Timeline for How to statistically compare two time series?
Current License: CC BY-SA 3.0
15 events
when toggle format | what | by | license | comment | |
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Nov 21 at 7:50 | answer | added | Michael Brenndoerfer | timeline score: 0 | |
Jul 26 at 0:07 | answer | added | Ishan Tomar | timeline score: 0 | |
Oct 17, 2022 at 9:00 | history | tweeted | twitter.com/StackStats/status/1581933042469216256 | ||
Aug 31, 2022 at 16:21 | answer | added | marsarius | timeline score: 0 | |
Sep 12, 2021 at 19:26 | comment | added | Simon Woodward | Not a great fan of Mann-Kendall. You could fit a GAM to each series and at least compare the confidence envelopes. There's probably a way to statistically compare the two fits formally too. | |
Sep 2, 2021 at 0:08 | answer | added | Simon Woodward | timeline score: 2 | |
Sep 1, 2021 at 5:40 | comment | added | Tung | Drop a link to a lecture notes that discussed this problem for future readers | |
Feb 9, 2019 at 1:06 | answer | added | Richard | timeline score: 4 | |
Nov 4, 2018 at 13:12 | comment | added | kjetil b halvorsen♦ | Here is a Python library for unevenly-spaced time series analysis. | |
Mar 12, 2018 at 8:00 | answer | added | M. Ejaz Ahmed | timeline score: 0 | |
Sep 14, 2013 at 22:05 | vote | accept | robintw | ||
Dec 4, 2011 at 19:20 | answer | added | IrishStat | timeline score: 39 | |
Dec 4, 2011 at 19:08 | answer | added | fionn | timeline score: 19 | |
Nov 29, 2011 at 18:11 | comment | added | whuber♦ | The plot appears to obscure what may be a crucial difference between these series: they might be sampled at different frequencies. The black line (Aeronet) seems to be sampled only about 20 times and the red line (Visibility) hundreds of times or more. Another critical factor may be the regularity of sampling, or lack thereof: the times between Aeronet observations appear to vary a little. In general, it helps to erase the connecting lines and display only the points corresponding to actual data, so that the viewer can determine these things visually. | |
Nov 29, 2011 at 15:28 | history | asked | robintw | CC BY-SA 3.0 |