Can we forecast a white noise process?

02 March 2015 4,178 9 View

Forecasting stationary time series?

I am trying to forecast only one step ahead of a stationary time series. I tried auto. Arima available in 'forecast' R package. The results are not good enough. Do you have any idea?

01 February 2015 3,162 10 View

Any reference (paper, journal) for Aroon indicator?

hi all i am looking for any reference (paper/conference/journal) that report use of Aroon indicator introduced by Chande (1995); any help;

10 November 2014 6,198 2 View

Do you know any published study that report that it would be better (for forecasting accuracy) to have ONLY discrete data in Bayesian Network?

hi all, do you know any published study that report that it would be better (for forecasting accuracy) to have ONLY discrete data in Bayesian Network? or, alternatively, continuous data may lead...

08 September 2014 6,421 5 View

Can anyone help me use synthetic data for a mutual information test?

I am working on new research and I need to test my theory using synthetic data composed of approx. 8 variables (1 of them is supposed to be the dependent variable) but ONLY 2 of them have...

03 April 2014 2,111 0 View

What is the appropriate package to use for performing NML using R?

I am trying to apply NML (Normalized Maximum Likelihood) information criterion using R, but I couldn't find the appropriate package.

02 March 2014 8,901 1 View

What is the best "nonlinear information criteria" for a financial time series?

I am working on an optimization algorithm that needs to calculate at each step information criteria between two financial time series. I have tried AICc, BIC, FIC, but I prefer to be able to...

01 February 2014 5,671 1 View

Does anyone have experience with WAIC information criteria using R?

I am trying to write a program in R and I need to calculate WAIC (Watanabe 2013); R packages: MuMIn & AICcmodavg only provide support for (AIC, QAIC, AICc,..) but not WAIC. Any idea?

31 December 2013 7,227 2 View

Computational problem with high dimensional Genetic Programming?

I am currently working on a research where a large number of variables are included in GP function. That is y=f[x(1), x(2), ...,x(i)]; where i>50 and each x(i) is a non-stationary time-series. As...

10 November 2013 1,645 15 View

What is your perception on using visual analysis or quantitative approaches to evaluate data from single-case research designs (n of 1 trials)?

Results of single-case research designs (i.e., n-of-1 trials) are often evaluated by visually inspecting the time-series graph and computing quantitative indices. A question our research team is...

03 March 2021 687 1 View

How to address this issue in the analysis of Real-Time PCR results?

To dear Researchers, I was analyzing a series of concentration for estimation of Real-Time PCR efficiency. The concentration was 1:10. I used MS-excel to evaluate Slope. The result of slope was -8...

01 March 2021 8,683 4 View

How to make a time series imputation benchmark ?

Hello ! In a work, I have to benchmark different algorithms to fill in missing values in time series. I insist on the fact that this is imputation and not forecasting. In my case, I have access...

24 February 2021 7,470 7 View

How to interpolate from a time-series database ?

Hi, I am having trouble with a problem, in the field of Optimal Control and the generation of optimal time-series. Let's consider a system, whose dynamics are represented by dx/dt =...

24 February 2021 9,105 2 View

Can we recognize signs of the "volatility clustering" property of a time series in its time domain plot?

My purpose is to recognize the volatility clustering property without statistical tests such as The Lagrange Multiplier (LM) test.

24 February 2021 4,150 3 View

How can I obtain time series data by country on night-time light (brightness) ?

Hi everyone, Please, how can I obtain time series data by country on night-time light (brightness) ? I've tried, but so far all I can find are maps. I am looking for numerical data, especially in...

24 February 2021 8,625 4 View

I have a time series data of some biochemical studies ( DNA and Chromosomal damage) which I intend to use to further predict into future ?

I have a time series data of some biochemical studies ( DNA and Chromosomal damage) which I intend to use to further predict into future without necessarily conducting the assay for an extended...

23 February 2021 7,842 1 View

How to run repeated measures in mvabund?

I have a dataset of fish species abundances collected from 6 different habitats over the course of 30 years. Fish were collected multiple times per year and environmental variables were recorded...

21 February 2021 3,838 1 View

Can someone help me with this error that I am getting while estimating a VAR model in R?

I am using annual time series data to estimate a VAR model in R. However, when I run the command to find the optimal lag length, I get the following error: Fehler in VARselect(data, lag.max = 10,...

18 February 2021 9,647 3 View

What is recommended and opened real-time or nearly real time geospatial data used in flood risk assessment and regional planning on a detailed scale?

I asked recommended real-time or nearly real-time data source for any parameters for flood risk on a microscale analysis for urban area cases in developing countries that had agglomeration urban...

18 February 2021 2,617 2 View