All Questions
Tagged with multilevel-analysis time-series
74 questions
6
votes
1
answer
125
views
Is there a way to forecast by subgroup without forecasting each subgroup separately?
I am trying to find an appropriate model to forecast the number of applications received at the end of a recruitment cycle based on previous recruitment cycles and the number of applications received ...
0
votes
0
answers
18
views
How to Forecast Sales for Sub-Locations Without Historical Proportion Data?
I have a time series dataset of total sales for a product in a store over time. This product is available in two different locations within the store: one stand near the checkout and another stand in ...
1
vote
1
answer
56
views
Multi-level modelling?
In an instructional study, I have pretest and post-test measures of writing quality--no control condition. There are 110 students nested in 10 classes. I have pretest measures of spelling skill and ...
- 13
0
votes
0
answers
38
views
Multilevel segmented regression
I have some data on the proportion of healthcare workers that are vaccinated against disease X each year in several healthcare institutions. I want to evaluate the impact of two large-scale ...
- 1
1
vote
0
answers
20
views
How can I take into account multiple individuals with multiple observations across a data?
I have a set of data as this:
ID V1 V2 V3
A 12 10 8
A 11 9 10
B 7 10 8
C 13 10 9
C 10 12 6
This dataset is from health data, where each individual takes ...
- 107
1
vote
1
answer
71
views
Identifying those samples which changed over time - but at random timepoints
I have a dataset of observations taken at random time points across a wide range of time.
These are X-rays taken in a fashion that, sadly, is a bit random (clinic can get a bit manic).
I have 70 ...
- 51
1
vote
0
answers
44
views
How to chain separate models into a single unified model (where predictions of one sub-model form an input to another)?
Our team is tasked with forecasting several timeseries at the daily (or hourly) level:
number of calls ('demand')
number of calls catergorised as important
mean vehical travel time to caller
mean ...
- 121
1
vote
1
answer
173
views
Longitudinal data model with heavy skewed data
I have 8 months of data for three groups (which belong to the same product) with three different measurements and one independent variable. I would like to perform a hierarchical multilevel model to ...
- 11
1
vote
0
answers
130
views
Structural or sensitivity analysis of multivariate time series with multiple subjects
Sorry if this isn't explained in the best way. I have very basic knowledge of time series analysis so my question may sound very simplistic or might be missing the big picture of this type of analysis....
- 11
3
votes
0
answers
44
views
Relationships analysis among variables through time
CONTEXT
I have plenty of clients in my loyalty program where I offer them to accumulate points through X different channels, and those points can be used/exchanged ...
- 535
2
votes
0
answers
167
views
Regression for hierarchical time series
I have a dataset with time series A, B and C from different countries. These time series have different starting points, missing values, and irregular intervals (only weekdays).
Instead of forecasting,...
- 113
0
votes
1
answer
103
views
How to forecast many products forecasting together?
I have data about sale as example follows:
Date
Product
Category
Sale
Promotion of product 1
Promotion of product 2
Promotion of product 3
01/01/2020
Product1
A
3
1
0
0
01/01/2020
Product2
A
4
0
1
...
- 1
0
votes
0
answers
55
views
Model Y~X using longitudinal data when X is measured less often than Y
I have the following data/setting:
N persons assessed over time: different number of assessments;
assessments at different time points
Variable Y: measured ~50 times (3 times per day)
Variable X: ...
- 71
2
votes
1
answer
161
views
Hierarchical Time Series Model using Means
Based on my research and (limited) understanding, I am finding that hierarchical time series modeling works by summing the nodes below to create a total value at the higher levels. I am trying to use ...
- 23
2
votes
0
answers
32
views
Multilevel modelling and cointegration, can the two methods be combined?
I am an epidemiologist, but not a statistician. I have a good enough handle on longitudinal multi-level models to push through the material and publish a paper, but my knowledge of all possible ...
- 21
1
vote
0
answers
23
views
Predicting changes in values across two time series
I have data from an experiment in which participants provided time series data tracking their emotion (on a scale from -10 to 10) after experiencing two discrete stimuli. Data were collected at a rate ...
- 363
0
votes
0
answers
32
views
What is the best approach to predict/ forecast the sales of 100s of parts?
I have been working on a sales database, aggregated and organized month wise, which has the sales trend of 600+ parts, of which 150 are major contributors. The parts can be aggregated into a part ...
