Questions tagged [trend]

An observable pattern in the data.

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41 views

Random walk with drift and trend

I am currently having a problem regarding the process, so this was the equation $$Y_t = \alpha + Y_{t-1} + \beta t + \epsilon_t$$ where, $\epsilon_t \sim WN(0, \sigma^2)$ I was calculating the $E(y)$ ...
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10 views

approach for trend analysis in water quality data?

I have monthly (100 parameters and 10 years) quality data in 50 monitoring stations. Some groups show strong seasonality and others don't (group: one monitoring station and one parameter). (Time-...
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14 views

How to relate 2 variables by year in JMP? [closed]

I am trying to perform a linear regression relating the variables "area in meters squared" and the "annual mean precipitation", from 2 different datasets. We are trying to ...
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18 views

R or PIP Packages for Trend Analysis of String Data?

I have a bunch of strings coming in every day -- e.g. first names of people. I need to do some trend analysis or time series analysis to find the frequency of occurrence of each one, and to alert me ...
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20 views

Rolling Time Series Forecasting with data on underperforming year such as COVID scenario i.e. 2020

Recently I am working on a project where I am to forecast volume and sales of merchandise as well as fuel. While streamlining my thoughts and the method to go ahead with the exercise I realized that ...
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27 views

Reporting marginal/borderline/almost not significant, yet significant effects

I have a figure as follows. Confidence intervals are only slightly bounded away from each other at the edges. Thus, $x$ seems to have an association with $y$. How would you describe such an effect? ...
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34 views

Which statistical test can I use for a set of abnormal data trend?

I am doing a biology experiment about the effects of 5 different concentrations (0%,25%, 50%, 75%, and 100%) on plant growth. It was a 5×5 trial. From 0% to 50% my plant's height increased, with 50% ...
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51 views

Why should we remove trend and seasonality before forecasting?

Why should we remove trend and seasonality (hence, making a series stationary) before forecasting? If time series has a particular trend/seasonality, shouldn't we incorporate that model instead ...
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14 views

Is there a way to statistically compare the trend lines of nominal data using GAMs?

I was just wondering if anyone knows of a way to compare whether there is a significant increase or decrease in a fitted GAM model between factors. I currently have nominal data that is separated over ...
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1answer
24 views

Extract trend of time series with less than two periods

I understand that a time series decomposition won't work if I have a univariate time series (daily frequency) with only one period (e.g., 1-Jan-2019 till 1-Aug-2020). But won't it be possible to ...
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11 views

Comparison of time series data sampled on alternating years

I have a dataset of values sampled yearly from 1968-2018. I need to compare all even year samples(as a time series) to odd year samples(as a time series) to determine: if they do/do not follow the ...
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17 views

Test linear trend for hazard ratio

I used Cox proportional hazard models in R to calculate the hazard ratio (HR) of smoking for cardiovascular disease (CVD) in a population. Then I made subgroup analysis by age (20-30,30-40,40-50,50-60,...
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18 views

Counter-intuitive result from Cochran Armitage trend test and glm binomial

My question is motivated by the Q&A at How to test the increase of proportions. The question is how to test for a trend in proportion between events and non-events given an ordinal risk of 3 ...
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1answer
30 views

Markov Switching Model with Markov trend

I have a time series with nonstationary data. Looking at the plot of the data it is clear that there are structural breaks. As data follow the stochastic process, I want to build Markov Switching ...
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1answer
139 views

Measuring Strength of Trend and Seasonalities for Time-Series presenting Multi-Seasonal Patterns

My goal is to cluster time-series which may present daily/weekly/yearly seasonalities. To do so, I plan to use different variables and among them, the following ones: $F_{s_{daily}}$, $F_{s_{weekly}}$ ...
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67 views

How to avoid the ending drop of the moving average curve?

