# Questions tagged [time-series]

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

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### 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 ...
842 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 ...
281 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 ...
1k views

### How do you compare term counts between two different periods, with different underlying corpus sizes, without bias?

I'll set the question up with an example. You are analysing news coverage text data from 2014, and find that a term appears less often in the third quarter of 2014 than the final quarter (let's ...
114 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

### 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 ...
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 ...
766 views

### training neural net with multiple sets of time-series data

I have the following data ($x^1_i$, $y^1_i$) for $i=1,2,...N_1$ ($x^2_i$, $y^2_i$) for $i=1,2,...N_2$ ... ($x^m_i$, $y^m_i$) for $i=1,2,...N_m$ Is it possible to train a neural net to produce ...
821 views

### Quasi-categorical variables - any ideas?

Let's say I'm trying to predict a person's electricity consumption, using the time of day as a predictor (hours 00-23), and further assume I have a hefty but finite amount of historical measurements. ...
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 ...
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 ...
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 ...
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 - ...
10k views

### How to deal with time series which change in seasonality or other patterns?

Background I'm working on a time series data set of energy meter readings. The length of the series varies by meter - for some I have several years, others only a few months, etc. Many display ...
704 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 ...
4k views

### Modelling Unevenly Spaced Time Series

I have a continuous variable, sampled over a period of a year at irregular intervals. Some days have more than one observation per hour, while other periods have nothing for days. This makes it ...
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 ...
59k views

### Machine learning - features engineering from date/time data

What are the common/best practices to handle time data for machine learning application? For example, if in data set there is a column with timestamp of event, such as "2014-05-05", how you can ...
1k views

### Energy consumption time series forcasting

Is there a good java library for doing time series energy consumption forecasting based on weather data and other variables?
161 views

### How to do this complicated data extrapolation, prediction modeling?

I have some very complicated data about some movie sales online, first for each data entry, I have a key which is a combination of five keys, which are territory, day, etc, and then, for each key I ...
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 ...
12k views

### How to classify and cluster this time series data [duplicate]

I have post already the question few months ago about my project that I'm starting to work on. This post can be see here: Human activity recognition using smartphone data set problem Now, I know ...
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 ...
477 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, ...
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 ...
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 ...
489 views

### Multiple seasonality with ARIMA?

I know that ARIMA can't detect multiple seasonality, but it is possible to use fourier functions to add a second seasonality. I need to forecast gas consumption composed by a daily, weekly (week days-...
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 ...
376 views

### Given time series data, how to model the frequency of someone changes his job?

I am given a time series data vector (ordered by months and years),which contains only 0s and 1s. ...
171 views

### Linearly increasing data with manual reset

I have a linearly increasing time series dataset of a sensor, with value ranges between 50 and 150. I've implemented a Simple Linear Regression algorithm to fit a regression line on such data, and I'm ...
4k views

### Feature Extraction Technique - Summarizing a Sequence of Data

I often am building a model (classification or regression) where I have some predictor variables that are sequences and I have been trying to find technique recommendations for summarizing them in the ...