1
vote
1
answer
503
views
Is it possible to calculate the prediction intervals for top down, bottom up, and middle out reconciliation of hierarchical time series?
I have read in several places (heres one) that we can not calculate prediction intervals for the classical reconciliation approaches, top down, middle out, and bottom up, and hence optimal ...
- 45
0
votes
1
answer
901
views
How can I get the confidence interval of hierarchical forecasts reconciled with hts::combinef?
I have hierarchical data that I want to forecast, reconcile, and then plot each model's forecast.
UPDATE: In my attempt to make a minimum reproducible example I made it too simple and didnt really ask ...
- 45
3
votes
1
answer
694
views
Can I use bottom up, middle out, or top down approaches with fabletools:reconcile?
I have been learning how to use the very handy fable package (along with forecast, fabletools, etc.) and I have looked at fpp2 and fpp3 in the processes. fpp2 chapter 10 talks about hierarchical ...
- 45
2
votes
1
answer
117
views
Non-independence of data points a problem when only doing model comparison?
I have a dataset that behaves sort of like time series data. It's 150 measurements in ~15000 individuals, with each measurement either a 0 or a 1 (failure or success). In addition, for each individual,...
- 63
0
votes
0
answers
36
views
Diary study: Should I model time with very unbalanced time-points? (Multilevel analysis)
I have a data set from a diary study in which daily stress during the current pandemic was assessed for 30 days. However, participants began their diary period at different time points, leading to an ...
- 61
0
votes
0
answers
400
views
Forecasting sales for thousands of stores individually with multiple features associated
I have data of 2000 stores with associated 145 features (example: ambience, holidays, no. of brands) and their monthly sales for 2 years. It means that for every store I have sales data and other ...
0
votes
0
answers
275
views
Aggregate time-series forecast from individual probabilities
I'm conceptualizing a methodology for a time series forecast but I lack the terminology and even the notation to learn more or even adequately describe it.
Suppose I aim to forecast the aggregate ...
- 277
0
votes
0
answers
135
views
How to estimate parameters of a hierarchical model?
I have the following hierarchical model,
where $t$ stands for time and $y_t, x_{1t}, x_{2t}, \dots, z_{1t}, z_{2t}, \dots$ are known. I want to estimate the parameters of the model using a ...
- 21
1
vote
1
answer
32
views
Analysis of counts with changing rate of succes
I have a large number of locations, let's say they're stores. At each store, $N_{it} \sim Pois(n_i)$ people walk through the door each week. We know the $n_i$ for each location.
Of the $N_{it}$, a ...
2
votes
1
answer
146
views
Formulate a 2-Level-Model with ARIMA on Level 1
I have a dataset where I have two levels:
-level 1: Individuals create many observations as a time-series (e.g. daily footsteps)
-level 2: Information about the individuals (e.g. employment)
I want ...
- 23
4
votes
1
answer
2k
views
Multilevel TimeSeries modelling in Python
At work I have been asked to model using Time Series data and I am not very familiar with time series(haven't done end to end project). Now the problem at hand is to understand company's price ...
- 219
1
vote
0
answers
7
views
How to conceptualise Hierarchial m-state time-event model with multiple absortion states;non exclusive states
I am designing a clinical study to investigate factors modifying the relationship between toxin exposure and its consequences. Since the original work is sensitive, I share an identical scenario.
...
- 11
1
vote
0
answers
59
views
What model should I use? Time series count data grouped into provinces. R
I have daily observations on the count of a variable, with 1,000 daily observations across 15 different provinces, for a total of 15,000 observations. On certain days, there is an exposure, which may ...
- 23
0
votes
1
answer
145
views
The function of TIME in longitudinal MLM
I am conducting longitudinal multilevel models with Daily observations as level-1 variable and PARTICIPANT as level-2 variable. Predictors and outcome variables are measured every day.
I am confused ...
- 21
1
vote
1
answer
62
views
How to test whether changes in x track changes in y over multiple time points for multiple individuals
So I'm wondering how to analyse this data:
I have 30 people. for each person I have 2 normally distributed variables, x and y. I want to see whether x and y are linearly related, but 30 data points ...
- 135
1
vote
0
answers
141
views
Hierarchical time series using DLM
I am developing a forecasting solution using R's dlm package and it is proving to be very useful for most of our requirements.
However, I am also keen on sharing information among different time ...
- 11
1
vote
0
answers
41
views
Which test should I use to predict a ratio from multilevel, time series data?
