# time-series's questions - English 1answer

8.547 time-series questions.

### Standard Error in Auto correlated Data

I have time-series data generated via Metropolis algorithm - Monte Carlo simulations. Since these data must have some correlation between them, the formula of the standard error for IIDs variable must ...

### Testing Hypothesis with Time series and Location Data

I have Data on Prices of house. Along with these variables. 1) Location i)Latitude-Longitude ii)City and State 2) Attribute of house. ...

### GAN for learning the transition density of a Markov process

I have learned about the Generative Adverserial Networks and the way they are used for learning the underlying (complex) distributions of high dimensional data. Now, my question is: Are there ...

### Continuous measure of similarity between two time series

I have two time series, spanning about 2.5k observations each. One series is observed values, the other one is predicted values based on a simple linear regression model. Both time series share the ...

### Pettitt's Test for Change-Point Detection Showing P-Value Larger than 1

0 answers, 11 views r time-series p-value trend change-point
I am studying how to use the pettitt.test function from the trend package in R to detect change-point in a time-series. However, ...

### 2 Forecasting & social influence data/experiment - Seeking research strategies

In my experiment, individuals assign probabilities to the likelihood of future events, and update their forecasts as frequently as they like. Most questions stay open (receiving new forecasts) for ...

### Magnitude of non-ergodicity effect on the individual's risk of bankruptcy

0 answers, 13 views time-series ergodic
Dr. Ole Peters presents the concept of (non-)ergodicity with the following gambling example: You're given $\$100$to play a game where you toss a coin once a minute. If it comes up heads, you win$50\...

### 2 Model to use in assessing the responsiveness of a categorical variable to policy changes over time?

I am interested in determining if the decisionmaking of a particular government body was responsive to policy and statutory changes that occurred at known points in time. I can classify the decisions ...

### Understanding summations in COV formula for time series

1 answers, 106 views time-series summations

### how to determine Time Series Model? Additive Multiplicative?

I am new to time series Analysis, and I have noted that there's only two kind of models: Additive or multiplicative. I want to know if there's other cases where we can find a combination of both. For ...

### 2 Correlation of non-stationary time series

I am looking at finding correlations between house price time series and the time series of multiple indicators in an area. For example These two trends clearly show a sort of strong negative ...

### 1 Estimating the battery capacity using current power consumption and battery percentage

I want to estimate the current maximum capacity (in kWh) having the current power consumption (in kWh) and the state of charge of the battery (in %) available in a time series. I do not have a full ...

### How to approach SSM models for time series forecasting in general?

I have worked on SSM model using KFAS package (https://cran.r-project.org/web/packages/KFAS/KFAS.pdf) in R. Package suggests me to use one of the Box_Jenkins method to implement SSM. So we convert ...

### 1 Data trend evaluation methods

0 answers, 9 views time-series hypothesis-testing
I have conducted an experiment whose objective is to assess the collected data's patterns and to tell if the data is in general increasing or decreasing and, if possible, to compare the "trend" of two ...

### 2 How can I make sure that an LDA implementation works?

I am currently experimenting with neural nets for classification of on-line handwritten data (hence: not pixels, but time series data). To do so, I use several toolkits (internal development of my ...