All Questions
6,766 questions with no upvoted or accepted answers
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How two distributions of same data but of different time spans can be related?
Suppose that I have a dynamic variable X that changes with time, and suppose that I know it's statistical distribution over a period of the last 10 years, and this dis. telling me that the most ...
- 101
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2
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696
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Question about Time 1/Time 2 analysis
I was hoping to get some input on the best way to test some data that I have collected (using SPSS).
In short, respondents make an evaluation at time 1, then complete a distractor task, and then ...
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235
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How to compare two different clustering approaches?
I'm making a project connected with identifying the dynamics of sales. My database concerns 26 weeks (so equally in 26 time-series observations) after launching the product, 126 time-series=126 ...
- 193
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556
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What is the difference between forecasting based on ARIMA and logistic curve? R
I'm making a project connected with identifying the dynamics of sales. My database concerns 26 weeks (so equally in 26 time-series observations) after launching the product.
This is what my database ...
- 193
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98
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How to model to improve the room usage efficiency based on motion sensor history
To reduce the confusion, I changed my application from traffic to meeting room, so this application is about modeling a meeting room efficiency , the data collection is built by placing a kind of ...
- 329
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254
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Using day length and rate of change of day length in linear regression
I have a time series in which samples were collected approximately monthly over ten years. I have wanted to identify whether a number of bacterial species were seasonally variable and whether they ...
- 265
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290
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over estimating ARIMA model
When an ARIMA model over estimates, i.e if the forecast from the model is always higher than the actual value, what's the cause? The model i used was SARIMA (1,1,0)x(1,0,0).
Below is the time series ...
- 409
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38
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Question about trend and predictions in R
I have weekly data which I am considering as reference. So Mondays trend for example.. orders will kind of serve as valid data to make predictions for orders throughout the day for every Monday. I ...
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89
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power/sample size for a complex set of equations
I run an experiment in which several teams perform several tasks each (not all teams perform all tasks, but in general, I can make sure that enough teams perform any given task, and that each team ...
- 569
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154
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repeated measure ANOVA with non-consecutive repeats
I have a somewhat of a repeated measure setup but wanted to check if repeated measure 1-way anova can be applied here (assuming underlying assumptions of normality, sphericity etc are met).
Situation:...
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69
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Modelling a time series with the "optimal" combination of N proxy series
I have a time series T.
I also a universe U of time series such that A, B, C ... Q are time series that belong to the universe U.
My problem decomposes into the following sub tasks:
Find a subset ...
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86
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What statistics to use for testing hypothesis about regression coefficient when n is greater than 30
What statistics to use for testing hypothesis about regression coefficient when n is 120.
I plan using a z score but am not sure.
- 409
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4k
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Eviews vs R (Statistical Software)
Are there many features in Eviews that R misses? I have heard that especially when dealing with time series R is less extensive than Eviews. Is this true? Which of the two packages contains most ...
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105
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0
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219
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Pattern detection in a time series
Lets say I am trying to find patterns in pricing of a commodity such as corn and I have monthly time series data on the demand, the temperature, cost of water, and the current market supply.
What ...
- 388
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938
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nonlinear dependence in autocorrelation lagged scatterplot
In lagged scatter Plot we have such a diagramm:
if we have an organized curvature in the pattern of dots, that means, nonlinear dependence between time seprated.
my question is now:
in which time ...
- 439
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149
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Is there a formula to find the MAPE for $Y_t$ if we know the MAPE for $\Delta$log($Y_t)$?
Is there a simple formula to find the MAPE for $Y_t$ if we know the MAPE for $\Delta$log($Y_t)$ ~ iid N($\mu$,$\sigma^2$)?
Is there an algebraic relation between the two?
What if I use RMSFE instead?...
- 708
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141
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Correct time lag in regression
Let's say you have two time series. you know they are highly correlated with the right time lag. Is there a function that's used to calculate the correct time lag, or do you just have to run a bunch ...
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169
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Linear model or component analysis on timecourse data
I have some timecourse data which plotted looks like the figure below.
I want to better describe the difference between the two conditions.
My adviser advised :D me to use a linear model and observe ...
- 974
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705
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Comparing two time period of same binary variables
We are a financial institution which falls under this ‘Big Bank’ category. As a part of our routine analysis on input variables that feed several of our risk models, we would like to setup an input ...
- 181
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200
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What is the impact of windowing function on time series
Greeting
I would like to know what is the impact of windowing functions like Hanning,... on a time series.
Is it possible to finde anomalies using windowing functions?
EDIT
I have a time series, ...
- 439
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774
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Forecasting when the dependent and independent variables are differenced
Consider the following model for $Y_t$:
$\Delta$log($Y_t)$ = $\beta_0$ + $\beta_1$$\Delta$$log(X_t)$ + $u_t$ where $u_t$ ~ IID Normal(0,$\sigma^2$).
I want a forecast for $Y_{T+1}$. Thus, I need a ...
- 708
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234
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Running time-series regressions on a dataset with large gaps: is it legitimate?
I would like to run a plain-vanilla time-series regression, to estimate the sensitivity of my dependent variable to a set of explanatory variables.
However, instead of running the regression on the ...
- 957
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269
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Frequency of data: is quarterly data better than half-year data? Why?
Hi have a dataset which I constructed using quarterly observations (from bank accounts). I could have also used half-year or yearly data, but I chose quarterly because I thought that higher frequency ...
- 757
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170
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Comparing different step functions
I measured the appearance of certain events over time in different conditions and I would like to know whether there is a difference between the happening of these events.
I thought of plotting the ...