I'm playing around with the built-in matlab movmean function which, using default options, creates the simple and centered moving average of given data (I'm pretty ...
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1answer
28 views

Calculating the trend of an angle when it crosses 360 -> 0

I have a variable that measures an angle describing the relative position of two objects (i.e., can range from 0-359), and I would like to quantify how this has changed through time. For example, here ...
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1answer
17 views

Cluster before or after de-trend the data for time series data

I am working with a non-stationary time series finance data set. I would like to perform a clustering method on the data. My questions are, Do I need to de-trend the data first and then cluster it, or ...
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278 views

statsmodels seasonal_decompose(): What is the right “period of the series” in the context of a list column (constant vs. varying number of items)

Assume having a list column so that your time series is nested, see https://stackoverflow.com/questions/63246938/convert-pandas-df-with-data-in-a-list-column-into-a-time-series-in-long-format for ...
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1answer
50 views

Should I remove the trend of this data

I have time-series data. It includes a number of patients with series conditions due to car crashes. After I remove the trend, I found that some number of patients becomes negatives which is ...
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2answers
54 views

Linear trend with time-series does not fit the data perfectly. Is that OK?

I am new to a time-series model. I try to improve my knowledge by practising. I understand the stationary for the time-series model. I read many papers and tutorials regarding removing the trends. ...
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11 views

How to analyze (compare groups) time series survey data

I'm seeking help in determining the best form of analysis for some time series survey data I've collected. To keep it simple, here's a hypothetical example of the data and desired analysis: Weekly ...
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2answers
41 views

How to calculate 14-day trends in COVID-19 infections and deaths in US States?

I'm trying to calculate 14-day trends in COVID-19 infections and deaths (as shown on the NYTimes homepage). I want to do this on a state level and have access to each state's population and daily data ...
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26 views

Problem with differencing trend-stationary processes?

I have read somewhere (possibly in Hayashi's Econometrics text) that it can be problematic to work with differenced trend-stationary processes. I have not been able to find the exact source again and ...
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47 views

When need to detrend the time-series data?

I am new to time-series models. I read many books, tutorial, relative questions, and published papers. However, I still confused about the detrended term. I would like to know when I need to detrend ...
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1answer
25 views

How to de-trend a data set to calculate historical average?

I have transformed my data to be expressed as cost per day. This was to eliminate any seasonality type affects month over month due to holidays, etc. What I would like to do now is remove the trend ...
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19 views

Find time series that best approximates another time series, question about detrending

The task is to figure out which variable best "approximates" the behavior of the target variable over time, so that it could be potentially used as a substitute later on (e.g. because it's ...
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49 views

detrend time series data for non-regression proposal

Suppose I have a time-series data (temperature and ice-cream sales). I would like to fit a copula model to this data (just to understand the dependency between these two variables. I do not want to ...
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20 views

How to De-seasonalize a time series based on trading days? [duplicate]

I have a time series of monthly data points with a corresponding cost. Within these months, if you strip out the trend, I believe the cost to be highly correlated to the number of trading (or business ...
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12 views

Remove Seasonality from Days in Month?

I have a time series of monthly costs that has trended both up and down over the past 3 years. Because it is business-day driven, we would expect to see upticks in months with 22 business days and ...
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17 views

Can remove the trend of (short) disease data

I have a small disease data (influenza). I would like to fit a quantile regression model to it to investigate a relationship between variables. I plot the data and the plot shows increasing linear ...
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1answer
42 views

Can autocorrelation confound causal inference?

I'm working with a weekly aggregated time series that has autocorrelation and I'm trying to find out why the trend has been decreasing by regressing other features onto - I noticed that when I use an ...
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18 views

Why does purging effects by regression each variable on the to-be-purged effect work?

In Wooldridges Introductory Econometrics he describes a method to remove time trends by regressing each variable on the time trend and saving the residuals, which are then can then be used to obtain ...
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8 views

Is it possible to fit Non-Stationary GEV to a series of data in R fixing one of the distribution parameters?

