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

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What is the best way to detect anomalous trends in access logs in streaming?

I just began reading some stuff on the state-of-the-art algorithms to do ML in streaming but I'm fairly new to the field. I see there's a lot of literature on anomaly detection and regime change ...
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20 views

Measuring promotion baseline smoothing

I am trying to estimate promo effectiveness for a retail product. To do this I have taken monthly quantity sold data for the product. My question is - Is it logical to model the sales baseline (sales ...
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9 views

Does an approximately long-term cyclical behavior suggest a polynomial trend or a long-term cycle?

Can you tell with certainty if an approximately long-term cyclical behavior suggests a polynomial trend or a long-term cycle? Yes/No and why? I came across this question while looking at some ...
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24 views

How can I test for seasonality when the trend is not supposed to be monotonic but sinusoidal?

My knowledge of time-series analysis is limited. So far I have only assessed whether there was a seasonality in my time series data with the assumption of monotonic trend. To test that I would have ...
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28 views

Why does adding a time index variable help with a trend in errors?

I was reading through this example of a regression model fit to beer sales data link. After the log transformations on the data (which make sense how they correct for the compoundingly larger variance ...
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273 views

Statistical test to verify when two similar time series start to diverge

As from title I would like to know if exist a statistical test that can help me to identify a significant divergence between two similar time series. Specifically, looking the figure below, I would ...
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15 views

Statistical test to assess the strength of the assertion “time series' values stayed the same”

The title somewhat gave my question away, but here goes... I have a time series of values covering a certain time span... If I chart it, I can visually conclude values roughly stayed the same. That ...
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27 views

Test for a difference of slopes

This seems like a basic question, and I feel kind of dumb that the answer is not obvious to me. The data look like this: Four count variables, all subtypes of a class of event--car crashes (A, B, C, ...
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25 views

How to determine trend in Achievements before and after an event?

I have the following data-set for a lot of persons (only 1 person being shown here) Actually the dataset has 4 levels, each level being a roll up of the original dataset A <- being rolled at a ...
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32 views

What does this chart denote?

I am trying to plot the total number of accidents in each month when there is some precipitation recorded and total number of accidents in each month when there was low visibility using a multi line ...
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1answer
51 views

What model can I use to compare these trends?

I have the following set of time-series data that I would like to check for anomalies in: What I would like to do is to calculate the curve from one and see if that curve is matched, within some ...
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12 views

Second Differences and Quadratic Trends

I know that any second differenced model has a quadratic trend, but how do you know if its best modelled with stationary or non stationary deviations around this?
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36 views

Detecting abnormal trends in timeseries data

I'm looking for an algorithm that can help identify abnormal trends in timeseries metrics. We offer several services which we monitor active usage against, for any given time of day (typically updated ...
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17 views

Interaction term between a dummy and a trend — does it make sense?

I am attempting to estimate the simple effect of membership in a regional arrangement (say, a regional free trade area) on a dependent variable using panel data. Membership is modeled as a binary ...
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11 views

Convergence for oscillating trends

I am working with an algorithm studying the response of a system to an external factor (Phenomenon A). The system can either respond perfectly, or can be completely disrupted. I am plotting the ...
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21 views

Given sales data for a product, what is the best way to calculate the trend period for it?

I am looking for a statistical way to calculate an approximate in-trend period for a product from its sales data over a time period. Of course, in the 'in-trend' period, the sales of the product ...
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1answer
257 views

What does “linear-by-linear association” in SPSS mean?

Is "linear-by-linear association" in SPSS another name for the chi-squared test for trend? If not, what is it?
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30 views

Calculate p trends

The following table shows the averages of the response variables var1, var2, var3 with respect to the explanatory variable divided in quartiles. ...
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37 views

How to calculate & test for trend in time series

I have yearly rainfall projections from five climate models for the period of 2010 through 2099. This is a sample of my data: ...
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34 views

What's an example or form of non-stationarity that would exhibit long runs?

In my Forecasting class I just learned about the Runs test, which looks at the frequency of runs of a binary data set. The null hypothesis in this case is that the series is random, and if there was a ...
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1answer
49 views

Dickey-Fuller test (variable with trend) [closed]

I have to perform a Dickey-Fuller test with Stata but I'm not sure if the command "dfuller ln_divyield" is correct, in fact the variable ln_divyield shows a decreasing trend over time. What command ...
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34 views

Detrending a Series in Practice

Say I want to regress a variable $y_t$ on $X_t$ using ordinary least squares, with the inclusion of a constant, when $X_t$ exhibits a deterministic trend. Let's say I detrend $X_t$ by running a ...
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22 views

What makes this more general trend model “better”?

In class, my professor defined a trend model as $X_{t} = m_{t} + Y_{t}$ where $m_{t}$ is "slowly varying", which we do not yet have a formal definition for. He then immediately just redefined it as ...
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17 views

Prediction of “trend”

I have two time series who both have some fluctuation at level. My question: I do have 240 obs. What do I have to do in order to show a "prediction" of the further development of each variable, based ...
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157 views

Random Forest Regression and trended time-series

I am comparing a random forest model to a GLS model using a univariate time series that has a deterministic linear trend. I am going to add a linear time trend covariate (among other predictors) to ...
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32 views

How can I analyze a virtual market for arbitrage where volume data is not available?

