Timeline for How to summarize a time series independent variable for regression?
Current License: CC BY-SA 4.0
9 events
| when toggle format | what | by | license | comment | |
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| Apr 28, 2023 at 0:21 | comment | added | Galen | The emphasis I have on curvature comes from its important roles in differential geometry. Even in discrete differential geometry it becomes important to compute analogs of curvature. | |
| Apr 28, 2023 at 0:17 | comment | added | Galen | You might prefer estimating the second derivatives using finite differences given your engineering background. This will give an estimated analog of "acceleration" in the signal. | |
| Apr 27, 2023 at 21:20 | comment | added | PhD | I am not accustomed to thinking in "curvature" but being an engineer it's much easy to for me to grasp the "rate of change" POV than developing an intuition for "curvature" and its applicability to my domain. Hence the ask for clarification. The example curves that I have in the question are emulating log, straight line and exponential-esque data to the best of my abilities. | |
| Apr 27, 2023 at 21:17 | comment | added | PhD | Now I understand. Rather well. Thank you. The first difference does capture the general "increment/decrement" and I have already tried those curves specifically. I'm trying to build an intuition for such differential averages TBH and I don't think I know enough to accurately articulate the interpretation. I'm more interested in "the rate of the rate of growth" (which implies the 2nd derivative i.e. acceleration from my physics days). If the computation can help me identify this, it matters more to me than just +ve trend per my example in the question. | |
| Apr 27, 2023 at 17:36 | comment | added | Galen | The average second-order finite differences describe the typical direction that the curve is bending away from a straight line, which is a form of curvature. This is different than the curve either tending to increase or decrease, which is better described by the first-order finite difference. Consider generating some data for a line, exponential, and logarithm. You'll see that they have different signs for the average second difference, but the same sign of the average first differences. Those functions are all increasing. As an exercise, try out some more functions that are decreasing. | |
| Apr 27, 2023 at 17:08 | comment | added | PhD | I'm not really sure if I can give a clear cut answer to that since I don't understand what it is you're getting it (I have limited statistical brain power :(). Perhaps if you can provide an example to help me understand? | |
| Apr 26, 2023 at 23:03 | comment | added | Galen | Is the distinction clear in your approach between monotonicity and curvature? You seem to be discussing both but they are not logically dependent. | |
| Apr 26, 2023 at 16:57 | history | edited | PhD | CC BY-SA 4.0 |
added 56 characters in body
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| Apr 26, 2023 at 16:51 | history | answered | PhD | CC BY-SA 4.0 |