All Questions
16,348 questions
15
votes
3
answers
585
views
Determining whether a website is active using daily visits
Context:
I have a group of websites where I record the number of visits on a daily basis:
...
CommunityBot
- 1
18
votes
3
answers
1k
views
Logistic Regression and Dataset Structure
I am hoping that I can ask this question the correct way. I have access to play-by-play data, so it's more of an issue with best approach and constructing the data properly.
What I am looking to do ...
- 10.1k
5
votes
1
answer
1k
views
How can I effectively summarize and visualize time series of employee activities?
I am managing many people entering data into a database. I have a log of user, date, time, table, and action that each person makes:
...
- 7,270
3
votes
1
answer
798
views
Aggregating results from Arima runs R
/edit: To clarify: The mtable function from the memisc package does exactly what I need, but unfortunately does not work with arima models.
Similar to this question: I have multiple Arima models, ...
CommunityBot
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2
votes
1
answer
366
views
Objective measure of relaxation time towards equilibrium for a time series
I have several time series (generated from a numerical model) that go through an initial stage of spinup, followed by a period of dynamic equilibrium, that presumably exists for all times beyond the ...
- 35.4k
5
votes
3
answers
2k
views
A "systematic" part of a random time series component?
I've seen at least 3 sources on time series* state that the component of a series that is variously called random, stochastic, or noise (something clearly separate from any deterministic, patterned ...
- 1,008
3
votes
1
answer
482
views
What types of analysis are appropriate for demographic time series data?
Let us say we have some demographic time series data which tells us how many hours people spend in front of a computer screen each day, grouped by age and gender:
...
- 1,705
1
vote
1
answer
3k
views
Lagged Exogenous Variables in VECM with R
Looking to estimate a VARX(p,q) type VECM in R if possible.
I'd like to estimate a VECM with p lags (lags relative to the level, not diff of the vars) on the ...
CommunityBot
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2
votes
1
answer
1k
views
Burn-in period for random walk
We are trying to make simulation experiment involving a common stochastic trend, that is described by the random walk (or $I(1)$ process) $Y_t = Y_{t-1} + \varepsilon_t$, where innovations $\...
- 6,375
8
votes
1
answer
4k
views
Combining auto.arima() and ets() from the forecast package
I've been using the ets() and auto.arima() functions from the forecast package to forecast a large number of univariate time series. I've been using the following function to choose between the 2 ...
- 24.4k
28
votes
2
answers
29k
views
Subsetting R time series vectors
I have a time series and I want to subset it while keeping it as a time series, preserving the start, end, and frequency.
For example, let's say I have a time series:
...
- 1,447
1
vote
1
answer
981
views
Low-pass Filter
I collected some data with an instruments with 1Hz sampling clock, now I want to low-pass filter the data to separate the mean and fluctuation part (Reynolds decomposition).
How can I design a low-...
CommunityBot
- 1
4
votes
1
answer
252
views
In a linear regression whose components can also be broken down, is it better to do multi-layered regression, or flatten to final components?
Consider a series like CPI (inflation), which I know is composed of a series of component prices (e.g. meat prices, grain prices, non-food prices, etc.), which in turn are also composed of a series of ...
- 12.9k
6
votes
1
answer
156
views
Predicting a semi-deterministic process
Say I have a process that gives me 3 outputs: $O^1$, $O^2$ and $O^3$.
The outputs are generated from a semi-deterministic process, i.e. there is a deterministic component in the outputs, along with a ...
- 58.3k
7
votes
3
answers
1k
views
Annotating graphs in R [closed]
This is more of a "how to use R" question than an actual hardcore statistics question, but I think the concentration of R masters here makes this a good forum for it. I'm refreshing a time series ...
- 121
1
vote
1
answer
201
views
Multiplicative unobservable component in state space model
I'm new here and wondering if anyone could give me some hints on how to estimate the time varying coefficient and state variable together. Here is my model:
observation equation: $Y(t)= A(t)X(t)+ w(t)...
