Questions tagged [trend]

An observable pattern in the data.

Filter by
Sorted by
Tagged with
-3 votes
0 answers
113 views
+50

Alternatives to linear model regression

Let's say I have a univariate linear regression model LMR in which ...
user avatar
0 votes
0 answers
12 views

Handle User Behavior Change when creating a ML classifer

I'm creating a churn model. My first thought was that the bigger the training set, it would be better. However, 2020 was a crazy year because the COVID 19. For example, a user who was sick and ...
user avatar
  • 67
0 votes
0 answers
7 views

How to generate a general trend from hundreds of time-series data

I have hundreds of time-series data from individual experiments[2] with a similar trend that reading rises as time goes by (evaluated by my naked eyes). So what statistical tools should I use to ...
user avatar
  • 217
0 votes
0 answers
16 views

How to adjusting p-values from results of trend analysis on water quality data

I have results from Mann Kendall test for trends at 100 sample locations for 5 different analytes at each location (i.e., 500 p-values). If I had the trend results from 500 sample locations for 1 ...
user avatar
0 votes
1 answer
24 views

What are the best-practices for validating phone records? [closed]

I have a bunch of telephone data including information on call start time, end time, and duration. I am trying to evaluate the quality of the dataset to determine if the phone call data are legitimate ...
user avatar
  • 494
1 vote
0 answers
34 views

How to compare trend of two different datasets?

I have two different datasets (ID 1 and 2) which show the number of animals per hectare for each year. I need to know if the trend for the first periode is different then the trend for the second ...
user avatar
  • 11
1 vote
0 answers
15 views

Trend and Variance of Residuals for real world data

I am modeling the internal Resistance of a battery and have proposed the following equation: $$R_{int}(SOH,SOC,T,Current)=A_1+A_2*SOH+\frac{A_3*T*SOH*asinh(Current*\frac{SOC}{A_4})}{Current*SOC}+\frac{...
user avatar
  • 121
0 votes
0 answers
16 views

How to compare trend for split datasets

I have product price data, at monthly frequency, available for a set of different products. Each of these series have a break point which is the point where we do some kind of intervention. The break ...
user avatar
0 votes
1 answer
35 views

VAR with trend-stationary variables

I'm currently trying to estimate a VAR with 3 variables - consumption, investment and a credit spread. I have inspected the variables and run ADF tests to determine that they are in-fact trend-...
user avatar
1 vote
1 answer
47 views

Mann-Kendall test for multiple groups

I'm currently working on a problem, where I want to test weather there is a trend in the course of a certain metric in an animal, where I wanted to use something like the Mann-Kendall test. The ...
user avatar
  • 11
4 votes
3 answers
214 views

Which statistical tests can I conduct to analyse the trend of series data?

I have a dataset that measures students' time spent working on a set of mathematics questions. My dataframe looks a little something like this: Participant ID Question 1 Question 2 Question 3 1107 ...
user avatar
  • 153
0 votes
1 answer
16 views

evaluate movement trend

I have some timestamped data (four groups) and I am looking to find a way to find which of the three is moving more closely with the purple one? Is Pearson correlation is the best approach, or there ...
user avatar
0 votes
0 answers
17 views

Which test or method can I use to assess trend in dependent proportions over time?

Let's assume there are 4 time points, t0 (baseline) ... t3 At each time point I assess a % of successes of some outcome: p0, p1...p3. The denominators vary over time, so the counts itself do not ...
user avatar
0 votes
0 answers
36 views

How to test for the increasing and decreasing trend in a non-time series data

I have the following data frame: ...
user avatar
  • 101
1 vote
1 answer
49 views

Why does autocorrelation function for trend in data decrease with increasing lag?

Forecasting: Principles and Practice, 3rd edition by Hyndman and Athanasopoulos states in section 2.8, Autocorrelation that, for trend in data the autocorrelation function has positive values that ...
user avatar
0 votes
0 answers
53 views

Select the best period value to visualize clearly the Trend and Seasonality

I have a daily data for 4 years range between 2016 - 2019. I used statsmodels.tsa.seasonal.seasonal_decompose to decompose the seasonality and trend but I should ...
user avatar
  • 111
0 votes
0 answers
22 views

How to deal with few trends in my time series?

I would like to make this data stationary, but I do not know how to deal with this series. This is not stationary and has autocorrelation. It looks like it has 3 different trends. How should I treat ...
user avatar
0 votes
1 answer
25 views

How do I test the significance of factors on a time series dependant data set?

