Questions tagged [moving-window]
A window is a fixed-length subset of consecutive observations of a time series. The window is moved along the time series at a constant rate. AKA "rolling window".
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Comparing observed Vs predicted window overlap/intersection
I have a large number (~1.5 million) of protein sequences, each of them of different lengths.There are 6 schematic examples in the attached image.
Within each of these sequences, there are >= 0 ...
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Window models in stream data processing
Reading about data stream clustering I met the next terms:
landmark window model,
sliding window model,
damped window.
As to sliding window it's clear - oldest data escape the scope, the new data go ...
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Can you use a moving average as an instrumental variable?
I have panel data and am interested in changes in total expenditures. I would like to consider an instrumental variable approach to deal with an endogenous regressor – the short run elasticity of ...
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DNA: The number of 'AAAAA'-s in a randomly generated DNA sequence that's 1000 base pairs long
Let's say I have a randomly generated sequence consisting of letters A, C, T and G that's 1000 letters long. The probability of each letter occurring is 25%. What is the probability that the sequence '...
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Want to make a function which allows for recursive window forecasting
I have been looking for a function that can make recursive window out-of-sample forecasts, but seems there is none. So I'm thinking about about making a function that can be used for recursive window ...
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What is the autocorrelation function of a time series arising from computing a moving standard deviation?
Say I have a time series of observations and I compute a measure of the variance of that time series as the standard deviation (SD) in a rolling window of width $w$ and that window is moved in single ...
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A Sliding Goodness of Fit Method? (Foray into the Stats Community Wielding only R-Squared)
I am a bit of a Stats idiot.
I have two waveforms that I want to compare. One is an actual measurement, the other is a model of the first waveform which I calculate by convolving an impulse response ...
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I'm getting "jumpy" loadings in rollapply PCA in R. Can I fix it?
I have 10 years of daily returns data for 28 different currencies. I wish to extract the first principal component, but rather than operate PCA on the whole 10 years, I want to rollapply a 2 year ...
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