- 4,591
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400
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What is geometric autoregressive process?
Can anyone give a definition for Geometric Autoregressive Process? Any specific properties? And, in what fields is this mostly applied?
To add some context to the question, here is a section of the ...
- 213
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741
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How to calculate the prediction interval for my 24-hour forecast?
I'm doing time series analysis and I would like to calculate the prediction interval. I have predicted the next 24 values for my time series, but now I would also like to calculate the prediction ...
- 5,907
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392
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Regression with a ordinal scale dependent variable in the context of panel data
In my panel data I observe a quite large amount of different individuals for a fixed time duration. The time axis is fixed for every individual, i.e., I observe 20 time points for every individual.
...
- 1,113
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473
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Statistical significance of stock portfolio returns?
I bought 3 stocks on 1/1/2013: ABC, ACME, WRAM. By 3/1/2013, I earned a 10% return.
During the same period, the S&P 500 returned 5%.
Is my superior performance statistically significant?
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1
answer
172
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Understanding summations in COV formula for time series
I am looking through Time Series Analysis: With Applications in R (my first exposure to time series) and refreshing summations.
I.
When given the following rule:
COV[$\sum_{i=1}^{m} c_{i}Y_{t_{i}},\...
- 8,850
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1
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860
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Is there any test to check variance stationarity in time series?
The question is straightforward: Is there any test to check variance stationarity (homoscedasticity) in time series?
And, if it exists, which are its implementations in R or Python?
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1
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109
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"Decreasing P-value" could be interpreted as "Getting Meaningful?" in time series?
I'm Lee, a candidate for a master's degree in business administration in South Korea.
I'm analyzing economic data in emerging markets such as Asia, And I found that many indicators are following ...
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1
answer
128
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How to test if two time series are correlated?
If I have two time series, say ice cream sales and temperature. What is the best method to determine if temperature drives ice cream sales so that it can be used as a predictor?
I've been reading that ...
- 101
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1
answer
33
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Forecasting the daily visits when I have the data for other stores
I have the number of people visiting stores for each day, but sometimes one or several store do not send data for a particular day. How can I leverage the data I have for the stores that sent me data ...
- 101
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1
answer
575
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Why does my Deep Learning Network converge to mean value of series when trying to fitting & predicting a time series?
There's a task requiring me to predict selling price of a product with provided external data containing historical purchasing prices and selling prices of competitors(positive correlated). ...
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2
answers
227
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Simple algorithm to detect change point in time series
Apologies if this question has already been asked, but a lot of similar questions are regarding R or complex algorithms that I don't want.
I have numerous 2-dimensional time series, eacch plotting ...
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1
answer
481
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What is the relation between the serial correlation and white noise series?
I am a bit confused about why would I use the Ljung-Box test in order to determine whether a series is a white noise ?
I know that the Ljung-Box test studies whether we have serial correlation. I ...
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1
answer
124
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How do I interpret the results of this t-test?
I have two datasets, dataset A going from 1980 to 1990, and dataset B going from 1990 to 2000. I wanted to check if there is a significant difference between the two datasets so I ran a t-test. The ...
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1
answer
437
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Ljung-Box test on a out of sample residue with good forecast
To test the fbprophet library, I created a very simple synthetic series and generated a model like this:
...
- 141
0
votes
1
answer
3k
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Interpretation of the Chi Square test for two time series in R
I've used R's "chisq.test()" function to calculate the chi square statistic between two time series, the first is a stock market series of a bank with a length 4262, and the second is a simulation of ...
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1
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405
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How to perform Timeseries Forecasting and Modelling For subsets?
Hi I have a problem with my project. I have 1000 data and I used it as training data to forecast with Timeseries. But my data have some subsets and it's impossible to timeseries forecasting and ...
- 125
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votes
1
answer
578
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seasonality detection
I'd like to detect seasonality in my timeseries which consist of daily observation 96 per day,one for every 15 min, for a duration of 3 months.
In the acf plot, I see a consistent 3 spikes, does that ...
0
votes
1
answer
237
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Contradictory Results in autocorrelation tests
I have a time-series model, with stationary variables. Testing for outocorrelation hasn't been easy:
- a can't calculate DW stat because of my small number of observations;
- the GB test indicates ...
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1
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461
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How to decode/understand the math behind ACF and PACF?
For the past month I have been trying to understand the math behind the autocorrelation function and partial autocorrelation function for time-series project I have been working on. However, I am only ...
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1
answer
2k
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Time-series modeling on a panel dataset
I have been trying to do some predictive modeling using models such as ARMA on a panel data set in python. The dependent variable in my problem is sales, and I have the sales time series of different ...
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-1
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2
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163
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Can we predict sales using time series or Regression
Input: I have a dataset that has sale from the last three years and does not have any missing information along with some other features like Date, Promotion, Store_number, Public_holiday_indicator, ...
- 99
-1
votes
1
answer
2k
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Hierarchical logistic regression package in R
I'm working on a logistic regression model; the purpose of the analysis is to identify factors that influence use of an app - the DV being use/no use, and IVs being a couple of numerical and ...
-1
votes
1
answer
124
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Is time series analysis suitable for my dataset?
I am monitoring user behavior, while the user interacts with a form on a website. That form has multiple textfields from top to bottom and at the bottom it has two buttons: "cancel" and "save". My ...
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-1
votes
1
answer
578
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Detecting patterns in time-series data using R
I have a dataset of 258k observations with date time data for each observation in the format of %Y-%m-%d %H:%M:%S. Each observation is a social media post made by a ...
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1
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