CommunityBot
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1
vote
1
answer
201
views
Removing macro-level time variance
The title might be a bit misleading. Unfortunately statistics is not my area of forte, so gentle guidance along the right path is much appreciated. That said, here's my problem:
I'm working on ...
- 1,339
5
votes
1
answer
3k
views
Multi-stage selection model with panel data in R
My data consists of individual level observations nested within countries over time. I would like to use multilevel models along with some sort of selection model.
I have three related questions.
...
- 35.4k
3
votes
1
answer
4k
views
Starting out with forecast package in R
I am new to forecasting in R and am trying to automatically fit an ARIMA model to what I believe is a univariate dataset.
...
- 58.3k
7
votes
4
answers
4k
views
Determining trend significance in a time series
I have some time series data and want to test for the existence of and estimate the parameters of a linear trend in a dependent variable w.r.t. time, i.e. time is my independent variable. The time ...
- 58.3k
7
votes
2
answers
541
views
Developing a statistical test to ascertain better "fit"
In a data set with thousands of data points, I am testing different short-term and longer term data outputs based on 5 rolling data points all the way to 100 rolling data points (which each value ...
- 7,882
6
votes
2
answers
491
views
How to test for parameter stationarity?
Suppose I have time series observations from distributions drawn from some population. That is, I observe $X_{t,i}$ for $t=1,2,...,T,$ and $i=1,2,...,n$, where I believe that $X_{t,i}$ have pdf $f(\...
- 126
6
votes
1
answer
3k
views
Optimal parameter $\alpha$ for exponential smoothing using least squares
I was reading about exponential smoothing on Wikipedia. I saw a sentence saying that I could find the optimal parameter $\alpha$ by using the method of least squares. How do I go about doing that? ...
- 58.3k
16
votes
3
answers
47k
views
What is the best statistical test for a time series? [closed]
I have a simple time series with 5-10 data points per data set at regular intervals. I am wondering what is the best way to determine whether two data sets are different. Should i try t-tests on ...
CommunityBot
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3
votes
3
answers
1k
views
Using the distance of p-value from alpha
I have two statistical tests which are inverse of each other, meaning that the null hypothesis are reversed. I want to use both the tests to take a decision. For this purpose, I am planning to do the ...
- 17.3k
6
votes
6
answers
474
views
What are analysts looking for when they plot a differenced, logged time series?
So in R, for instance, this would be:
my_ts_logged_diffed = diff(log(some_ts_object))
plot(my_ts_logged_diffed)
This seems to be part of every experienced ...
- 2,941
8
votes
2
answers
30k
views
Subsetting a data-frame in R based on dates [closed]
I have a dataset with a very simple logfile-like structure, I want to subset the data according to date ranges but can only do on one parameter.
my data looks like this:
...
- 261
4
votes
1
answer
173
views
What distribution to use to model changes in ratios?
I have some data corresponding to changes in a binomial variable - i.e, in month 1 there were n1 trials and k1 successes, and in month 2 there were n2 trials and k2 successes. Say I have M of these ...
- 11.1k
7
votes
1
answer
1k
views
Automatic test measuring dissimilarity between two time series
I have two time series, series1 and series2. My aim is to find how much Series2 is different from Series1, automatically/quantitatively.
Image can be seen in its original size by clicking here.
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- 12.5k
7
votes
2
answers
10k
views
How can the IID assumption be checked in a given dataset?
1- How can I check if a set of data can be assumed as IID data?
I'm not so familiar with statistics, but I guess I should look at the first lag of autocorrelation for independent distribution. Have no ...
- 257
7
votes
2
answers
2k
views
Forecasting unemployment rate
I have a data set of 100 geographic regions for which the unemployment rate has been observed during the last 9 years. Now, I want to simulate/forecast from this data the next year unemployment rate ...
- 16.3k
7
votes
1
answer
616
views
A measure to describe the distribution of a dendrogram
Could anyone suggest some statistical measures to describe the distribution of a dendrogram? If I have two dendrograms, how could can I quantify their structural differences?
