Questions tagged [trend]
An observable pattern in the data.
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6 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
9 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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1answer
22 views
How to interpret these ACF values and understanding concept - Very confused please help?
I am relatively new to statistical forecasting, I understand how to analyse the ACF plot to identify certain components such as seasonality, trend etc.
However I am having trouble understanding the ...
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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
24 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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27 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
14 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
28 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
25 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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0answers
15 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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0answers
10 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
33 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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0answers
20 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
67 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
56 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
148 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
33 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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17 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
33 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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0answers
22 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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0answers
33 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 ...
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1answer
38 views
Regression: Interpretation of decreasing slope with positive average growth
I have performed a linear fit on the following series using np.polyfit in python, where y is the net difference between inflow and outflow and x is month of year:
...
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1answer
66 views
Is the sum of trends of two time series the trend of the sum of the time series?
Let's say I have two time-series, A and B. I build time-series C as C=A+B.
I estimate the trend of A, let's say I get +0.5 (Theil-Sen).
I estimate the trend of B, let's say I get -0.4 (Theil-Sen).
...
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1answer
72 views
Flat forecast of trended time series data in r
I have a monthly time series of online visits for last 3 years starting from Jan 2016 to Dec 2018 and need to forecast for 2019. The data clearly has an upward trend although no seasonal lags ...
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1answer
27 views
how should I specify a deterministic trend in my time series data?
How can I specify a trend (term) in my time series data? does it have a logical procedure or is it totally base on visual interpretation of historical plot?
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1answer
43 views
How to quantify the agreement between the same parameter from two different data sets
I am looking at Arctic ice thickness from two different Earth-orbiting satellites A and B. I'm interested in quantifying how well these two datasets agree, but I'm struggling over what parameters to ...
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14 views
What is the name of the significance test SAP uses to identify trend?
I've been struggling for a while trying to identify which test does this equation belongs to:
SAP uses this method to identify trends in its automatic model selection. You can find further ...
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0answers
28 views
Hypothesis Causality Validation
I have analyzed mortgage data to define a "typical" profile for a first-time home buyer in 2017.
Now that I have this information I would like to explain the trends shown in my graphs:
why is the ...
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0answers
9 views
Can we forecast the Trend component of a decomposed time series?
I am looking to forecasting the decomposed trend component of a time series.
What would be the right way to go about it?
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1answer
117 views
Linear Regression Approach For Trends
I'm working on a project with genetics but I think my problem is applicable to general statistics.
I want to test frequency (Minor Allele Frequency) of a SNP/variant across 5 age categories to see ...
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0answers
40 views
Stationarity tests
It is generally accepted that ADF is the most common test to check whether a time series has a trend or not. My question is:
What if we just regressed the values of the dependend variable on their ...
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0answers
12 views
Making a more reactive model
I am working on a model to predict quarterly values. I am running into an issue where my back data has extreme trends and my model (I am using a Holt-Winters model) seems to be taking these old values ...
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0answers
22 views
How to Add Trend to a First Differenced Model for More Accurate Predictions
I've developed a reasonable time-series model on first differenced data. The end goal is to be able to forecast an actual value, not a differenced value.
From reading other posts I learned that the ...
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2answers
21 views
Converting nonstationary process
I am looking at the hourly load demand profile for an entire year. See image below. However, from my understanding of stationarity, this process is non stationary as it has seasonality as well as a ...
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0answers
15 views
Word2Vec how to handle trend sensitive data from a live feed
(Sorry for the wall of text)
TL;DR - I wonder how to regularly retrain a model on trend sensitive data from a live feed.
I have been working on developing a Machine Learning model with Word2Vec as ...
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1answer
33 views
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0answers
12 views
modeling trend and noise simultaneously
If I suspect that the series have a slow moving and fast changing components, one way to model is to first decompose the series into the trend and noise, perhaps, using the band pass filters or other ...
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0answers
71 views
Trend in residual plot
I have a regression problem: I have to predict for how long (in days) a house will stay in the market before that someone will buy it.
To predict how many days the house stays in the market I am ...
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3answers
671 views
How to fit an autoregressive (AR(1)) model with trend and/or seasonality to a time series?
I want to test a model I have on a time series. The model is that the time series adapts to a trend $f(t)$ with a speed $\alpha$. There is also noise in the model. So, the time series is a function ...
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1answer
130 views
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1answer
46 views
Deseasonalize data - strange plot
I want to deseasonalize my daily data, and I chose to verify yearly seasonality as I have prices of wheat that usually increase around the same time of the year.
I have used the function ...
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0answers
20 views
Using fitted lagged variable as dependent variable in a new regression?
Suppose I have regression like this;
$y[t] = a * exp(b*y[t-1])$
From this regression, I get;
$\bar y = y - residuals$
What happens if I regress a new regression like this?
$y[t] = c * exp(d*ybar[t-...
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0answers
28 views
What are the algorithms for fusing time series together
Assume I have multiple time series with the same length and the same range. What are the different algorithm used to fuse the time series together? what techniques would the best to combine them to ...
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1answer
24 views
Calculated Projected “End Date” for Event
In reviewing average event duration (such as a service call), I notice that the most recent event average duration appears to be falling; appears to be a trend in event time reduction.
However, only ...
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2answers
28 views
Maximum degree of a polynomial trend model
I have read some answers saying to make the maximum degree equals n-1 for testing. However, I wonder if it is also the case for a polynomial trend model with season variables included. I am using ...
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1answer
220 views
Decomposition of seasonal time series interpretation
I have the below stl() (with s.window="periodic") decomposition plot of a time series which I would like to analyse and model. ...
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0answers
14 views
R Significant evolutions for a given period
In my dataframe, I have scores for five questions over a three year period (from 2013 to 2018). I would like to identify which of the five questions experienced the most statistically significant ...
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1answer
27 views
What are some trends or interesting features you see in the following time series plot? [closed]
This is a time series plot of hourly temperature recorded of a city for a month. I am unable to see any trends or cycles or other interesting features except the fact that it seems there was some type ...
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0answers
455 views
Parallel trend assumption in difference-in-differences
I want to run a difference in difference model to evaluate the impact of a policy change using panel data with 30 individuals in the control group and 35 individuals in the treatment group.
When ...
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1answer
337 views
Pettitt's Test for Change-Point Detection Showing P-Value Larger than 1
I am studying how to use the pettitt.test function from the trend package in R to detect change-point in a time-series. However, ...
