Questions tagged [trend]
An observable pattern in the data.
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16 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:
...
1
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1answer
20 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
24 views
Questions on making data stationary for ARIMA
When doing a time series analysis I have read these instructions :
...
2
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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
24 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 ...
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3answers
51 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
29 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 ...
1
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1answer
14 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
9 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
33 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
21 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
10 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
35 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
19 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
17 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
59 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
12 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
31 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
57 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 ...
2
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0answers
39 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
34 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
32 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
26 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
13 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
42 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
32 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
103 views
How to measure the growth of a trend in time-series analysis?
I have a time series dataset as follows
...
1
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1answer
58 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 ...
3
votes
2answers
198 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
35 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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0answers
18 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
39 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
23 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
71 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
39 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
67 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).
...
2
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1answer
85 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
28 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?
3
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1answer
47 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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0answers
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
10 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
121 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
22 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
17 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 ...
