All Questions
6,764 questions with no upvoted or accepted answers
-1
votes
1
answer
578
views
Generalizing "Causal Impact" synthetic controls, to multiple outcomes
Does anybody know a way to generalize the use of the Causal Impact google R package to multiple outcome time series?
Say I ran a time series experiment and was able to set up multiple test outcome ...
- 242
-1
votes
1
answer
41
views
Multilevel modelling - using variables with different number of trials
I would like to know whether it is possible to do multilevel modelling with variables that have different number of trials. To be more specific, let's say we have
x(a), y(a), x(b), y(b) variables. x(...
- 1,782
-1
votes
1
answer
676
views
Theory of Dynamic Time Warping(DTW) in dtwclust package of the software R
I used to utilize dtwclust for my study and I got a problem.
I have read a few studies and I understand the DTW distance like below picture.
source: A. Akl, S. Valaee, "Accelerometer-based gesture ...
- 11
-1
votes
1
answer
32
views
How to cluster companies into different types of life cycle?
There is a dataset which contains financial metrics of many companies, for example:
...
- 99
-1
votes
1
answer
834
views
How to implement initial GDP variable in time-series growth regression?
I am running a regression on real GDP growth as the dependent variable. I am trying to include an initial year for GDP as an independent variable to control for the initial state of development in a ...
-1
votes
1
answer
265
views
Clustering data with mixed attributes: timeseries and constants?
I have a data set of time series, and each time series has a set of attributes. I know I can cluster time series using dynamic time warping and k-means (https://github.com/alexminnaar/time-series-...
- 169
-1
votes
1
answer
157
views
Does the order of variables in a Markov Regime Switching model matter?
since Ive received feedback that my previous question was not well-recieved Ill just have to give it another shot.
I am estimating Markov Regime Switching Models, and I am getting different results ...
- 1
-1
votes
1
answer
990
views
Holt-Winters optimal parameters with gradient descent
Can we use gradient descent in order to find optimal alpha, beta and gamma for Holt-Winters model?
And more generally, are there any academic works that suggest methods for finding optimal values for ...
- 101
-1
votes
1
answer
175
views
Hierarchical linear regression analyses, but with logarithms?
I was ask to do a linear regression analyses of my variables. I have Reaction times. Can you recommend me a linear regression analysis (hierarchical?) and tell me whether I should transform my raw ...
- 9
-1
votes
1
answer
135
views
Regression on time series and its segment series
I want to test whether segment series explains anything in additional to the full series.
Let's say y and ts_full are time series with same length. And I divide ts_full to 3 non-overlapping sub time ...
- 1
-1
votes
1
answer
418
views
What does seasonality of 1 mean?
What does having a seasonality of 1 mean?
Suppose I have hourly data and I define the seasonality to be 1, does that mean the data will be dealt with as if there is no seasonality?
- 219
-1
votes
1
answer
243
views
Is it Multiple Regression that I should chose?
I am trying to assess how the degree of CSR activity could change the financial results of a company. For this, my independent variable would be a CSR score (fluctuations of which give me the ...
- 11
-1
votes
2
answers
1k
views
How to select P and Q in ARIMA
I am new to using ARIMA and I would like to know how to determine the p, q values of ARIMA by PCF and PACF.
Here is the raw data figure. The raw data is a human glucose data collected.The blue data is ...
-1
votes
1
answer
1k
views
How to reverse log difference?
I am currently doing log differences to a dataset and I want to revert back to the actual values. I'm trying to understand why at the end we need to multiply by the original value (and why we do not ...
- 1