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

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How we can find trend of time series and turning points?

I want something like this in a time series: Currently I'm using some linear interpolation to find trend and turning points. What other methods can I use to find these turning points in a time ...
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15 views

measure trend in time series / event analysis data

I have a data set of people's buying history for 1 year by day. I am interested in predicting if this person will buy a product in the next coming year. My idea is that if someone has a "upward" ...
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1answer
16 views

Which MA(q) to use for hourly data in Time Series decomposition?

I am trying to do a Time Series decomposition manually (I don't wanna use one of those R packages that give you all already done). I have already removed the mean from my TS by dividing the TS by its ...
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2answers
35 views

$c(n)$ is trend, $r(n)$ is fluctuation. Should $\text{cov}[c(n),r(n)]/\text{var}[r(n)]$ be close to zero?

Suppose $y(n)$ is a random time series given as function of the discrete-time variable $n$. Suppose we can decompose it into $y(n) = c(n) + r(n)$, where $r(n)$ is a strict stationary residual ...
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1answer
27 views

Error while decomposing a time series in R

I'm coding to forecast using ARIMA model. The data is one single column in .csv file and it is an annual data. Therefore, the frequency = 1. When I'm trying to decompose my data it gives me an ...
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41 views

Using repeated measures change/trend as a predictor variable

I have repeated measures of happiness for a sample of participants, and a single measure of satisfaction for each of the ...
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7 views

Weekly Time Series Detrend

I have weekly time series data that has a unit root problem. When i include a trend (in DF), the unit root is gone. This is 10 years worth of data, with gaps, and there are nearly 400 weeks. My idea ...
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10 views

'Level' still seems periodic after Season Decomposition

I've used tbats for this transformation: Exponential smoothing state space model with Box-Cox transformation, ARMA errors, Trend and Seasonal components My ...
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1answer
42 views

Is a trend-stationary variable I(1) or I(0)?

I am trying to do cointegration analysis between two variables. I first used the standard Dickey-Fuller and Phillips-Perron tests; they concluded my variables were I(1). I then did cointegration and ...
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1answer
15 views

Huge discrepancy between analytic Mann-Kendall statistic and its block bootstrap estimate

I am analyzing some environmental time series and I use Mann-Kendall test to check for monotonic trends. However, I am a little bit concerned about autocorrelations in my data, since standard ...
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1answer
44 views

Does stationarity imply absense of upward or downward trend?

I wonder if a time series being stationary implies that there can be no upward or downward trend. It appears to me that such an implication should hold, since in order to be stationary a time series ...
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12 views

Diffrence in required sample size for estimating a trend with GEE in longitudinal Data

I am currently working on GEE's for longitudinal data and the model I am using to simulate and evaluate the data is: $y_{ijk}=\beta_1+\beta_2\cdot j+\beta_3\cdot k+\beta_4 \cdot j \cdot ...
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1answer
52 views

Change point detection test using Pettitt-Mann-Whitney test?

I am getting two change point with same p-value (or 90.27% probability) in an interval of two years i.e., 1955 and 1958. Here the trend is increasing from 1901-1955 and 1958-2015. How it could be ...
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28 views

Interpretation of Mann-Kendall statistics

I am doing a trend analysis for vegetation dynamics using Mann-Kendall test for trend detection and Sen's slope for computing the magnitude of the trend. There are 6 sites inside a conservation area ...
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26 views

Is detrending the same as seasonal adjustment?

I have a time series of Twitter tweet counts against time. Inevitably, Tweet count goes up during the morning and lunch time. I am exploring the topic of seasonal adjustment. This would remove this ...
2
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2answers
70 views

predict seasonality and trend combined, better approach?

The nature of my problem combines seasonality (yearly repeated) and trend (over all data). I have one observation per month. To simplify, let's say I have this: Which can be perceived as this: So ...
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2answers
80 views

Trend and Breakout detection in time series

I am working on several types of system metrics which characterizes several components of an application. The metrics range from system metrics like cpu.utilization to network metrics and database ...
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17 views

A number that shows trend, especially regression

I apologize for the vague title, I am not quite able to form my question except by giving an example. I am trying to quantify the regression in some aspects of software development process. Take ...
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16 views

Statiscal test for ranking time series based on change points and values

I have five time series, each of which consisting of 30 measurements (pressure) from sensors (on three machines located at five different locations). I would like to rank those time series. I run a ...
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1answer
67 views

How can I represent exogenous I(0) variable in VECM / Cointegrating relationship?