CommunityBot
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4
votes
1
answer
219
views
Forecasting Age distribution
I would like to project the data in this graph for at least 4 or 5 periods. Unfortunately, that won't be possible with a moving average. A regression will result in negative values after the 3rd ...
- 334k
15
votes
2
answers
9k
views
Computing correlation (and the significance of said correlation) between a pair of time series
I have two time series S, and T. they have the same frequency and the same length.
I would like to calculate (using R), the correlation between this pair (i.e. S and T), and also be able to calculate ...
CommunityBot
- 1
4
votes
1
answer
323
views
Does averaging across multiple time series render higher Nyquist frequency?
Suppose I have three time series with the same length and the same temporal interval. If I upsample each of the three time series through interpolation, that will cause aliasing. However, if I'm ...
- 1,723
11
votes
2
answers
4k
views
Calculation of seasonality indexes for complex seasonality
I want to forecast retail items (by week) using exponential smoothing. I'm stuck right now in how to calculate, store, and apply the sesonality indexes.
The problem is that all examples I've found ...
- 58.3k
6
votes
1
answer
202
views
Dependent variable selection for loglinear segmented regression in time-series analysis of rare events
My office is going to implement a bundle of infection control measures in hospital and see if it can effectively reduce the infection rate of some pathogen. The unit of measurement will be "case per ...
CommunityBot
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7
votes
2
answers
237
views
Visualizing activity frequency
Hello data analyst community. I have the following problem:
Given a set of n units and a timeline in days. A unit may be active at a certain day to a certain degree (in range from 0.0 to 1.0). A ...
- 10.5k
3
votes
1
answer
1k
views
Analysis of multiple time series
i'm not sure how to google for this as i am not very familiar with time series analysis.
i have 500 websites, and i am measuring the number of visitors to each website each day. at some point, i ...
- 54.3k
5
votes
1
answer
2k
views
Normalizing or detrending groups of samples
How do I detrend or normalize multiple series of data so that I can inter-compare between the series?
Specifics below may not be appropriate for this forum. Please let me know and I can remove or re-...
CommunityBot
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9
votes
4
answers
340
views
Understanding productivity or expenses over time without falling victim to stochastic interruptions
Help me here, please. Perhaps before even giving me an answer you may need to help me ask the question. I have never learned about time series analysis and do not know if that is indeed what I need. I ...
- 334k
4
votes
3
answers
278
views
What is a good internet based source of information on Hierarchical Modeling?
I am talking about the regression method that measures the impact of several layers of independent variables upon a dependent variable.
CommunityBot
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2
votes
1
answer
357
views
Testing prediction time series against real data
Say I have a series of forecasts and observations like this:
...
CommunityBot
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8
votes
2
answers
686
views
Hypothesis testing that one time-series of a measure of entropy doesn't belong to a population
Disclaimer: I'm a software engineer, not a statistician, so please forgive any blunt error :-)
I have a set of time-series "curves", each measuring the entropy of a given artifact. Now, I'm standing ...
- 334k
7
votes
2
answers
401
views
Comparing noisy data sequences to estimate the likelihood of them being produced by different instances of an identical Markov process
(Prompted to some extent by the answers already given by Shane and Srikant, I've rewritten this to try to clarify what I'm getting at, if only to myself.)
Suppose we have several similar systems, ...
- 1,918
5
votes
1
answer
863
views
Exponential moving averages of a time series with varying sampling
If I have a (financial) time series, and I sample it with two different periods, at 5 and at 60 minute intervals, can I create an exponential moving average on the 5 minute sampled data which is the ...
- 4,614
14
votes
3
answers
6k
views
Is it valid to aggregate a time series to make it look more meaningful?
Another question about time series from me.
I have a dataset which gives daily records of violent incidents in a psychiatric hospital over three years. With the help from my previous question I have ...
- 4,033
21
votes
2
answers
16k
views
What methods can be used to determine the Order of Integration of a time series?
Econometricians often talk about a time series being integrated with order k, I(k). k being the minimum number of differences required to obtain a stationary time series.
What methods or statistical ...
- 151