Time Series

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Questions related to Time Series

What are the methods for anomaly detection in non-stationary time series data?

Actually I am asking this question especially for subsurface pressure data of an oil well (pressure will vary according to the flow rate). Nonetheless, any kind of method that works for...

23 January 2021 1,846 5 View

How To Check Time-Series Stationarity in R ?

When validating a time series, one of the first things to check before building an ARIMA model is to verify that the series is stationary. That is, it must be determined that the time series is...

19 January 2021 854 11 View

Can I use breaking series as a regressor in a VAR model?

Context: I have two series, price and sales. Sales is mean-reverting stationery but price is stationary only after controlling for an intercept break. I want to set up a 2-equation VAR model...

15 January 2021 7,016 12 View

How to select the most non-correlated samples within a dateset?

Dear researchers How to select the most non-correlated samples within a dateset? Considering that the samples are time-series of length l within m different time-series. To more clarify the...

14 January 2021 882 6 View

What are state-of-the-art methods/techniques/algorithms for the root-cause analysis of the anomalies?

I have been looking for research articles that target the question "why did an anomaly occur?", however, most of the papers that I found are related to "if an anomaly occurred?". I searched Google...

13 January 2021 8,123 3 View

Colab - how to extract NDVI time series from Sentinel-2?

Hi all, I have a collection of Sentinel-2 images and several points within it. In Google Colab, I would like to extract NDVI time series over these points through the whole collection and display...

13 January 2021 4,349 3 View

What the reliability method of filling missing time series data?

Hi Researchers, How to measure the reliability of the method for filling missing time series streamflow data such as ARIMA model and interpolation?

13 January 2021 2,913 7 View

Multinomial logit and panel data, how to standardize?

Hi everyone I have to regress some covariates on a set o states (0, 1, 2), using a multinomial logit. Assume now that each array of observations (one array for each covariate), is composed by...

12 January 2021 5,078 5 View

Selection of months in SPEI time series (6,9,12,24) ?

I did SPI and SPEI work through R studio. As you know, r program for each month; We draw results for 1, 3, 6, 9, 12 and 24 months. However, when interpreting the results, we interpret the 3-month...

02 January 2021 8,399 5 View

What Research methodology I will use for Time series data?

I want to conduct a research which is based on time series data ( Suppose, Relation between GDP, Foreign direct investment, Import, Export). Previously I worked with panel dataset and I know the...

01 January 2021 1,381 6 View

If i want to use annual time series data, but the number of observations are less then requirement, so i can convert data in quarters?

If i want to use annual time series data, but the number of observations are less then requirement, so i can convert data in quarters?

28 December 2020 7,479 19 View

Rmse in lstm when forecasting time series?

iam working on long memory time series data and i use lstm neural networ to train data and i want to understand how rmse is calculated is it calculated in each iteration separately or in each...

24 December 2020 6,924 4 View

Matlab: train random forest with time series? How to transform time series data to a supervised learning dataset?

Hey, I've build random forest using Matlab Machine-Learning Toolbox Function (treeBagger). I've computed several kinematic features like velocity or acceleration as predictors (24 predictors) for...

23 December 2020 2,758 3 View

Methods for multivariate discrete-time time series clustering?

Can somebody suggest a popular method for clustering multivariate discrete-time time-series data ? My dataset is about water quality parameters taken in 6 stations by seasons in 5 years . Thank...

10 December 2020 7,097 12 View

How does one subset time series GPS data to to 1 hour intervals?

I have time series GPS tracking data from a number of individuals, all with varying time between locations (i.e. certain individuals recording at 15 minutes intervals, others at 20 minutes or 1...

07 December 2020 9,162 3 View

How does NARXNET work?

It takes an external input and past values of a particular time series and predicts its future. But how does it process the given data and predict the output?

03 December 2020 6,678 1 View

Is there any software for calculating hit bias (HB), missed precipitation (MP), and false precipitation (FP)?

I have a time series of two rainfall products. For error decomposition analysis, I have to calculate HB, MB and FB. Is there any software for calculating these variables.

28 November 2020 1,184 2 View

Lumsdaine and Pampell (1997) unit root test in R?

Could anyone suggest a package that implements the Lumsdaine and Pampell (1997) unit root test in R?

27 November 2020 6,887 4 View

What's the difference between a TimeTable and a timeseries? How can we convert timeseries data of table to timetable in a table. ?

What's the difference between a TimeTable and a time-series? How can we convert time-series data to a timetable in THE table. ? MATLAB CODE

25 November 2020 5,805 3 View

How to select negative values in row?(at least two negative values & more together) in Rstudio?

hello my dear friends i have a time series includes 324 month (SPI values) i wanted to extract and select them like this picture in R studio, i don't have any idea which package or command to use...

21 November 2020 1,105 4 View

How to understand the spectral residual anomaly detection (SR-CNN)?

I was reading "Time-Series Anomaly Detection Service at Microsoft" (https://arxiv.org/pdf/1906.03821.pdf) in these days, and I got some problems for the programming part. The first picture...

18 November 2020 997 1 View

Can anyone provide the R or STATA code for Weak Exogeneity Test?

I am working on time-series data and want to analyze the price leadership among 3 markets with Weak Exogeneity test in a VAR framework. Does anyone know the R or STATA code for this test? Thank...

12 November 2020 8,277 3 View

How can I download the meteorology data from the FTP site?

I have signed up to use the unregistered version of Hysplit Software. I am stuck at the step of uploading meteorological data from the Ftp server (ftp://arlftp.arlhq.noaa.gov/archives). I tried to...

11 November 2020 9,801 5 View

How to assess synchrony between time series?

I would like to assess the synchrony between two time-series (i.e. do they have the same evolution over time?). I am using Python. Examples of the time series are in the files attached. The...

10 November 2020 6,067 6 View

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