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Time series are data observed over time (either in continuous time or at discrete time periods).
0
votes
1
answer
157
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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 | …
1
vote
0
answers
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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 …