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# Questions tagged [time-series]

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

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88 views

### Trend Decline Graph Normalization

I am working on a project that should predict Alarm based on the input data. I am trying to use a supervised learning algorithm. But I do not have the exact target value based on the input for feeding ...
739 views

### ARIMAX v. ARX Time Series Modeling

I need to build a time series model with explanatory variables, and ARIMAX seems to be the one that comes up most frequently in practice, based on my survey of related work. I know ARX solves a ...
211 views

### Machine learning on data with only time stamps

I'm working on trying to predict physical traffic volume over a network of intersections. The data I have is sorted per intersection and consists of the time (in sec after epoch) they passed and the ...
256 views

### Time series data: How I measure influence of new product sales on existing product sales (statistically)?

Here my goal is… Find Product 5 (New Product) is really influencing other product sales (product 1 to 4) or not? If it is influencing other product sales, how much? New to R and tried several ...
58 views

### local regression with streaming data

From a data stream i'm receiving a pair of measurements consisting of a current consumption and a current percentage every second. By accumulating the consumption over time it will represent ...
72 views

### What are standard ways to normalize lengths for multiple time series?

An example of some time series input I have in mind. Suppose I have multiple users working on a 20-minute search task, using a commercial search engine like Google, Yahoo, or Bing. It's the same task, ...
114 views

### Interpretation of level, trend and seasonal indices in holt winters exponential smoothing

I am trying to learn Holt Winters exponential smoothing. In the algorithm there are three indices involved (level, trend, seasonality) while forecasting. My questions: ...
613 views

### Trajectory data mining and pattern recognition using ORB-SLAM and KNN-DTW

I've started working on a project about the trajectory data mining from videos - for example: snowboarding video from GoPro action camera. This is the continuation of my previous experiment (MotionML)...
3k views

### ARIMAX with spark-timeseries

Cloudera recently added the spark-time series library to github. According to the user docs, it definitely can fit autoregressive integrated moving average (ARIMA) models, but I see no mention of ...
97 views

### Please list some well tested api's for arima model

I am looking for a good python api for timeseries models such as ARIMA. Please list some well tested apis and few more advance models possible for financial time-series analysis.
67 views

### What's the most robust way to predict the value of some noisy time series data?

I have some time series data (time, value) such as: ...
851 views

### Statistical distances for time series of distributions

I am interested in clustering $N$ time series of $T$ 'values' each. These values are distributions (which can be represented by their cumulative distribution functions (cdf), or their probability ...
107 views

### How to predict the duration of burst given several series

I've got sets of time series data collected from Weibo. It contains the number of posts under certain topics over a year. It can be found that from time to time there're bursts of discussion on ...
112 views

### How to determine window size for modeling user behavior

I am working in mining time series data for modeling user behavior. I collected the data from 37 smartphone users during 42 days(6 weeks). I want to use data during 3 weeks as model and the remaining ...
242 views

### What are the features to distinguish two short term signals (time series)

Imagine that I have a set of short term time series data (signals) with different shapes and parameters. I would like to extract/select a set of features (parameters/functions/indeces) to identify ...
978 views

### remove seasonality from weekly time series data

I need to decompose a series to remove seasonality. The series has 2 columns date and volume. This is what my time series object looks like: ...
482 views

### Looking for algebras designed to transform time series

I am looking for information on (formal) algebraic systems that can be used to transform time-series - in either a practical or academic context. I hope that there exists (at least one) small, ...
324 views

### R: Comparing dissimilarity between metabolic models with discrete wavelet transformation

I’m working on comparing bacteria metabolic models. Each model has a set of metabolites (around 2000) and their concentration for 200 time points. I’m in the process of comparing the models to cluster ...
152 views

### Different estimation methods of Time series model

This question might be a huge topic, but let's talk about the simple case, say AR (auto-regressive) model. Usually people have various methods of estimating the AR model, like Burgs algorithm, Yule ...
2k views

### Normalized Euclidean Distance versus cross correlation?

Normalized Euclidean Distance and Normalized Cross - Correlation can both be used as a metric of distance between vectors. What is the difference between these metrics? It seems to me that they ...
1k views

### Why should I care about seasonal data when I forecast?

I have a timeseries with hourly gas consumption. I want to use ARMA/ARIMA to forecast the consumption on the next hour, basing on the previous. Why should I analyze/find the seasonality (with Seasonal ...
120 views

### Techniques for dealing with unevenly spaced time series data that have missing time-stamps?

What are the techniques to infer missing time-stamps in the unevenly spaced time series data that has missing time-stamps? The frequency of data recording is about 1-3 times a day without any fixed ...
3k views

### Choosing a window size for DTW

I have time series data from mobile sensors for different motions such as walking, pushups, dumbellifts, rowing and so on. All these motions have different length of time series. For classifying them ...
115 views

### Finding frequencies in a noisy, “uneven” dataset

I'm working on a problem where frequency analysis applies (decomposition of a signal into frequencies, that is), but it's noisy and the samples are unevenly spaced. Specifically: given a list of ...
1k views

### Forecasting Foreign Exchange with Neural Network - Lag in Prediction

I have a question regarding the use of neural network. I am currently working with R (neuralnet package) and I am facing the following issue. My testing and validation set are always late with respect ...
2k views

### Time series change rate calculations for displaying trend line chart

I'm struggling to find a solution to produce a line chart which shows a trend from a Time Series metric. I try to make my line chart look similar to the following: Basically, I want to make use of ...
168 views

### Time series: variations as a feature

I am trying to predict clients comportement from market rates. The value of the products depends on the actual rate but this is not enough. The comportement of the client also depends on their ...
2k views

### Finding unpredictability or uncertainty in a time series

I am interested in finding a statistic that tracks the unpredictability of a time series. For simplicity sake, assume that each value in the time series is either 1 or 0. So for example, the following ...
11k views

### How to merge monthly, daily and weekly data?

Google Trends returns weekly data so I have to find a way to merge them with my daily/monthly data. What I have done so far is to break each serie into daily data, for exemple: from: 2013-03-03 - ...
1k views

### Time series prediction

I am trying to predict a time serie from another one. My approach is based on a moving windows. I predict the output value of the serie from the following features: the previous value and the 6 past ...
706 views

### Error analysis for better accuracy

I have historic error of time series. I want to analyze error series to improve forecast series. Are there any methods to do this?
74 views

### Relation mining of multivariant categorical timeseries without excluding the temporal nature

To all: I have been wracking my brain at this for a while and thought maybe someone here would know of a package or algorithm to handle the following: I have nominal multivariant timeseries that ...
102 views

### How to find a model for a short discrete time-series?

I'm examining the activity of customers over the years which have about one event per year. This results is many short time-series for which I found the distributions (hit/miss over 4 years sorted by ...
49 views

### Discovering dis-associations between periods of time-series

I'm interested in discovering some kind of dis-associations between the periods of a time series based on its data, e.g., find some (unknown number of) periods where the data is not similar with the ...
46 views

### Modeling Pipeline Budget

I have been tasked with creating a pipeline chart with the live data and the budgeted numbers. I know what probability of each phase of reaching the next. The problem is I have no Idea what to do ...