I am working on a dataset where a new administrator joins a school, and I want to see if it affects the number of students at the school. There are also characteristics of the administrator (age, ...
user avatar
  • 1
2 votes
1 answer
51 views

What is the mean and variance of an MA(4) process with time drift?

For a project I need to simulate a relatively smooth time series with an upward drift. This is what I came up with: $$y_t = \mu + \alpha t+ \sum_{j=0}^{q=4} \theta_{j} e_{t-j}$$ where $\theta_j = 0.2^{...
user avatar
  • 219
0 votes
0 answers
41 views

Long-term trend prediction of time series data

I have a time series dataset project (single variable time series) on market share changes of a particular product in a region (values are recorded every day from 2018 to 2022) where I need to predict ...
user avatar
0 votes
0 answers
16 views

Testing Parallel Trends Assumption [duplicate]

I am applying a difference in difference method to a time series with daily [365] observations in both the treated and control groups. To test for parallel trends I was planning on just undertaking a ...
user avatar
0 votes
0 answers
9 views

Is there a way to do adjustment for several baseline variables for the Cochran Armitage test?

I have a dataset in which I look at the relationship between blood pressure status (a categorical, dichotomous, non-ordinal variable of hypertension and normotension) and glycaemic status (a ...
user avatar
  • 1
1 vote
0 answers
29 views

Exponential trend stationarity in GDP time series

My economic textbook assumes that Gross Domestic Product is characterized by stationary deviations from a constant growth rate, reporting the following equation: $Y_t = Y_0(1+g)^t \exp(u_t)$, where $...
user avatar
3 votes
1 answer
213 views

Live peak / trough detection (data provided)

At the bottom of this question is the data of three time series in CSV-format. All are of same length and they all contain measurements of the same event "A". But each time series is using a ...
user avatar
  • 23
0 votes
1 answer
49 views

Accounting for trends in experiments

At my work, we have this algorithm of sorts, called 'Mean 2.0' for analyzing experiment results. The idea is that your data is divided into four buckets by the partitions, pre vs post experiment start ...
user avatar
  • 1,700
1 vote
1 answer
110 views

Time series rejects the null hypothesis for ADF test with drift no trend. Is the time series stationary? Must I differentiate?

TL;DR: My time series passes a ADF test with drift no trend. So, should I leave my data alone and proceed? Or do still need to differentiate it before modelling, because it has drift? Or have I made ...
user avatar
  • 35
2 votes
1 answer
88 views

Significant Mann-Kendall trend but Sen slope = 0?

I used the Mann Kendall trend test to determine the significance of the trends of the following time series data (sheet 1) and obtained a significant trend at 10% significance level for the month of ...
user avatar
  • 23
0 votes
0 answers
89 views

Calculating trend for an array of numbers

I have a website on golf statistics and wanted to calculate the trend for various things. E.g. for fairways hit off the tee, let's say I have values = ...
user avatar
0 votes
0 answers
33 views

Does a constant term in a nonstationary AR model always imply a trend?

Given an $AR(k)$ model of the form $$y_t = \alpha_1y_{t-1}+...+\alpha_ky_{t-k} + \mu + \varepsilon_t$$ with $\alpha$ satisfying $(1-\alpha_1 z - ... -\alpha_k z^k ) = 0$ for $z=1$, does a nonzero $\mu$...
user avatar
1 vote
0 answers
31 views

Choosing between First-Differences and Fixed Effects (Within estimator) - arguments in favour of FD

First of all, I'd like to say I have read the standard econometric textbook sections on FE vs FD.  Therefore, I am familiar with the relative efficiency of each of the methods depending on the ...
user avatar
  • 11
0 votes
0 answers
40 views

how to quantify the strength of trend in univariate time series data?

