Linked Questions

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1answer
1k views

test for comparing means of two time series [duplicate]

I wonder if there is a test for comparing means of two different time series (both measured at the same person or two different persons)? Would be very glad if someone can help me!
0
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1answer
59 views

Statistically evaluate difference between time series [duplicate]

I have two time series. I want to evaluate if two time series are different enough in one window or space of time. The objective is to trigger an alert when one time series divert significantly from ...
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0answers
32 views

Is a T-test appropriate for comparing two monthly data sets of mean values where one set is a subset of the other? [duplicate]

I have two sets of monthly Consumer Price Index (CPI) values for the period January 2014 through April 2017. One set is the national monthly CPI for Canada and the second is the provincial monthly CPI ...
7
votes
1answer
16k views

Proving similarities of two time series

Let's assume an analytical model predicts an epidemic trend over time, i.e. number of infections over time. We also have a computer simulation results over time to verify the performance of the model. ...
5
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2answers
5k views

Comparing & clustering time series with unequal lengths

I wish to compare and cluster 10 time-series with different lengths. What are the techniques that I can used and do they have implementation in R? I found that dynamic time wrapping is nice but does ...
3
votes
1answer
3k views

Comparing time series: Pearson correlation, Kendall's tau b or Spearman's rho?

Which correlation coefficient is the most appropriate to compare 2 time series? I want to compare the variation of one variable for 2 regions, have regional data for the last 30 years. Is Pearson ...
1
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0answers
912 views

How to compare time series with cyclical data, and describe any changes or trends

I have a bunch of time series where the data has a natural (known) cycle, for example daily or annual (or both). Here is an example (this is 6 years worth of temperature data sampled hourly): Source ...
2
votes
2answers
326 views

Determining odd time series [duplicate]

I have a number of time series which are derived of same underlying data. However, the data in each comes from a different source, so they may be slightly lagged or differently enriched but ...
4
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0answers
447 views

Testing for differences between time series with many timepoints

I think the easiest way to describe my question is with plots. I've run an experiment where I recorded data from animals' brains (EEG) at 6 depths. The animals are recorded at baseline for 25 minutes,...
1
vote
1answer
263 views

Comparing polynomials

I've got a bunch of data on pop singers' performance on the Hot 100 charts over time, and I'm trying to compare the early part of different artists' careers. For example, I might look compare Miley ...
0
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0answers
195 views

Comparing 2 time series with ARIMA

How to statistically compare two time series? After reading the above responses, I realized that what I should be doing for my data is exactly what https://stats.stackexchange.com/users/3382/...
0
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1answer
117 views

Time series data statistical test - ARIMA?

I have a dataset which displays the effect of a pollutant on the productivity of microorganisms and I am wanting to use a statistical test, to see if there are any statistical differences between the ...
2
votes
1answer
115 views

Comparing two time series statistically? [closed]

This question has been asked before with very good (but incomplete) answers. This and this are the two best answers that I found. But following is my doubt: Top answers from both (by IrishStat) the ...
1
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0answers
147 views

How to compare three univariate time-series?

I'm new at the StackExchange but got a lot of useful info by reading the posts in the past. Now I'm struggling to find the best way to statistically address my research question and would love to get ...
2
votes
1answer
59 views

test if two linear fits are different

I have time-dependent data from experiments done by two different labs. Lab1 has measurements at 60 different time-points. Lab2 has measurements at 40 different time-points (within the same range as ...

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