem’?

In methods of trend-cycle decomposition, what is meant by the 'pile up problem'? How can the pile up problem be detected? Can it be detected by the method of visual inspection? If so, what are the ...
2
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1answer
51 views

Time Series Stationarity

I am confused of why my Dickey-Fuller test is significant (which implies stationarity), while the time series clearly exhibits a deterministic trend?
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31 views

Is smooth.spline appropriate for presenting the trend of chemical concentration in a catchment [closed]

In my case,the Electrical Conductivity (EC) values are measured daily in some pints of catchment from 2007 to 2014, and around 20% data are missed, due to without probe or flux. To presenting the ...
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1answer
37 views

I am wondering what model to use [closed]

I am trying to do an analysis of popularity growth, in particular of the rate of growth in play count for artists on an online music streaming service. I want to create a postgresql db filled with ...
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0answers
21 views

Unit Root Confirmed- How generate the new series with Diff, Trend,Intercept

I have a data series that became stationary at first difference and including both Trend and Intercept. I know how to generate a new variable using first differencing (Eviews) but how should I cater ...
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17 views

Trend Survey Statistical Tests

I am designing a trend survey using a Likert style survey. I have three opinion questions, each with the same choice of responses ranging from Not Likely to Very Likely. Are there any statistical ...
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0answers
84 views

Single group with repeated measures using R? - Trend analysis (linear, quadratic effect)

I wonder how to get the repeated measures analysis of variance using R. My data is like this. ...
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0answers
8 views

Find Points that Break a mutli-valued Relationship

I am looking for a suggestion on how to answer a question, or what to read more about. I am sorry if I do not sound professional, I am not. First a contrived example. I have a table of 50 states in ...
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0answers
27 views

Infer significance (in trends) in time-series data

I got a dataset with multiple time variables (i.e. 21 fixed measurement times). It is expected that a (downward) trend over time can be discerned in these variables. When plotting scatterplots I find ...
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0answers
83 views

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
39 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
57 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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0answers
97 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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1answer
169 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
281 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
48 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 ...
3
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1answer
29 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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0answers
14 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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32 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, ...
2
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0answers
96 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 ...
2
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1answer
60 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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0answers
65 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 ...
0
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1answer
190 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 ...
2
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1answer
1k 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
80 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 ...
2
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0answers
243 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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2answers
106 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 ...