Thanks in advance for any help you can provide - I've done as much research as possible but I think it'll become obvious I'm somewhat unfamiliar with statistics.
Let's say that you've noticed that ...
- 11
2
votes
1
answer
95
views
Best way to model repeated measure differences across groups
Let's say I have three groups, each consisting of two individuals. Each group answers questions together, and each member independently reports their confidence in their groups' answers. I want to ...
- 1,100
1
vote
0
answers
37
views
How do I approach analyzing the pass rate for a course last year compared to previous years?
I have the final marks since 2012 for a course taught over 1 year. This past year, 2017, a new curriculum was introduced for this course. Special tutors were also hired to help students with the new ...
- 167
3
votes
0
answers
55
views
Is it common to decompose many time series in a business?
I am working in a industry. Most of the time I do statistical reports on sales. I'm new to time series analysis, so please be patient: the question might be obvious.
I would like to monitor the sales ...
- 2,157
16
votes
1
answer
23k
views
Product Demand Forecasting for Thousands of Products Across Multiple Stores
I'm currently working on a demand forecasting task, with data on tens of thousands of products across a couple thousand stores. More specifically,I have a few years' worth of daily sales data per ...
- 739
0
votes
0
answers
191
views
Obtaining individual factor loadings from a CFA in an experience sampling design
I have these intensive longitudinal data of n = 300 participants with 55 measurement occasions each. I have 12 emotion items (6 positive and 6 negative, both high and low arousal).
I am interested ...
- 81
1
vote
0
answers
132
views
Interrupted time series when most observations are zero
I am evaluating the impact of a medical intervention on an adverse outcome using administrative data collected over several years. The treatment was delivered individually. Therefore, each patient has ...
- 125
2
votes
1
answer
905
views
Interpreting a three-way interaction in a multilevel growth model
Background
I have the following multilevel (mixed effects) growth model:
$$y_{it} =\beta_{0} + \beta_{1}Time_{it} + \beta_{2}Time^2_{it} + \beta_{3}GHP_{i} + \beta_4Baseline_{i} + \beta_5(Time_{it}*...
- 581
1
vote
0
answers
2k
views
Is it appropriate to use multilevel regression models for forecasting purposes?
I have time series data about 10 individuals. For each of them I have 120 repeated measures over time (a monthly measure for 10 years).
I have a dependent variable (Y) and several predictors (X1, X2, ....
- 955
1
vote
0
answers
60
views
Do I need a stationary dependent variable before applying multilevel modeling with repeated measures?
I have repeated measures over time about study hours of students and their performance.
I want to understand if study hours can predict performance, using a multilevel regression model with fixed ...
- 955
2
votes
1
answer
653
views
Hierarchical regression in a time series dataset
I have a dataset of 250 lines and 11 columns. Each line contains data referring to a school. For each school I have its name and the number of applications, from 2012 to 2016, and I would like to ...
- 63
1
vote
1
answer
585
views
reconciling multiple forecasts from grouped time series, Hyndman/Athanosopoulos method
I am doing grouped forecasting following the methodology of Hydman / Athanasopoulos described here:
...series can be naturally grouped together based on attributes without necessarily imposing a ...
- 35
1
vote
0
answers
1k
views
Group time series examples
I am looking for group time series examples. I am working on two hierarchies and interested in interactions also.
Couple of challenges I am facing
I have 36 months data and many of the series has ...
- 11
0
votes
0
answers
76
views
Scalar-on-function regression with random initial time
I was trying to answer this question
Estimating the effect of different histories of exposure, on a scalar response measured at the end of a study
Executive summary if you don't want to read the ...
- 18.4k
6
votes
0
answers
2k
views
Hierarchical time-series forecasting with complex aggregation constraints
I'm trying to forecast multiple time-series with a hierarchical structure using the hts package by prof. Hyndman. However, the aggregation constraints are not sums ...
- 412
4
votes
1
answer
655
views
GLMM with time-series covariance and binary response variable?
I have a binary response variable that was measured at irregular time intervals for a number of individuals. I want to fit a GLMM that accounts for the time-series covariance within individuals.
I ...
- 1,096
0
votes
1
answer
59
views
Forecasting by segments : from bottom to top or vice-versa?
I need to predict tourist arrivals by country of origin, by segment (hotels, camping etc...), by purpouse of travel (leiser or business)... so by breakdown within breakdowns.
My question is; I do not ...
- 11