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A distribution is a mathematical description of probabilities or frequencies.
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Distribution of sales to generate numbers from that distribution
Capturing seasonality in multiple regression for daily data would be a good place to start. Essentially when you form a predictive model you can forecast/simulate future periods. The simulation is bas …
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How to find a fitted statistical model to a series of data?
I this is time series Histograms provide little or no information/clues as to the underlying model. The answer to your questions is fairly simple of this is time series data , fit an ARIMA model takin …
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Prediction problem by learning a distribution
If you have the data then you can compute a histogram approximating the probability density function (pdf) also known as a frequency distribution . Drawing random numbers from this pdf will not genera …
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How to determine if distribution in timeseries has shifted?
I used the data in http://pymc-devs.github.com/pymc/tutorial.html#an-example-statistical-model . It has 111 years of data . An appropriate model detects a Level Shift at 1887 . A level shift is one ki …
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How to find the closest distribution of a given data?
In the spirit of the sage comment by BB "However, the arrival rate may vary (e.g. by day of the week, time of day, and so on.)" , I suggest that you present the data for the 22hours in terms of 22x60 …
3
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Differencing an i.i.d. time series
It is a little late ..... but , review the Slutsky Effect where a linear (weighted ) combinations of i.i.d. values leads to a series with auto-correlative structure. This is why assuming any filter pi …
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Yearly Aggregated Loss Distribution (operational risk)
We have seen this question ( or one like this ) before . It involves using daily data to compute aggregated forecasts yielding the probability of making a goal. Look at Predict number of users for a d …
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Finding distribution of real world data set for prediction
Was it 17 consecutive days that data was not collected ? I no then I would linearly interpolate (while holding my breath !) to get estimates of these 17 missing values. I would then identify a useful …
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Accepted
How do I detect the number of distributions in a set of data?
I have successsfully detected a Level Shift in series like this using Tsay's procedures http://www.unc.edu/~jbhill/tsay.pdf. His procedures although initially directed to time series are general enoug …
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Is is possible to fit discrete data to a continuous distribution, and use this to simulate d...
My answer/comments here (way too long for a SE comment ) don't and are not meant to respond to the particular question BUT as BACON once opined "To ask the proper question is half of knowing" . I am s …
133
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Accepted
When (and why) should you take the log of a distribution (of numbers)?
If you assume a model form that is non-linear but can be transformed to a linear model such as $\log Y = \beta_0 + \beta_1t$ then one would be justified in taking logarithms of $Y$ to meet the specifi …
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Accepted
Best approach for time series
SARIMA model https://autobox.com/pdfs/SARMAX.pdf identification is the answer following the ITERATIVE process here https://autobox.com/pdfs/ARIMA%20FLOW%20CHART.pdf . I strongly suggest that you consi …
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Time series data distribution forecast?
You are observing transactions of people becoming registered users. These transactions can be bucketed /grouped into time intervals or time buckets. Develop either a causative model or a mwmory +fixed …
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Detecting Bimodal Distribution
I have often used a scheme (Intervention Detection) even though it is not time series data to determine the presence of "an intercept change" or a change in the mean value. An intercept change is esse …
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How to measure the magnitude of a change in distribution across time
For each category ; for each person .... develop a robust ARIMA model for their annual absolute spending incorporating unknown deterministic structure (pulses/level shifts/local time trends) . Now ass …