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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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2
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1answer
2k views

predicting probability distribution for time series

I have time series of several variables. Just in one specific case one variable is linear combination of the rest. I want to predict probability distribution (that is not only best estimate but ...
0
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1answer
71 views

Frequency bin of the positive and negative frequency

I am using this MATLAB tutorial for Frequency-Domain Linear Regression. There is one part of code they provide, where it is necessary to determine the "frequency bin of the positive and negative ...
1
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1answer
2k views

LSTM for capturing multiple patterns

I am trying to use an LSTM to predict daily usage for users. I have data for (say) 90 days of usage for a large number of users. Based on business knowledge (and initial analysis) we know users fall ...
8
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2answers
6k views

DTW (Dynamic Time Warping) requires prior normalization?

I'm trying DTW from mlpy, to check similarity between time series. Should I normalize the series before processing them with DTW? Or is it somewhat tolerant and I can use the series as they are? All ...
2
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2answers
1k views

Series prediction for any given time

I have a time series of data points. Then I am given a future timestamp and I have to predict the value for the data point. For simplicity, you can assume that the timestamp is bounded i.e. for e.g. ...
4
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2answers
232 views

What is a better approach for cross-validation with time-related predictors

I was a given a data set with different predictors about a store and the idea is to forecast the number of daily shoppers. The predictors are the weekday, time of the day (morning, afternoon, evening),...
0
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1answer
274 views

Autoregressive (AR) models constants - Time Series Analysis

I'm currently struggling with different Model like AR or MA. If AR(1) is expressed as: $y_t = \beta + \beta_t \times y_{t-1} + \epsilon_t $ How do I know what the $\beta$ 's would be? What are the ...
2
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1answer
141 views

Different models for different time durations of a day

I have hourly temperature and power consumption data of several days of a month. The pattern is almost similar across days like this: Using this data I want to predict the usage of a coming day. I ...
2
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2answers
138 views

How can I detect events on fuel tank

Hi guys. I'm not a data analyst and I need some direction in this. I'm looking for a way to know the events of the fuel during a range of time, could be a day or a month, etc. If the consumption was ...
17
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1answer
82k views

Convert a pandas column of int to timestamp datatype

I have a dataframe that among other things, contains a column of the number of milliseconds passed since 1970-1-1. I need to convert this column of ints to timestamp data, so I can then ultimately ...
2
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1answer
131 views

How to interpolate and check correlation of two time series with differing cardinality

I want to check how correlated two time series are, but they don't have the same cardinality. They have different number of data points because the timestamps the data are collected are different. ...
0
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2answers
3k views

Can HMM be used as a binary classifier?

I have some time-series data, which I need to use to predict a binary label for a given time-stamp. I was initially doing it using a Logistic Regression Model but I later figured that a time-series ...
3
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2answers
1k views

What are some good sources to learn fraud/anomaly detection in normal/time-series data?

I would like to know more on fraud/anomaly detection. I am looking for good source or survey article/book etc out there which will give me some preliminary idea of the area. Any suggestion is ...
2
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0answers
1k views

How does Elastic's Prelert (formerly Splunk Anomaly Detective App) work?

Background: In recent months, Elastic has purchased Prelert and will actively incorporate it into the Elastic stack (and also discontinue the Splunk Anomaly Detective App!). I am trying to understand ...
3
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1answer
4k views

Anomaly Detection In Univariate Time Series Data Using ARIMA In Python With Updating

I have trained an ARIMA model on some 15 minute incremented time series data by using the statsmodels library. I would like to determine how anomalous the next 15 minute increment's data I observe is. ...
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0answers
72 views

Econometrics Thesis methodology Suggestions?

I just picked my topic for my econometrics course thesis. I decided to create an algorithm that forecasts NBA players' performance. My inspiration is Silver Nate's PECOTA and CARMELO algorithms, but I ...
6
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1answer
5k views

How to use survival analysis for predictive maintenance for time series data?

So, I have a dataset with daily operating conditions for different machines and a flag saying if it failed or not. Here is a snapshot of the data. How can I use survival analysis or any other ...
1
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1answer
198 views

Uncertainty calculation through integration and correct analysis methodology

In the following text, uncertainty refers to standard deviation. My methodology and notation was based mainly on the book "A Student's Guide to Data and Error Analysis" by H.J.C. Berendsen." ...
-1
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1answer
35 views

Predicting continuous event based on on time reports about this event

There is continuous event, for example someone is inside the room. He can walk in once a day for 10 hours, or 10 times a day for 30 min. About this event, we get one time reports. There is always ...
2
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2answers
271 views

ARIMA(X) Validation

I'm in the process of developing a new spark-based ARIMA(X) tool, and have reached the point where I need to know whether my coefficient estimates and forecasts are sensible. I can compare my results ...
1
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2answers
89 views

Predictive Modeling of Multiple Items

I have a dataset of Social Media Post and want to predict the number of "thumbs up" it will receive over time. ...
6
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2answers
2k views

Recurring events - finding in a time series

I have an event dataset from which I would like to detect recurring events (i.e: weekly, bi-weekly, monthly). The dataset contains: Timestamp (date) Event type which can get any value (e.g: ...
0
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1answer
161 views

forecast monthly shipment (time series) for 300 products individually in R

I can build ARIMA model with regressor to forecast monthly shipment for one product. but I have 300 products and each of them needs a monthly forecast. my question is, instead of building 300 ...
0
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1answer
3k views

Error while using decompose and stl functions in R

I am new to time series analysis and I am trying out some codes seen in some tutorials. I am using stock prices as the time series data. ...
0
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1answer
305 views

arima analysis after clustering time series

I have a database of multivariate time series that I want to cluster in order to find natural grouping of features. I am thinking of taking each cluster points and perform an ARIMA analysis on its ...
1
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1answer
70 views

How can you determine the growth rate you need to achieve a certain customer base?

