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

0
votes
2answers
I was just wondering if there was a way to compare multiple time series and try and find similarities between them. The time series depict the daily inventory of some stock held by an investor. A bit …
asked May 10 '17 by ThePlowKing
1
vote
1answer
I want to measure the relationship between pairs of time series over different time periods. I've been looking into correlation of time series and it seems to me that there isn't much point in finding …
asked May 8 '17 by ThePlowKing
1
vote
1answer
I'm having a bit of difficulty estimating parameters in DLM in R and I was wondering if I could get a bit of help with it. I have a system of equations given as: $p_{t} = m_{t} + s_{t}$ $m_{t} = m_{ …
asked Oct 11 '18 by ThePlowKing
2
votes
1answer
I was just wondering when it is appropriate to use particular time series trend removal methods, specifically first differences and link relatives methods. I have two time series as given here: I …
asked May 13 '17 by ThePlowKing