So I am doing an econometric study on Bitcoin's USD price. As an exogenous regressor, I have the total number of bitcoins in circulation (nbtc). The graph looks like this: This variable is: ...
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0answers
15 views

MATLAB regression showing 'overparametrized' error

So, I'm looking at the time series of earth surface temperatures from 1880 to 2015, a total of 1632 data points (Monthly Data). I was trying to find the trend using a polynomial fit. This is what I've ...
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0answers
22 views

How do I detrend this (non-linear) time series before differencing?

I have a variable that looks like this (after taking natural log): I can't run stationarity tests as there are clearly structural changes in the data. How can I get around this – am I supposed to ...
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7 views

Analyzing Average Trend with not matching years

I am working on analyzing census data. Most census data are 5-year average (year 1995 means average of 1991-1995, year 2000 means average of 1996-2000, etc). I am trying to match with other datasets ...
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15 views

autocorrelation interpretation (annual bird surveys)

I am following a method used by others (McCrimmon et al. 1997 Ecological Applications 7(2):581-592) to look for trends in the annual count of nesting pairs of birds at 29 nest sites over a 42 year ...
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20 views

Testing for a Change in Agreement Between Paired Binary Measurements

I would like to know if there is a change in agreement between paired binary measurements from before to after an event occurred. I have two instruments, which are measuring samples from a population ...
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39 views

How do I detrend a GDP time series using country specific deterministic trend?

I am trying to replicate Section 3 of this paper (pdf) which investigates international business cycles. Section 3 is the empirical part whereby they analyze international business cycle transmissions ...
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1answer
20 views

non-parametric trend analysis with data that is both left and right censored

I am assessing the the presence of monotonic temporal trends in E. coli concentration data using a non-parametric approach. These data are both right and left censored (for example the lower detection ...
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26 views

How can I analyze trends in longitudinal NON-panel data?

I want to analyze data from the General Social Survey. The data is longitudinal individual level data but it is not panel data (yes, I know there's a recent implementation of a panel component - I'm ...
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1answer
39 views

Why does differencing once remove not only linear but also nonlinear trends?

Applying first differences to a time series removes linear trends. See e.g. Can I detrend and difference to make a series stationary? I can understand the motivation. And also, why you would need to ...
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18 views

How to interpret lag vs current variable scatter plots

I'm pretty new to stats and time series, and I was following a tutorial for my time series analysis. So, I'm getting stationary time series with my first difference of data, so I'm not taking any log ...
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1answer
54 views

How to extract the common trend in Panel data?

I have a panel dataset that contains many cities' real estate information ( floor sold) . Now I want to study the relationship between the cyclicality of floor sold and some other dependent variable. ...
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1answer
27 views

Nonparametric censored trend analysis: When using cenken (package NADA in R), should I use annual medians or all of data

I am using cenken to perform a nonparametric trend test on concentration data with multiple detection limits (the detection limit changed when a change of labs was made). I have seven years of data ...
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26 views

What's the best strategy for testing 100+ Poisson distributions on seasonality and trend in Excel?

I have pooled data which can be divided into 4 categories, and those can be divided in 6-50 groups each. I tested the pooled data and the categories with time series plots. Now I'd like to test all of ...
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47 views

Seasonality and trend window in the Forecast functions of R

I have time-series power consumption data for one month. The data is sampled at minutes frequency. Thus, for each day I have 1440 observations and for the month (30 days) I have 4320 observations. On ...
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1answer
26 views

Data trending decision criteria

I'm playing a game in which you can buy and sell items (it's an mmorpg). Now, after certain events, there is a huge drop in the price of certain items (there is a seasonal double experience weekend in ...
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1answer
57 views

Calculating R^2: two different results depending on method

So I've fitted a linear trend to my data and calculated R^2 in two different ways (in Matlab), one is using corrcoef and the other is "by hand". These return ...
0
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1answer
75 views

Fit a trend to Time Series Data

I have got two time series data sets for 63 years. I want to fit a trend line to them. Here is what am doing: I first estimate a linear (y=a+bt+e) and an exponential model (y=at^b) as the graph ...
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1answer
81 views

Aging data in the German tank problem

The German tank problem is about estimating the total size of a set of objects from random samples of serial numbers. It can simply be done by: $$N \approx m+\frac{m}{k}-1$$ Where $m$ is the ...
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14 views

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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49 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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13 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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29 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 ...
0
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1answer
36 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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3answers
318 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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0answers
20 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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0answers
35 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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28 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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1answer
34 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
52 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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17 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?