Search Results
Search type | Search syntax |
---|---|
Tags | [tag] |
Exact | "words here" |
Author |
user:1234 user:me (yours) |
Score |
score:3 (3+) score:0 (none) |
Answers |
answers:3 (3+) answers:0 (none) isaccepted:yes hasaccepted:no inquestion:1234 |
Views | views:250 |
Code | code:"if (foo != bar)" |
Sections |
title:apples body:"apples oranges" |
URL | url:"*.example.com" |
Saves | in:saves |
Status |
closed:yes duplicate:no migrated:no wiki:no |
Types |
is:question is:answer |
Exclude |
-[tag] -apples |
For more details on advanced search visit our help page |
A distribution is a mathematical description of probabilities or frequencies.
133
votes
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 …
9
votes
Simple method of forecasting number of guests given current and historical data
There are simple methods to use but they are probably profoundly wrong as daily data presents a ton of opportunities . Simply striking daily averages is both simple and useless BUT I guess if there is …
3
votes
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 …
2
votes
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 …
2
votes
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 …
2
votes
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 …
2
votes
Accepted
What regression method should I use?
You say "Then, i tried to find the distribution of Y as plotted below. I found that Weibull distributuon fits this dataset best followed by Gamma second based off AIC/BIC."
I say nonsense "The di …
1
vote
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 …
1
vote
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 …
1
vote
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 …
1
vote
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 …
1
vote
Define prediction interval for a monthly sales pattern
This is accomplished by creating a probability distribution for each step ahead ( each day ) using error re-sampling (bootstrapping) .The k distributions containing l simulations per period ( k being the …
1
vote
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 …
1
vote
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 …
0
votes
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 …