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Questions related to Time Series
Consider a lot number of objects each with a time series history. these objects could be clustered to groups based on their history information similariry. In each group of similar objects, the...
30 March 2021 1,924 6 View
I want to fit a SARIMA model on a time series, daily sampled. The time series has a 7 days seasonality and, over a moving 7 days window, the variance increases with the mean. With a...
28 March 2021 6,460 5 View
how to learn and estimate VAR (1) GARCH (1,1) model proposed by Ling and McAleer (2003), in any suitable software. please guide...THANKS
25 March 2021 6,369 9 View
Some empirical studies using Panel Quantile Regression have tested stationarity, and some have not. Is it necessary to generate unit root tests? And if the variables are I(1), should quantile...
20 March 2021 872 10 View
I am used to using MAPE, RMSE, MSE, AIC, BIC, AICc to select the best model for a given time series data. what measures of accuracy is precise for selecting the best method (best model for...
17 March 2021 948 4 View
Hi, I have a simple question maybe it seems to be a stupid question so please ignore it as a beginner functional data analysis. My question is that can we use the dynamic functional components for...
17 March 2021 8,281 3 View
I am trying to find the Gauss code for the Harvey et al. (2007) test and Harvey and Leybourne (2007) tests to detetect linearity or nonlinearity. Does anyone know where to find the corresponding...
17 March 2021 9,260 7 View
I am working on an advanced version of the Real Business Cycle theory, RBC, and I want to compare my results with the ones of traditional RBC. So that I need the following time series already...
16 March 2021 3,863 2 View
Hello, Unlike RNN and LSTM transfer the input of time series to a "state" when evaluation, TCN still takes in "time series". Therefore, TCN needs more memory when evaluation. And also unlike...
15 March 2021 7,297 3 View
My purpose is to recognize the volatility clustering property without statistical tests such as The Lagrange Multiplier (LM) test.
25 February 2021 4,403 3 View
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 =...
25 February 2021 9,378 2 View
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...
25 February 2021 7,705 7 View
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...
25 February 2021 8,859 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 without necessarily conducting the assay for an extended...
24 February 2021 8,029 1 View
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...
22 February 2021 4,097 1 View
Hello, I'm checking if the log-tranformation of time series data is a necessary step; We all know the aim of such transformation, but in every study (in time series analysis) we found the authors...
16 February 2021 5,829 14 View
Hello all, I am looking for ways to compare recharge of groundwater and determine if precipitation has more of an effect on groundwater levels before or after restoration? My data set contains a...
09 February 2021 8,016 5 View
Hello, i got trouble when i try identify a intervention analysis about disaster impact on night time light intensity. i have 65 month data from January 2015 until may 2020. based on...
07 February 2021 10,140 4 View
Hi all Can I run a Gmm model with a time series dependent variable? I have a sample of 12 countries and years from 2000 to 2018
04 February 2021 6,675 6 View
I would like to measure the causal effects among variables in a path model, but the variables (time series) may be serially correlated. I'm looking for a method to remove or otherwise manage the...
03 February 2021 348 3 View
I calculated an Spectrogram of invasive electrophysioloy of not long time series. We could not see any evident clue in the "heatmap" of Spectrogram, besides the power of some frequency bands seems...
02 February 2021 355 1 View
Dear researchers, I have some sets of data which were fit with an exponential equation: Y = e^(-aX). The exponential equation parameters (a) for the different sets were estimated using nonlinear...
01 February 2021 765 8 View
I used Generalized Estimating Equations (geepack in R) on my regularly monitored (twice a year) plant abundance data in grid cells to evaluate their trends of density. Since these are time-series...
27 January 2021 4,008 1 View
I have one year of wind speed data, collected at hourly intervals. I am trying to train a forecasting model using this data. I want to be able to generate rolling forecasts up to 7 days in the...
24 January 2021 3,420 5 View