Questions tagged [unevenly-spaced-time-series]
Time series sampled or measured at unevenly (or irregular) distributed time points.
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1answer
13 views
How to calculate correlation for 2 time series where the tick times do not line up
I'm looking to compute intraday correlation for 2 tick by tick intraday commodity price time series.
The tick times do not line up across the 2 time series. I'm thinking of converting the time ...
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0answers
11 views
How to forecast a time-series with a dynamic time unit?
I'm working on a forecasting problem, and I'm not sure if the data requires any transformation because the unit of time is dynamic.
I'm working with an education data set where I have data on ...
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0answers
10 views
Converting Annual Data into Biannual Frequency
I need to convert annual data into biannual, since most of my data have biannual frequency. However, some macroeconomic variables - like business environment quality or Herfindahl-Hirschman Index are ...
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1answer
25 views
How to check if a data is poisson sampled?
I was reading one article which develops a theory for the Poisson sampled data. That is the data is collected over time-points $\{T_k, k>1\}$, which are jump-moments of a homogeneous Poisson ...
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0answers
9 views
Is it Valid to Use Monthly values of one Timeseries to forecast daily values of a another Timeseries
I have a model with some macroeconomic variables that only have monthly values. I am building a dynamic regression/transfer function/ARIMAX model where the dependent variable is daily sales. Do I have ...
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1answer
37 views
How to model time series with unevenly spaced observations?
I have three time series of the following form:
$T = T_{2000}, T_{2004}, T_{2008}, …$
$U = U_{1998}, U_{1999}, U_{2000}, U_{2001}, U_{2002}, U_{2003}, …$
$V = V_{1998}, V_{1999}, V_{2000}, V_{2001},...
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0answers
29 views
Classify time series with unequal lenghts [closed]
I have a set of time series sensor measurements (acceleration and gyroscope readings) for driving events (harsh acceleration, harsh brake …) with the type, start and end of each event.
I need to ...
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0answers
31 views
Why ARMA models works on assumption of uniformly sampled time series?
I am dealing with irregularly spaced time series data. I have been reading papers how ARMA based approaches can be used for time series forecasting.
However, ARMA assumes uniformly sampled time ...
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0answers
15 views
Smoothing with non-regular observations
If we have data that changes continuously in time, and we sample this data at regular intervals - i.e. we get samples $x_0$, $x_1$, $\dots$, where the time $\Delta t$ between taking samples $x_i$ and $...
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1answer
76 views
R: generalised additive model on proportional data
Introduction
I am analysing temporal population data on the amphipod Orchestia gammarellus. At several moments each year, all animals were collected from a small spot, and several life history traits ...
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1answer
65 views
Machine Learning techniques for uneven series of events
I don't know the correct terminology and so long everything I typed into google lead me to some version of time series modeling where all time series had the same number of points in a given time ...
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1answer
66 views
Detecting leading stocks using lag correlation
I am working on a project to find leading stocks in a stock market by using lag correlation.
Say I want to compare 2 stocks, X and Y, and I have the time series of stock prices. Assume that the time ...
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1answer
89 views
LSTM - random and always-different time between data measurements?
I am working with a time series problem where the time between two data measurements is random, and I am trying, without luck, to find an LSTM architecture that can handle this.
A very simplified ...
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0answers
157 views
Calculating variance and standard deviation of continuous time series
I am trying to calculate the variance and standard deviation of an unevenly spaced continuous time series. Example data:
...
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0answers
49 views
How to predict changes in a signal based on other leading signals?
Goal:
classify changes in green series using black series as predictor
more specifically, create classification for when black series increased/decreased and n-seconds after black series moves then ...
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0answers
25 views
Comparing rates of change with unequal and unevenly spaced timepoints
I am trying to compare rates of change in my data and although the units of time are the same, some instances have more/less time points than others and the time points are not uniform. Is there some ...
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1answer
237 views
Time Series Classification with Varying Sampling Frequency
I'm new to signal processing and am wondering how to deal with a time-series classification problem when I have unequally spaced data.
Skimming through recent literature, including The great time ...
4
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0answers
95 views
Tests of stationarity in irregularly (unevenly) spaced time series
I need to do check if my time series data is stationary or not. However, the data is so irregular that cannot be transformed into evenly spaced. Any suggestion?
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0answers
50 views
Recurrence Analysis for unevenly spaced time series
Recurrence Analysis requires even time sampling.
Is there a workaround to apply this technique to unevenly spaced data?
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1answer
560 views
Moving Average for Unevenly Sampled Time Series
If a time series is unevenly spaced, the simple moving average is not the best option to smooth it out (the window will be larger or narrower depending on the time distance of the events within that ...
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0answers
87 views
Extracting intervals out of an unevenly spaced time series
I am having a list of unevenly spaced data points - just occurrences, no values - and want to split them into intervals grouping occurrences, which are close together like so:
Currently I am ...
3
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3answers
284 views
Is it possible to combine two time series with different frequencies for forecasting?