I've been tracking various virtual worlds (World of Warcraft, Diablo 3, etc.) and their associated virtual markets. Interestingly, there usually is a potential for arbitrage based on a number of ...
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1answer
51 views

Adding specific trend line to spectra frequency graph in R

I have a plot of spectra vs frequency and I am trying to add a specific line through the data and what I have right now is ...
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14 views

Testing for a non-zero, monotonic trend amongst 3 groups in a repeated-measures design

For each subject, we repeatedly measure 3 conditions for a scalar dependent variable. The research hypothesis is that there is a monotonic positive trend - that is, either 1<2<3 or 1=2<3 or ...
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30 views

Trend Decomposition

I have a time series of daily advertising revenue. The series shows various trends that are noticeable at long-term scales, such as over the course of a few months, but also many smaller ...
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47 views

Which trend test should I use?

Sorry if this is a newbie question. For example, I have 5 groups and each group has different amount of people, and I got the face recognition score (in percentage, between 0 and 1) for all people in ...
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2answers
62 views

Forecasting methods for monthly sales

I have to make predictions about sales on a monthly base and I already have historical data from January 2011 until June 2015. What forecasting method should I use if my data is influenced by ...
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1answer
94 views

Confusing results on kpss.test() for stationarity

I've got a dataset which clearly shows a trend. However, I want to assess wether this trend is deterministic or stochastic. If I understood it right, I would need to use differences if the trend is ...
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17 views

Can I use simple statistical tests for trend in crime data?

I want to see the trend in crime data e.g. incidences of thefts are increasing or decreasing with time. For this purpose, can I use simple statistical tests like linear regression, mann kendall etc ...
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1answer
85 views

Augmented Dickey Fuller Test with trend

I'm performing an analysis of the log GDP of Switzerland using eViews and I have to do an ADF-Test to check wheter the series is stationary or not. From the graph, I'll say that the series is not ...
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34 views

How can I filter marketing campaigns out of my decomposed seasonal data?

I've recently jumped into the deep end of statistical analysis of revenue. I've learned a ton about statistics, probability, decomposition (stl), and the Python and R languages. I feel like I'm ...
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47 views

When is a single data point enough to be considered a trend in the data?

In the general case, when collecting data points at disparate points in time (such as once per day or two), under what conditions can a single low data point be considered a downwards trend in the ...
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55 views

Can anyone explain what is happening in the stl function of R?

I am recently working with seasonal-trend decomposition. Yet I am not that familiar with the approach that R is using. Can anyone one kindly explain the mechanism of the stl function?
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1answer
38 views

Are my data values too small for chi-squared for trend? If so what trend test can I do instead?

I'm doing a project about dilated kidneys, these can be arranged into mild, moderate and severe. There are 53 patients in total. I want to see if there is a trend in the severity of dilatation between ...
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1answer
152 views

Testing Cointegration at level or with first differences?

I have a question regarding testing for cointegration. The situation is a follows: I have two time series that are both stationary at level when I consider "constant and trend". They are otherwise ...
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1answer
113 views

How to determine trend in rainfall data?

I have annual average rainfall data in mm/day units. I want to see the trend of the rainfall, whether its increasing or decreasing. How to do this. My teacher told to put a linear regression line and ...
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350 views

Statistical test for increasing incidence of a rare event

I have following simulated data of 2500 persons regarding the incidence of a rare disease over 20 years ...
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1answer
46 views

How to detect variable seasonality pattern

We have predicted and actual (daily) data for past 3 years. We use 90 days of data for prediction. Generally our predictions are very accurate, but we receive unusual traffic for few days/weeks ( like ...
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39 views

Comparing two data sets for a trend in the data

I have two data sets ( have only access to the statistics of data sets like mean, percentile, count etc but not the data it self). I am interested if I could have a metric which can answer below ...
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80 views

Analyze trend given a set of points

Suppose I have a set of N values representing EUR/USD rate... [ 1.10 , 1.20 , 1.25, 1.20, 1.19 ] Which is the simplest way for analyzing if values tend to raise or tend to fall? I'm looking for a ...
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43 views

Making a Time-series Stationary: Order of Operations

Following various sources including this post, which is the correct approach to making a time-series stationary? Remove trend Remove seasonality or Remove seasonality with estimated trend ...
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1answer
101 views

How can a 95% confidence interval not overlap with my trendline forecast?

I used holt winters in excel to forecast 12 moths ahead based on 40 months of historic data. Then I ran a monte carlo simulation to create 1000 scenarios and computed upper and lower bounds to create ...
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1answer
265 views

How to determine “trendiness” of a time series

I'd like to be able to compare two timeseries as to their level of "trendiness" to determine which trends better. For example, assume two stocks, Google and IBM. Would like to understand approaches to ...
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3answers
82 views

Interpreting moving average chart

Using 26 years monthly price of coconuts I plotted the 2 period, 3 period and 4 period moving average charts. Every line seems to lie overlapped. What can I infer about the trend from this chart?
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73 views

How to data mine google for most popular things out of a set?

Let's say I want to get the list of the top 5000 most searched biomolecules on google - how would I approach such a problem? One possible solution is to fetch the whole pubchem/pdb database and run ...