Questions tagged [trend]

An observable pattern in the data.

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22 views

What is first order difference in trend analysis?

I am following this paper: Measuring, Predicting and Visualizing Short-Term Change in Word Representation and Usage in VKontakte Social Network where in Differencing Statistics section they describe ...
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13 views

how to find a test for detecting fluctuation in a time series?

I have a time series which consists of, say, 100 values (which comes from a loss function). Normally, the loss goes down over iterations. However, at some point it just starts fluctuating. I would ...
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10 views

KPSS test with different results for trend and single mean models

I am having some dilemma while interpreting my KPSS stationarity test. As in the image below, null is rejected for single mean model while not for trend model. Does it mean "after considering the ...
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1answer
39 views

how to compare short-term trend with a long-term trend?

Let's asume I have this annual temperature data from 1966 to 2018 from one region: temp = [11.9, 11.7, 12.2 11.6 11.4 11.6 12.2 11.4 11.4 11.7 11.8 12.6 12.5 12.0 12.6 12.6 12.7 12.3 12.0 12.4 12.5 ...
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1answer
77 views

Linear model on decompose time series in R and interpretation [closed]

I am a newbie in time series. I need a help with an interpretation of simple example of time series. I would like to analyze whether trends over time of time series significantly increases/decreases ...
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16 views

Test for trend across ordinal categories: which test to use?

I want to test for a trend in a continuous (non-normal) response variable across ordinal categories. I came across multiple test that seem suitable for this problem. Particularly, the R package ...
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1answer
21 views

Detrending for a large dataset consisting of many group time-series

I have a huge dataset consisting of many individuals (~20000), each with a month of daily data. I am thinking of detrending those individual time series that are non-stationary but visually ...
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10 views

State-specific trends in staggered diff-in-diff model

I am running a staggered diff-in-diff model where I have four states implementing the same policy with different timings and three control states where the policy has not been implemented at all. My ...
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2answers
57 views

Trend & Seasonality Determination in Time Series without looking at Graph [duplicate]

Most of the articles I have read describe determining Trends and Seasonal (TS) effects through rolling your eyes on Graphs. Graph is a nice visual representation, but I am looking a way in either ...
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26 views

Time-series Analysis Over Changing Populations

I am looking for direction concerning approaches a problem that I have with a particular dataset that I am working on. Consider a database query that counts the number of users [clicking links] on a [...
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1answer
59 views

How to show trend line is typical

I have sets of trend line data - values by year 2005-2017. I want to show one set is 'the same' as the other sets, with 95% probability - or something like that. They look similar - I want to put a ...
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1answer
53 views

Should I do detrending or smoothing first?

Does it matter which one I perform first? If yes, why? Might be a simple question, yet I could not find an answer anywhere else.
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Is there any difference in Trend Analysis and Time Series Analysis?

I want to compare prevalence of disease over time (years). I google "trend analysis" and first results where explaining "Time series analysis". Is there any difference in Trend Analysis and Time ...
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1answer
52 views

trend stationary with external regressors

Suppose I have two trend - stationary time series with strong correlation. In the case where there are no regressors, if a time series is trend-stationary, it becomes stationary by subtracting a ...
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20 views

What to do in the case when you have trend stationary data?

I am having difficulties to find out what to do in the case when your data is not stationary but trend stationary. I have tested the data using Augmented-Dickey-Fuller Unit Root Test using the code: ...
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1answer
30 views

Difference between differencing data and removing trend line for stationarity

In reference to making data stationary for Arima: Is there a difference between subtracting a best fit line from data, and a first order difference? Or, subtracting an exponential fit from data, ...
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1answer
34 views

Questions on making data stationary for ARIMA

When doing a time series analysis I have read these instructions : ...
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0answers
13 views

Estimation of trend unavailable for final observations using Classical Decomposition

I'm having a hard time understanding why the trend cannot be estimated for the last several observations in a time series using the Classical Decomposition. I have also read that it can't be used to ...
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1answer
27 views

Modelling relationsip between time series variables - R

I have the below time series data. I want to model the relationship between the variables using R. ...
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10 views

Finding deviations from normal behavior in a batch process

I'm not entirely sure how to phrase this question, so I'll go ahead and describe my problem. I work in a batch production environment, where the data is pretty well cyclical (i.e., behaviors among ...
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3answers
59 views

Differencing and trend in time series forecasting

I understand that a time series is differenced to remove trend. But if trend can be modeled for forecasting purposes then why difference a time series at all?
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1answer
38 views

How do I interpret ARIMA(2,1,0) with drift

The code that Î used to generate ARIMA summary is arimafore = forecast(auto.arima(sales), h = 12) summary(arimafore) For forecasting 12 months I got the summary ...
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1answer
18 views

Get polynomial trendline from multiple graphs

I am trying to plot a trendline from multiple datasets of an experiment. This is what my graphs look like. They may not have the same range or the same X values: I usually go to google sheets and get ...
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0answers
12 views

Interpretation of ARDL coefficients under de-trending

Consider the ARDL(1,1) model: $y_t=\beta_1y_{t-1}+\beta_2x_{t}+\beta_3x_{t-1}+\eta_t$. Assume that I know $x_t$ is stationary around a linear trend: $x_t=\delta t+z_t$ Then: $y_t=\beta_1y_{t-1}+\...
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41 views

how to regress for common trend assumption

I have a database of applicants for a grant and their applications for each year. I want to know the effect of the grant on nr of publications. But first i want to perform a common trend analysis. i ...
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59 views

What is the residual, seasonal component in time-series decomposition represents?

