Timeline for How do I prepare data which has a trend for use in a Copula model?
Current License: CC BY-SA 3.0
8 events
| when toggle format | what | by | license | comment | |
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| Jan 2, 2013 at 2:10 | vote | accept | Fred | ||
| Dec 8, 2012 at 0:09 | comment | added | Caesar |
Regarding the second plot, it looks like a "seasonal trend" with a small variability between two consecutive days. Which is something expected but you can observe some small "noise". See for example the following simulation in R plot(25*sin(seq(1,365,1)*pi/365)+rnorm(365,0,1)). In the first plot the variability between two consecutive days is more apparent. Again, my guess is that what you need here is a nonlinear model that accounts for seasonality and other features present in your context. However, I do think that the data can be treated as random.
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| Dec 7, 2012 at 21:34 | comment | added | Fred | I attached the graph of my data (daily values of DO and T for 365 days of the year) in this link tinypic.com/r/2elyqrm/6 | |
| Dec 7, 2012 at 20:56 | comment | added | Caesar | If the data are not random (according to that expert), then you cannot assign a stochastic model. My guess is that you need a different thing. Something like a nonlinear regression model or a time series. But more information about your data would help. | |
| Dec 7, 2012 at 20:34 | comment | added | Fred | Thank you for the reply, but my data is a daily water quality data and it it has trend and seasonality therefore it can not be used directly in a copula model. I am sure about that because an expert told me that it is not a random data (I guess it is because that for different days of a year it has a trend). I want to know how can I prepare it to use in the model (I know it can be done by time series analysis and residuals but I don't know how). | |
| Dec 7, 2012 at 20:05 | review | First posts | |||
| Dec 7, 2012 at 22:30 | |||||
| Dec 7, 2012 at 19:55 | history | edited | Caesar | CC BY-SA 3.0 |
added 4 characters in body
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| Dec 7, 2012 at 19:49 | history | answered | Caesar | CC BY-SA 3.0 |