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Time series are data observed over time (either in continuous time or at discrete time periods).

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1 answer
157 views

DTW find the warped sequences

I have these 2 sequences: s1 = [1, 2, 3, 5, 5, 5, 6] s2 = [1, 1, 2, 2, 3, 5] And have calculated the DTW matrix as: +------+------+------+------+------+------+------+------+ | | 0 | 1 | …
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1 vote
0 answers
47 views

Guessing ARMA order just from the plot

I have this two plots, each one contains two realisations (orange/blue) of the same $ARMA(pi, qi)$ model. All orange instances share the same noise sequence $e_i$, and so do all the blue ones. I do …
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