I have data that looks something like this: ...
user avatar
0 votes
0 answers
27 views

Interpreting ACF and PACF for data which have had its seasonality removed

I'm currently working on a project and trying to figure out how to interpret my ACF and PACF plots. I have removed seasonality from the data in order to establish the trend, now when plotting my ACF ...
user avatar
0 votes
0 answers
19 views

Regression residuals to analyse correlates of long-term trend data

BACKGROUND. Searching for general statistical advice more than code help. I am using long-term (12+ years) monitoring data to investigate potential drivers of variability in dissolved and particulate ...
user avatar
0 votes
1 answer
75 views

Generalized difference-in-difference: pre-period & pre-trend

In this post @Thomas Bilach provides a clear explanation that in a difference-in-difference setting, a difference in outcome levels is allowed, but their time variation as exhibited by the trends ...
user avatar
  • 5
0 votes
0 answers
33 views

Calculate Trends as a Percent per decade in a multilinear regression model

Am I calculating the trend value correctly? I am using a multilinear regression model on monthly mean data and several predictors. The model has an inflection point for the linear term. The answer I ...
user avatar
0 votes
0 answers
21 views

Understanding moving averages

I work with a dataset on fish counts over time (season and year caught) and started reading about using moving averages to spot trends. I don't quite understand what they are or how to use them though....
user avatar
  • 691
0 votes
0 answers
15 views

Input Trend into Cost Curves

I have cost and conversion data by channels and I am trying to create a model where I will spend the optimal amount on each channel, given a total budget. For each channel, 2 colummns ( Cost, ...
user avatar
0 votes
0 answers
73 views

How to interpret ACF/PACF plots with no recent lag correlations?

I have a time-series data that looks like this: There is obviously an upward trend in this data, so I do differencing with lag of 1, i.e., Series = Y(t) - Y(t-1) The differenced series looks as ...
user avatar
  • 1
0 votes
0 answers
33 views

How to statistically compare the trend similarity of two distinct time series?

I have two NDVI (Normalized Difference Vegetation Index) time series from the same area but collected with different sensors. Since the sensors have different sensibilities to NDVI and data collection ...
user avatar
0 votes
0 answers
21 views

trend test for small sampled size data

I am looking for a trend test(s) for my small sample sized data (only 3 observations). You can see the plot in the attachment. I will apply trend test for each line, what do you suggest to me ? Let me ...
user avatar
1 vote
0 answers
170 views

How to statistically compare the trend of two-time series

I have 3 time-series, shown in the plot below: The plot shows a specific time frame for the 3 time-series data. I'm aware that some questions were posted around this subject (time-series trend ...
user avatar
2 votes
2 answers
345 views

Can you suggest a novice method for detrending and deseasoning time series to find relationship between two variables?

I have a time series with two variables: discount and sales. My goal is to figure out how the discount affects the sales. I want to perform regression. However, the sales data has a trend and ...
user avatar
  • 29
0 votes
1 answer
180 views

Can I include time as an independent variable in a panel data model?

I have panel data (different countries across different years) and I am trying to do both a trend analysis and a panel regression. The trend analysis part: I want to see if there is a trend in high ...
user avatar
  • 3
1 vote
1 answer
36 views

Can this be considered as a trend?

I have this time series with a trend line plotted in R using the lowess function, f=0.2 (I couldn't use stl or decompose function because this data is measured annually). Although this seems to fit ...
user avatar
  • 153
0 votes
0 answers
40 views

Which trend has a better fit?

I have a time series data with 2 trend lines plotted; the red implies polynomial trend fitting while the black line is obtained from lowess (locally weighted smoothing). I'm not sure which trend line ...
user avatar
  • 153
0 votes
2 answers
58 views

Is cyclic pattern observable in this plot?

I have a data that measures the annual production of bituminous coal between 1920 and 1968 and created a plot. Would it be alright to conclude this plot is cyclic as fluctuations exist?
user avatar
  • 153
0 votes
0 answers
38 views

Removing trend and seasonality does not seem to result in a stationary time series?

I have some sales data, that I want to do time series analysis on. On the plot there are clear trend and seasonality visible. To test whether a series is stationary I have created a function that ...
user avatar
  • 39
0 votes
0 answers
13 views

How to conclude the result of paralell-trend test following Borusyak's DiD approach?

I am doing a parallel trend test suggested by Borusyak by using event_plot My code and result is as below. I am wondering how can I conclude about the pre-trend ...
user avatar
0 votes
0 answers
15 views

How to test for stationarity of a time series once a linear term is removed?

I see several methods to test if a time series is stationary. https://www.analyticsvidhya.com/blog/2021/06/statistical-tests-to-check-stationarity-in-time-series-part-1/ When a time series is not ...
user avatar
2 votes
2 answers
426 views

Is detrending a variable equivalent to including a time trend in the regression?

Suppose that I have determined that one or more of the variables in my linear model is trend stationary. Does it suffice to then simply include the trend terms in my model, or do I have to detrend (by ...
user avatar
  • 252

1
2 3 4 5
14