I have two macroeconomic time series with annual GDP growth rates for a given country. One series has annual frequency (year-on-year growth) and historical data from mid 1990s until 2012 (about 20 ...
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0answers
125 views
Changepoint detection in a single unevenly spaced time series
I have a single time series, unevenly spaced. I would like to perform change point detection on it. Does it mean a non-parametric method is needed? Any pointers to which method would be valid? Also, ...
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0answers
482 views
Cross-correlation of periodic time-series with uneven steps
Background
I am seeking to understand the relationship between measured height of certain objects and tides. I have a tide gauge that measures tide height every 2 seconds and a number of other height ...
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0answers
131 views
How to perform analysis of non-stationary and unevenly spaced time series?
It is very easy to apply ACF (autocorrelation function) to time series in order to investigate the similarity between observations as a function of the time lag between them.
However, ACF only works ...
2
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0answers
606 views
Predicting multivariate uneven time series of discrete/categorical data
I have a basic background in stats, DSP, ML etc. but by no means an expert so some of my terminology is going to be rusty. It probably makes the most sense if I simply show you what i wanted to do and ...
4
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0answers
300 views
Comparing unevenly spaced time series
I have multiple sets of time series data. However, the spacing of observation times is not constant within a time series itself, nor is it consistent between different time series.
For example, ...
4
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2answers
305 views
Fourier Transform on varied time data
So... no clue where I should be asking this question but I'm hoping someone here can at least point me in the right direction. I have a time series that I would like to do spectral analysis on but I ...
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1answer
2k views
Variance and autocorrelation with missing and/or unevenly spaced data in time series
This question concerns the general problem of working with data that might have missing and/or unevenly spaced values. Let’s call this real data.
Specifically I am calculating rolling variance and ...
1
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0answers
37 views
ANOVA on unevenly spaced time data
I have a dataset with three treatments (P+, P- and T) and want to test the effect of the treatment on the mortality (continuous variable). Data are unevenly spaced in time. I decided to handel this by ...
4
votes
1answer
436 views
Test autocorrelation in irregularly(unevenly) spaced time series
I have a dataset that includes observations at different time points. There are multiple observations at the same time points and the time points are not evenly spaced.
Now, I would like to test ...
9
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4answers
3k views
Dynamic Time Warping for irregular time series
I have been reading a lot about Dynamic Time Warping (DTW) lately. I am very surprised that there is no literature at all on the application of DTW to irregular time series, or at least I could not ...
1
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0answers
44 views
Signal processing techniques for unevenly spaced and repeated measures series
I am considering using signal processing techniques to find the minimum on a noisy 1D response line. More specifically I have a simulation that requires one parameter, but also includes randomness, ...
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0answers
335 views
What is the best approach for a set of data that is irregular and uneven
I have a dataset with 975 observations from 112 different categories. The timespan of this dataset is 18 years. However, the data is unevenly spaced and even acquired:
While some categories have only ...
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2answers
555 views
Specifying the correlation structure of an unevely spaced time series in GEE with geepack
I have counts of plants from different sites over a number of years. In each census year, all sites were surveyed, but the gaps between census years vary (between 1 and 4 years between consecutive ...
3
votes
1answer
152 views
Interpolation of spectra: uneven sampling to even sampling
I have a spectrum. Specifically, my data is relative intensity $[I_{\tilde{\nu}}]$ versus wavenumbers $[\tilde{\nu}]$. The wavenumbers are equally sampled so that ${d\tilde{\nu}} = c$, where $c$ is ...
2
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0answers
629 views
Outlier detection of an unevenly spaced time series
I found the Rob H answer to this question very interesting and works pretty well. However, I also would like to apply this methodology to an unevenly spaced time series like the following:
...
2
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1answer
1k views
Unevenly sampled data and the Lomb-Scargle method
I managed to estimate the periodogram of unevenly sampled data using the Lomb-Scargle Method. Analyzing the frequency domain it would be interesting to filter out a frequency band and then apply IFFT ...
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1answer
115 views
Need help with converting or analyzing uneven time intervals
I have next to no idea what I'm doing.
I have unevenly sampled poll data over an 11 year time period and a database of events. I wish to show whether or not increases in the number of these events ...
8
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1answer
1k views
Where to start: Unevenly spaced time series, with lots of outliers or randomness
I don't really know what's possible, and would like a pointer in the right direction.
I have measurements of time and position which could be anything from a person walking, a vehicle on a road, or ...
45
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8answers
13k views
Is there any gold standard for modeling irregularly spaced time series?
In field of economics (I think) we have ARIMA and GARCH for regularly spaced time series and Poisson, Hawkes for modeling point processes, so how about attempts for modeling irregularly (unevenly) ...
10
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2answers
2k views
Highly irregular time series
I have data for the population of a number of different fish, sampled over a period of about 5 years, but in a very irregular pattern. Sometimes there are months between samples, sometimes there are ...
5
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1answer
734 views
Data mining algorithm suggestion
I would like to use data mining to try to find a good workout schemes. The input dataset will contain the parameters of a set of workouts with dates and different performance and medical measures. The ...