I am doing time series analysis on the below dataset- Here's link This is what I got on the decomposition of the dataset in python- Well, I know the meaning of every word i.e- The trend represents ...
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12 views

Testing Null Hypothesis for Trend of Data

I have K groups of data. Every data-group is collected over time. I want to test the hypothesis that they have a specific trend (linear, exponential, etc.). Is ...
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1answer
45 views

Irregular time series with multiple sampling sites

I have a dataset of marine debris items (number of items standardized per effort: Items/(number of volunteers * Hours * Length)) taken from 2 main locations (WA and Queensland) in Australia (8 Sub ...
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2answers
20 views

Including time variable as a fixed effect to get rid of autocorrelation?

Does it make sense to include time as a fixed effect along with your predictors to get rid of autocorrelation? Why or why not?
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1answer
21 views

Testing whether two timeseries samples are from the same population

I would like to test if different timeseries samples (over the same period of time) are plausibly from the same population. e.g. popularity of movie Avengers over time from different websites. The ...
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1answer
63 views

Checking assumptions for Mann-Kendall trend test

I have a data on counts of images submitted with requests overtime. I would like to test the null hypothesis of no trend vs alternative hypothesis that there is a downward trend. My data is a ...
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1answer
13 views

Interpreting Results of Time Series Decomposition

Suppose, after ACF and PCF investigation, I see my data has strong seasonality. I do both additive and multiplicative time series decomposition, just to check it results. I am not interested in ...
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0answers
8 views

Modeling and testing for trends in hospital-surveillance (count, event) data

Intro Hi all, I'm working with hospital-based surveillance data. My peers and I are trained (loosely speaking) as frequentists. I'm mindful of the aphorism: Statistics: A subject which most ...
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1answer
35 views

Cox-Stuart vs Augmented Dickey Fuller

Given a time series, suppose I wish to determine if trend is present. I understand I can use the Cox-Stuart test (https://www.r-bloggers.com/trend-analysis-with-the-cox-stuart-test-in-r/), but I have ...
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68 views

Detecting trend in panel data, smoothing techniques and outlier detection

I'm conducting an analysis on a Landsat scene to detect trends for change detection phenomena (forest disturbances) over a time series of 20 years. I identified on the image the pixels that are ...
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55 views

What is the difference between trend and drift?

I am analyzing a time series using the unit root test. I am stuck in that I do not understand the difference between trend and drift in the time series. Is it correct to say that trend is a feature of ...
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2answers
44 views

Time series forecasting with hour data, prediction for next 24 hours

i'm a newbie in Time Series Analysis. I have a 2 year pandas dataframe about water consumptions in hour granularity (24 records for day, 365 days). Water_consumptions Data ...
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1answer
42 views

How to choose the frequency value without know the seasonality of the data in R ts() package

I am trying to analyze the S$P 500 data on Kaggle. I have a daily values of the opening stock prices. As frequency is the number of observations taken in a cycle, I am guessing I need to know the ...
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33 views

What is the reasoning for using ADF test with trend or drift?

When people carry out ADF tests they are mostly preparing a time-series for analysis (in an ARIMA, VAR or whatever model). In that case I fail to understand why one would use tests with trend. If ...
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21 views

How to combine trend component and seasonality component from time series model?

I saw some solutions for people who wanted to jump straight into an R package to do the work, but I am trying to do some of the process piece-by-piece. The model that I refer to is $$Y_t = m_t + s_t ...
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1answer
52 views

How to simulate AR(p) model with trend

Backgrounds I have a time series, and I fitted an AR(p) model with trend of $t^2$, with the help of auto.arima, in R package <...
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42 views

Simple trend analysis with unbalanced & short panel data

I have the following (unbalanced) panel data: yearly sustainability ratings (ESG) of ca. 2000 individual firms over a 11-year period. The average observations per firm only covers 5.3 periods. These ...
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2answers
166 views

How to measure the growth of a trend in time-series analysis?

I have a time series dataset as follows ...
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1answer
59 views

Is it good practice to use Linear Least-Squares with SMA?

I have time-series (daily) data and I want to understand the general trend. My current approach is: Calculate the 7-day simple moving average. Add a line of best fit (linear least squares ...
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2answers
302 views

Why ARIMA/ARMA is performing very bad on out of sample (future) prediction?

I am working on a time series forecasting problem. The time series is - I plotted the rolling mean and rolling variance - rolling mean - and the rolling variance- The rolling mean/variance has not ...
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1answer
38 views

Are trend-stationary series I(0)?

I have time-series of different interest rates. Graphs of all series show existence of trend. For some of these series ADF-test with constant rejects null hypothesis. For others, null hypothesis is ...
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20 views

Variance of the mean in case of a quadratic trend

Please allow me to use Python code to put my question across. Suppose we want to model a variable using either a linear or a quadratic trend: ...
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0answers
50 views

Should I remove the trend from timeseries when using DeepAR

I saw that for some other algorithms for timeseries data it is advised to remove trend and seasonality before doing the prediction (ex: ARIMA and LSTM) I figured out from the paper that SageMaker's ...
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24 views

OLS - Weekly Rate of Change Trend and Interpretation

I have the following data-set to determine the net difference on a weekly basis between the units sold column. ...
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86 views

How to use seasonal features in time series regression with models such as xgboost?

I have a hard time understanding how one can create seasonal indices such as a yearly mean or (x - yearly mean(x)) and use them as predictors for monthly n horizon forecast. For example: I want to ...