Questions tagged [unevenly-spaced-time-series]

Time series sampled or measured at unevenly (or irregular) distributed time points.

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16 views

Dataframe to time series [on hold]

I am new to ML/timeseries so not sure if this question is very basic. Have the following dataframe: week 1,1,1,1,,2,2,2,2,2,2,2,2,3,3,3,3,4,4...(1 - 145 weeks) numOrder 120,110,100..... There is ...
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Handling non-uniform frequency data

I have some medical data (heart rates) at non-uniform intervals (usually readings every few min at the start of the study and several readings a minute toward the end). The timing and when the change ...
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12 views

Vector Time Series: Capturing Systematic and Nonsystematic Patterns in Multiple Datasets | Financial Option Data

How does time series work with multiple time series data sets on the same index? For example, suppose I were a utilities company. Suppose I have the electricity usage of two homes, each indexed for ...
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Standardize Time Series Intervals in R

I have a time series that has data taken at irregular time intervals, and I would like to standardize the time intervals so that I can perform analysis such as detrended fluctuation analysis (which ...
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30 views

Notation for unevenly-spaced to evenly-spaced time series conversion

I have an unevenly-spaced time series. To make it evenly-spaced, I resample the time series to a larger timespan (e.g. day) and sum up all values within this time frame. In Python (and pandas) it is ...
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12 views

How to select features for predictive model from temporal dataset with irregular measurements?

I have a series of measurements taken of water pollution on a roughly weekly basis at different locations. In total there is a measurement every 3 days at a different location. I have series of ...
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1answer
36 views

How to deal with unevenly spaced time data in time series linear regression

I have a dataset that has a number of instances that look like the following: ...
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10 views

Practical handling of Dynamic Time Warping for time-series with unequal sampling frequency (irregular time series)

Hi all and thank you for taking time to read this. When I read the general literature about dynamical time warping (and the vignette for the $\texttt{R}$ package $\texttt{dtw}$), the time series seem ...
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17 views

Representing Multiple Variables Measured at Multiple Independent Times

I'm attempting to find a good storage/data representation in "R" for a data set with a large number of variables, each of which is measured independently for a number of years but at irregular ...
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1answer
22 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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17 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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14 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
40 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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10 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
57 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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39 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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41 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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22 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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134 views

Binary target prediction using LSTM with sparse events in time

I have a data of patients that have multiple events happening in there medical history, I'd like to predict a target of having a specific targeted-event in the next 30 days. The data is timestamped ...
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1answer
84 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
73 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
145 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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45 views

Example of dataset where the data collected at time-points $g(t_1), g(t_2), \ldots$

What would be some practical scenarios where we collect data at time-points $g(t_1), \ldots, g(t_n)$, where $g$ is an increasing function? For example, $g(t) = \exp(t)$ or $\ln t$. To be more clear, ...
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287 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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25 views

How to measure statistical significance of a non-binary-position trading strategy for an irregular time series?

What are the different ways to identify/measure whether a trade strategy is statistically significant? Specifically I have an irregular time series of individual trades between: other buyers and ...
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195 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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2answers
61 views

Forecast sales and then ungroupto find individual sales

I am trying to solve a problem for a brewery: A brewery has 50 beer types in total out of which only 8 to 10 beers are available on tap for a single day i.e only 8 to 10 beers will be sold on any ...
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1answer
219 views

Dealing with missing data in Time Series or non-constant time intervals for forecasting in R (ARIMA, Holt Winters, Theta)

I have a time series of sensor data from a machine. This machine is sometimes moved and thus there are big chunks of missing data, here is a plot of the data points: My goal is to try to start ...
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38 views

Machine Learning on Sequential Data Reperesenting Events

Would you please recommend which model should I use for modeling user activity observing certain events that happen to them in time. I want to make sense of the history of events (just a presence of ...
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2answers
829 views

How to find out if two time series correlated? they are of not equal length and with unknown delay between cause and effect, irregular log time?

Writing the whole problem, to avoid asking a question when in reality I needed an answer to a whole different question, and just didn't know how to ask. I have a lot of data about my daily life and I ...
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219 views

Forecasting with ARIMA models and sensor data in R

I'm trying to apply ARIMA models to sensor data and would be thankful if anyone could answer my questions. I should add that I have very little experience with time series (trying to change that). ...
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28 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
313 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 ...
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109 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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263 views

R- How to find the trend of irregular time series?

I'm working on marine fish ecological data, on an irregular time scale with data only for 1993,1994,2006,2007,2009,2014,2016 and 2017. For each year, I have computed several taxonomic and functionnal ...
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24 views

How to model continuous time discrete event rate

I have data consisting of irregular event times and at each event there is either a binary positive or negative result (with approximate probability of a negative result ~5%). The aim is to assess ...
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34 views

What are the differences between two different EWMA estimator?

Someone just showed me a different way of recursively estimating EWMA based on the exponential sum. The estimator has two different recursions: one for the sum and another for the weight. $$ \alpha=e^...
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1answer
53 views

Bayesian Information Criterion - Non-physical model selection

Following the work of Bai & Perron (1998) and others in detecting structural changes in time series, I am trying to select the breakpoints by using the Bayesian Information Criterion. Basically, ...
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3k views

RNN for irregular time intervals?

RNNs are remarkably good for capturing the time-dependence of sequential data. However, what happens when the sequence elements aren't equally spaced in time? E.g., the first input to the LSTM cell ...
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52 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
123 views

Statistical trend for ordinal data

I have an medical test which has been repeatedly administered to patients over time that I would like to analyze. The tests results are ordinal (Neg, Scanty, 1, 2, and 3). The testing schedule was ...
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1answer
703 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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23 views

What are some ways of modelling usage of a resource?

Currently working on modelling the number of people in a local gym. The gym has kept immaculate data on how many people are in the gym for the past year or so. They would like to make predictions of ...
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71 views

Average data series using interpolation due to irregular intervals

I am planning to average driving routes (more specifically a 1-dimensional deviation of a optimal route) relative to the distance travelled. My problem is that I have this data sampled in (constant-...
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112 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 ...
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3answers
372 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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1answer
89 views

Tests for comparing periodicity

I have a time series question that is probably answered by these posts (1, 2) but perhaps I'm not thinking about it in the right way. I have 3 time series: $A$, $B$, and $C$. The three time series ...
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142 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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76 views

How to show “not a number” on a line plot?

I have a line plot and occasionally there are NaNs that appear in the Y-axis. If I put them as zero then people will confuse that for actual zeros. If I remove them from the dataset, the ...
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96 views

How to model and generate forecasts for time series with missing observations? [duplicate]

I am trying to model some historical variables which are discontinuous. I am working with monthly observations so I have 12 observations per year. However, there are cases in which, for example, I ...