Questions tagged [trend]

An observable pattern in the data.

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1answer
235 views

Shall we use log(diff(x)) or diff(log(x))?

I am starting to learn time series and when detrending I always end up with the same doubt... Generally, I use diff() for, let's say there is an upward trend like ...
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0answers
17 views

How to determine trend of seasonality

I have such a dataset where I've determined when starts a discount season and when it is a normal season (without discount). What is the best way to describe some trends? FYI: Light blue is an end of ...
2
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1answer
17 views

How to detrend exponential time series in R?

I am on my early stages of learning detrending. In R, when I see a linear trend, I use diff() function. Which, if I had the time series in a sheet of paper, I see it like "flipping the paper". I ...
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0answers
12 views

Mann-Kendall Test of a trend

From the construction of Mann-Kendall Test, I conclude that in the absence of a trend, the data is supposed to be i.i.d. Therefore, one can not use Mann-Kendall Test to test trend in ARMA models. Is ...
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0answers
5 views

Analyzing 1000s of time-stamped tweets. How to automatically identify spikes in terms?

I have about 30,000 tweets from a corporate customer service account, all harvested according to the Twitter TOC. Naturally, each message is time-stamped and not extremely long. I'm trying to ...
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1answer
29 views

Explain statsmodels's detrend function

Can someone help me to understand what is the detrend function from python's statsmodels? Or provide some reference to this method? Especially when set order= 1, 2, ... to 5. I have pasted the source ...
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0answers
10 views

Inference from small sample size with aggregated country data

I have a data set with country aggregate patient data for yearly total number of diseases, treatments provided by health services, and some other covariates for two countries over 10 years. The ...
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1answer
13 views

A trend test similar to Mann-kendall but with more than one observation on each time point

I'm trying to find the right test for to determine the trend of a set of values with some measure of statistical significance. I came across the mann-kendall test but realized it had the limiation of ...
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0answers
32 views

Does Augmented Dickey Fuller Test Capture both Trend and Seasonality?

When using ARIMA modeling to capture autocorrelation patterns, we remove trend by sequential differencing and seasonality by differencing at relevant lags prior to creating the ARMA model to capture ...
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0answers
18 views

Investigating trends (is joinpoint good?)

In investigating trends in surveillance (especially cancer). Joinpoint (https://surveillance.cancer.gov/joinpoint/) is often used. Joinpoint simply estimates a segmented regression with cutpoints (...
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1answer
26 views

Influence of trend on (supposedly) correlated time series

TL;DR: What is the impact of a linear trend on the correlation between time series that are (most likely) not spuriously correlated? I'm currently trying to reconstruct/cross-validate an analysis ...
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0answers
43 views

What is the difference of first-order difference and second-order difference in trend analysis?

I have seen that the literature in trend analysis use first-order difference and ...
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1answer
48 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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0answers
15 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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0answers
17 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
46 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
84 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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0answers
24 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
26 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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0answers
28 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
64 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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0answers
31 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
60 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
85 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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0answers
21 views

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 ...
2
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1answer
57 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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0answers
21 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
79 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
84 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
29 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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0answers
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 ...
2
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3answers
79 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?
3
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1answer
121 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
26 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
15 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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0answers
52 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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0answers
167 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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0answers
14 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
57 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
31 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
49 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 ...
2
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1answer
70 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
20 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
10 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
49 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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0answers
89 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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0answers
71 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 ...
2
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2answers
147 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
81 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 ...