Good morning, I have a series of annual maxima data (say "AMdata") I'd like to model through a non-stationary GEV distribution. In particular, I want the location to vary linearly in time, i....
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85 views

Working with Time Series: What drives a trend change?

I'm working with a time series that had a clear trend changepoint where it went from having an upward trend to a downward trend (After accounting for seasonality). The problem that I'm running into is ...
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1answer
58 views

Detrended data and ARIMA modeling

What data should I use in ARIMA modeling when I do detrending, is it the original data or the detrended one? Then, what is the d component of the ARIMA model, is it d=0 or d=1?
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Trend analysis on a sample with varying elements - online real estate market

I'm trying to analyze the price trend of an online real estate market, similar to craigslist, over a period of two months on a daily basis. I collected the data every day, however as every day there ...
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21 views

Equivalence of trend stationary process and stationary process

I am new to Time Series, and I am having some trouble dealing with the constant of an AR(p) process, which of course 'reinforces' itself over time to become a deterministic trend. For simplicity sake, ...
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18 views

How contrast coefficients are computed in linear trend analysis

I am teaching myself trend analysis. I mostly learned from the following two sources. (1) The book "Designing experiments and analyzing data" by Harold D. Delaney and Scott E. Maxwell. I ...
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1answer
33 views

How find relationship of X on Y if both X and Y have trends?

I want to find an effect of X on Y. However, my Y and X are both have trends and seasonality. The first picture is my X and the second Y. The logic and academic results show that X should positively ...
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24 views

Component contributions in Additive Model Time Series

I have trained a model for forecasting time series in a greedy procedure: Fit the Trend component T(t) of the series on the original signal y(t) Fit a Cyclical/Seasonal S(t) component of the series ...
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10 views

How to compare the similarity of two time-series “loosely” in order to “ignore” temporal shift and scale difference?

I am new to time-series but here is the challenging problem I need to solve. I've created an agent-based model that can model infectious disease transmission and outcomes (such as tracking the number ...
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1answer
75 views

How can I know if there is a breakpoint in a time series analysis?

I am trying to find a breakpoint in a time series. I have a set of prices from January up to now. I want to know if some trend was interrupted at a specific date. E.g.: I believe that in March the ...
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8 views

Pros and cons of trend elimination methods in time series models

What are the advantages and disadvantages of different trend elimination approaches in time series models, more specifically The least square trend estimation Different smoothing filters The ...
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20 views

can Durbin Watson be used for binary valued times series

I have multiple time series and for each time series, each series is either one or 0. So for example, it is like the following: ...
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31 views

How does polynomial trend get 'detrended' by the d-differencing?

Suppose $X_t$ is an ARIMA(p, d, q) process, then so is $X_t + m(t)$ where $$ m(t) =a_0 + a_1t +...+ a_{d-1}t^{d-1} $$ is some polynomial of degree $d-1$. How does such a polynomial trend get '...
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1answer
143 views

How does the parallel trends assumption operate when there are multiple interventions?

My question relates to how the parallel trends assumption operates in a difference-in-difference (DID) analysis when there are two interventions of interest (in the plot, T1 and T2). T1 and T2 are ...
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1answer
75 views

Stationarity and trends in ARIMA models

For this question I am interested in rigorous proofs or in references explaining details. Let us suppose we have an ARIMA process of order $(p,d,q)=(p,0,q)$: $$A(L)X_t=B(L)\epsilon_t [1],$$ where $...
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27 views

Time series regressions

I'm trying to make a basic scatter plot/regression to look at the relationship between two time series. Series a is volume of mentions of a product on a forum over time, series b is the sales of the ...
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2answers
44 views

If two random walk patterns follow each other, is it still considered a random walk?

I am wondering if these two lines, F1 and F2, representing time series, would still be considered "random walk", once the relationship between the two was discovered? Could this relationship ever even ...

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