Questions tagged [time-series]
Time series are data observed over time (either in continuous time or at discrete time periods).
14,503 questions
6 votes
1 answer
67 views
How can I evaluate a time‑series forecasting model when I must train on the entire small dataset?
I’m building a Python forecasting pipeline that tries several models: Holt‑Winters (tuned with Optuna) ARIMA (via pmdarima.auto_arima) XGBoost (tuned with Optuna) ...
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0 votes
0 answers
23 views
Modeling recurring monthly transactions with weekend-shift effects: DBSCAN vs rule-based temporal detection?
I have 3 months of categorized bank transaction data and need to identify recurring cash inflows and outflows for lending risk modeling. Complications: 1. Income dates shift earlier when payday falls ...
1 vote
0 answers
26 views
Intercept in a detrended time series regression
I have been reading on running regressions on a time series. In the section for using detrended data (running regression of explanatory and explained variables on time alone first, and then regressing ...
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0 votes
0 answers
29 views
Is statistical analysis possible on simple phosphatase assay? [closed]
For a uni course I have to write a report on an experiment I did that boils down to comparing enzyme activity. I'd like to be able to say one protein has a significantly higher activity than the other....
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2 votes
0 answers
26 views
Stationary and non-stationary data
I have a time series data, where 3 of 5 variables are non-stationary and 2 of them are stationary. I differenced the non-stationary variables to create a stationary data series, then tried to build an ...
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7 votes
2 answers
336 views
Use of differential equations in statistical modelling
Consider a situation where there are multiple subjects and each subject has multiple measurements (response, covariates) over time. The goal is to identify a statistical regression model which allows ...
user499545
0 votes
0 answers
31 views
Direct comparison of correlation coefficient R
I am a CS undergrad with some basic stats courses under my belt. I am now taking a time series course, which thus far seems to just apply the same statistical concepts to time-related data, which ...
1 vote
0 answers
24 views
Designing a demand forecasting model with a dynamic daily update and a final horizon prediction — best practices to avoid leakage?
I am working on a demand forecasting problem for ferry vehicle capacity. For each voyage, I have daily snapshots of the cumulative reservations from the opening date until departure day. So each ...
2 votes
0 answers
37 views
How to estimate covariance matrix for stocks with different lengths of data
Suppose I have 10 stocks, for which i have 10 year data for 9 stocks and 5 year data for 1 stock. How should I proceed with the covariance estimation? I am asking this question because if we proceed ...
1 vote
0 answers
49 views
What is the best statistical approach to forecast cash flow from run-off debt vintages with a growing balance?
community. I'm facing a modeling problem for cash flow forecasting and would like to know what the most robust mathematical/statistical approach is to solve it. The Problem: Debt Recovery Forecasting ...
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2 votes
1 answer
34 views
Questions about cointegration when the time series is I(2)
I’m trying to identify which time series variables influence my target time series . I have around 500 time series in total. So far, I’ve done unit root tests and analyzed cross-correlation functions. ...
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0 votes
0 answers
27 views
Estimating transition rate with HMM from asymmetric data
I set up a simulation of a simple HMM model with two hidden states (0 and 1) and two Gaussian observations (their distribution is known and seen here). My idea is to generate a sequence of 1s, with ...
0 votes
0 answers
39 views
What effect does scaling the data have on an ARMA-GARCH model?
I am playing around with ARMA-GARCH models using log returns which are naturally on the scale $10^{-4}$ up to $10^{-2}$. Due to the potentially small variances, I thought it would be a good idea to ...
- 675
0 votes
0 answers
18 views
Temporal autocorrelation when my observations are pairwise comparisons between timesteps?
I have a timeseries of species abundances (continuous variable). I calculated the dissimilarity (Bray Curtis coefficient) between all time steps, and now I want to model this dissimilarities against ...
2 votes
1 answer
46 views
Pattern analysis for time between events data
I am trying to subset data based on a pattern of "strings" or clusters of food deliveries to young that I see in my data (see plots labeled 2, 4, 5, 6, and 8 in the figure below for the most ...
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