Timeline for How to estimate cyclicality and sample from it
Current License: CC BY-SA 4.0
20 events
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| Mar 22, 2023 at 18:08 | history | edited | Maximilian | CC BY-SA 4.0 |
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| Mar 11, 2023 at 8:08 | comment | added | Maximilian | yes, I understand that the amplitude would have to be set as free parameter, namely by varying amplitude, I could have a sort of scenario analysis. But the shape should be estimated approximately. | |
| Mar 10, 2023 at 13:30 | comment | added | AdamO | @Maximilian Do you realize you cannot estimate amplitude and shape of a cyclic series without knowing its period? | |
| Mar 10, 2023 at 0:26 | answer | added | AdamO | timeline score: 0 | |
| Mar 10, 2023 at 0:24 | comment | added | Maximilian | The periodicity here cannot be derived based on the short data (only 5y) since the periodicity (full cycle of upturn and downturn) is not observed based on data. But as I show by mirror reflection of existing 5Y downturn cycle I create artificially the up cycle. The whole point is to estimate the amplitude and share so one can by inverting complete the full time series of the up/down cycle, | |
| Mar 10, 2023 at 0:17 | comment | added | Maximilian |
@AdamO: yes, exactly both, the shape and amplitude: The amplitude and the functional shape of the cycle.
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| Mar 10, 2023 at 0:16 | comment | added | Maximilian | I have now added the point 3. deleted earlier and added code based on the example data to show and match the initial graph. | |
| Mar 10, 2023 at 0:15 | history | edited | Maximilian | CC BY-SA 4.0 |
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| Mar 9, 2023 at 23:45 | comment | added | AdamO | What, per your understanding, is "cyclicity"? In other words, is it the presence or lack thereof? The period of a cycle? The amplitude? The functional shape of the cycle? | |
| Mar 9, 2023 at 22:59 | history | edited | Maximilian | CC BY-SA 4.0 |
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| Mar 9, 2023 at 22:57 | comment | added | Maximilian | I have now deleted the first graph to narrowing the question and limit the possible confusion (failing to communicate this properly). The question has now only 2 points instead of 3. | |
| Mar 9, 2023 at 22:47 | comment | added | whuber♦ | I still cannot discern any kind of "distribution" in your first plot and, because it lacks labels, is incomprehensible. | |
| Mar 9, 2023 at 22:22 | history | edited | Maximilian | CC BY-SA 4.0 |
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| Mar 9, 2023 at 22:16 | history | edited | Maximilian | CC BY-SA 4.0 |
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| Mar 9, 2023 at 22:09 | history | edited | Maximilian | CC BY-SA 4.0 |
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| Mar 9, 2023 at 22:05 | comment | added | Maximilian | Apologies, you are correct. I have now added that information towards the data. | |
| Mar 9, 2023 at 22:04 | history | edited | Maximilian | CC BY-SA 4.0 |
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| Mar 9, 2023 at 20:41 | comment | added | whuber♦ | Please don't require us to read or run your code just to figure out your question. Explain what these plots represent. What "distribution" do you refer to? How does either plot illustrate a "shift"? How is that related to "cyclicality," which refers to some kind of regular pattern of repetition? How are the data related to either of the plots, neither of which appears to represent the data themselves? | |
| Mar 9, 2023 at 20:05 | history | edited | Maximilian | CC BY-SA 4.0 |
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| Mar 9, 2023 at 19:58 | history | asked | Maximilian | CC BY-SA 4.0 |