Timeline for Time series modeling of circular data
Current License: CC BY-SA 3.0
13 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Sep 11, 2019 at 7:01 | history | bumped | CommunityBot | This question has answers that may be good or bad; the system has marked it active so that they can be reviewed. | |
| Aug 7, 2019 at 8:09 | answer | added | Paul Hewson | timeline score: 2 | |
| Jul 19, 2019 at 4:06 | comment | added | Dayne | One important thing to realize here is that the distribution of error/noise cannot be assumed to be normally distributed because the support if the rv is restricted to 0-360. This may complicate estimation process also. You may probably find something in literature with non-normal distribution. | |
| Dec 22, 2016 at 7:55 | comment | added | krsnik93 | They also use Cartesian coordinates (as suggested by whuber) to represent angles and then fit a VAR model... There are some additional interesting papers like: www1.maths.leeds.ac.uk/statistics/pgstats/theses/hughes.pdf, researchgate.net/publication/… and maths.dur.ac.uk/stats/people/psc/thesis.pdf... | |
| Dec 22, 2016 at 7:50 | comment | added | krsnik93 | There are some papers on this subject, right now I'm looking at this one:link.springer.com/article/10.1007/s10463-008-0207-z | |
| Dec 21, 2016 at 8:07 | comment | added | MarkR | Do you have more specifics about what you are trying to understand through the modelling? Additional informaton on the reason/purpose would be good. I would imagine modelling the change in direction, for instance, would be easier (e.g. change in degrees could result in a cyclic or sinusoidal model). Your questions seems to be hinting at whether the model is good enough - that will be determined by your technical experience and fit? | |
| Dec 18, 2016 at 16:34 | comment | added | krsnik93 | The data goes from 0 to 359°59'59'' (converted to float)... When I say value interval, I mean the range of possible values, it's continuous but also circular... For example, when I forecast and the values get close to 360, the confidence interval goes well over 360... The model doesn't realize that the interval should be circular, so that 359°59'59'' is the maximal possible value and the next one is 0 again... Haven't tried Cartesian coordinates, that would require a VAR model then (2 series, one for cosine and another for sine value)? | |
| Dec 18, 2016 at 16:01 | history | tweeted | twitter.com/StackStats/status/810515321996066816 | ||
| Dec 18, 2016 at 15:59 | comment | added | whuber♦ | Have you considered using Cartesian coordinates (that is, cosine and sine of the angle) for the directions? | |
| Dec 18, 2016 at 15:01 | comment | added | IrishStat | I don't see why not . Perhaps if you post your actual data I may be able to see better. The term "value interval" is somewhat vague to me. | |
| Dec 18, 2016 at 13:17 | history | edited | gung - Reinstate Monica |
edited tags
|
|
| Dec 18, 2016 at 12:58 | review | First posts | |||
| Dec 18, 2016 at 13:17 | |||||
| Dec 18, 2016 at 12:55 | history | asked | krsnik93 | CC BY-SA 3.0 |