Say you have 12 K active customers every month in your platform in August 2016, how can you determine at what rate do you need to grow every month to achieve a certain total (say, 1.5 million) by next ...
2
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1answer
2k views

Identifying Waveform Segments Using Training Waveforms

Problem : There are several events (eventA, eventB,....) represented by waveforms. For each event there are several csv files (eventA1.csv, eventA2.csv,...eventAn.csv) having the points(x,y) from ...
0
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1answer
1k views

Exogenous Variables in Time Series Models

I found that in the forecast package in R that I can easily incorporate an exogenous variable Y in my ARIMA model meant to forecast X. While I have a general ...
4
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1answer
484 views

If a time series has random time events, how to detect patterns?

My app receives messages with a random number of bits at a random time. But two weeks ago I started to notice some almost regular patterns on the metrics of my app. I suspect they are some bots ...
4
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2answers
2k views

Neural Network Timeseries Modeling with Predictor Variables

Many have shown the effectiveness of using neural networks for modeling time series data, and described the transformations required and limitations of such an approach. R's ...
2
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0answers
124 views

Good Libraries or Software for Temporal Bayesian Network Structure Learning?

I would like to infer structures of BNs with edges within and between time slices by using data. I tried libpgm (http://pythonhosted.org/libpgm/) and found that 2TBN is ideal for my purpose, but ...
0
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1answer
8k views

What is the correct way to apply KNN to a time-series using a rolling window?

I have a time-series. The index is weekly dates and the values are a certain indicator that I made. I think I understand how to apply KNN in this situation but I'm not sure how exactly to do it. ...
2
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0answers
234 views

Real-time classification of audio - thousands of classes

There is a need to classify an audio stream in real-time - using one from thousands of the defined classes. Up to 5000 classes potentially. What's the best machine learning algorithm for this task? ...
4
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1answer
313 views

Methods for Determining Possible Causation Between Two Time Series

I'll set this question up as a simplified example: We hypothesize that there is a causal relationship between average gasoline prices and road traffic in a particular city. The data cover the same ...
0
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1answer
881 views

GE Predix's machine learning (anomaly detection) capabilities

Background: I am investigating time-series anomaly detection for industrial machine data, and have stumbled upon GE Predix. It seems like a promising tool, however, I am not familiar with their ...
1
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1answer
1k views

Feature Extraction - calculate slope

Having a bit of a mind-blank at the moment and am looking for some advice. I am extracting features from time series data for input into a classification algorithm, for example I'm extracting ...
5
votes
1answer
285 views

Multivariate - Time series data pattern changes

New to R. In my example, my customers have restricted allocation of budget for Milk. I have more than 5 brands of milk in my store. Here my objective is how I know my customer is shifting from one ...
3
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1answer
620 views

Deep Learning for Time series

Deep Learning is an excellent model for classification problem such as image recognition or object detection. Can we use deep learning for regression problems - Time Series prediction ? So if it can, ...
2
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1answer
180 views

Finding a proper method for an online driving style classification using acceleration data

I am using a smartphone in my car to gather acceleration data (both longitudinal and lateral). Now, I want to classify my data in real-time based on the acceleration force applied through accelerating,...
1
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0answers
364 views

How do I find the correct decay rate when the data are not helping?

If I am making nonsense, I beg some mercy. I am only 17 and is not exactly a college freshmen. In Nate's Silvers methodology of predicting election result, he explained that each survey has a decay ...
0
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1answer
426 views

Time-stamp for linear model

How can we extract information from time-stamp variable for modelling? I have a variable with format mm-dd-yyyy hh:mm:ss I want to predict an outcome variable using time-stamp as input variable. I do ...
2
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1answer
474 views

Find outliers in time-series data

I want to find outliers in power consumption in real-time, at hourly rate, i.e., at the end of the hour, I should say whether power consumption in current hour was outlier/anomalous or not. Approach: ...
1
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0answers
55 views

Forecasting daily usage of a prouct

Lets say that you have panel data, of daily consumption of product p1 of 10000 individuals. The panel data is on a daily basis for only one month, this means that $t=1,...,30$. The question is how do ...
4
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4answers
3k views

One-class classifier for time series data classification

My problem is different from the common time series data problem. What I need to do is check if future time series data is in accord with previous time series data I already consider to be correct. ...
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0answers
344 views

Visualization: Changing group memberships over time

I am looking for an interactive visualization. I have store classification based on their sales (sales buckets) for multiple quarters. I want to visualize The size of each bucket for every quarter ...
0
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1answer
854 views

Compute Baseline/Representative of Time-Series Data

I have time-series data of 10-days for the same time interval as shown in below figure. Here it shows one-hour power consumption for 10 days. Data is sampled at 10 minutes rate. I need to show this ...
3
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3answers
2k views

Predicting next action to take to reach a final state

Does anyone know of an algorithm that could be used to determine the next action to take to reach a desired state when trained on time-series data? For example, a robot starts at a certain state, ...
6
votes
1answer
251 views

Estimating the battery capacity using current power consumption and battery percentage

I want to estimate the current maximum capacity (in kWh) having the current power consumption (in kWh) and the state of charge of the battery (in %) available in a time series. I do not have a full ...
2
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0answers
594 views

Is there any ability to use two ore more inputs for Elman recurrent neural network?

I have a problem with using neurolab python library: I'm trying to predict some time-series with help of Elman recurrent neural network: ...
-1
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1answer
498 views

Time series_Calculation of monthly rolling average

How do we calculate monthly rolling average? I have monthly 2 years of data . I know that if it is 2 months rolling average ,we need to take the average of every 2 months . But since I need monthly ...