How to statistically compare two time series? - Cross Validated
When comparing time series it is autocorrelation and possibly fitting time series models. such as ARIMA models that can help determine how similar they are. Two realizations of the same stochastic …
How to use Pearson correlation correctly with time series
Jan 13, 2015 · What that tells you is the truth -- the apparent association is a mere illusion caused by the dependence within-series. Your question asked "how to use Pearson correlation correctly with time …
Books for self-studying time series analysis? - Cross Validated
Jul 12, 2019 · I started by Time Series Analysis by Hamilton, but I am lost hopelessly. This book is really too theoretical for me to learn by myself. Does anybody have a recommendation for a textbook on …
Splitting Time Series Data into Train/Test/Validation Sets
May 18, 2018 · What's the best way to split time series data into train/test/validation sets, where the validation set would be used for hyperparameter tuning? We have 3 years' worth of daily sales data, …
Why does a time series have to be stationary? - Cross Validated
Dec 13, 2011 · I think you can have time-series instances that are non-stationary but yet if you train across many instances you can still potentially learn the problem. It needs to go deeper than "time …
Should my time series be stationary to use ARIMA model?
Feb 28, 2019 · 16 Should my time series be stationary to use ARIMA model? No, the -letter stands for the procedure part, which makes stationary time series out of your non-stationary one. This …
Period detection of a generic time series - Cross Validated
This post is the continuation of another post related to a generic method for outlier detection in time series. Basically, at this point I'm interested in a robust way to discover the periodicity/
R code for time series forecasting using Kalman filter
Nov 7, 2010 · Does anybody have a good example for Time Series Forecasting/smoothing using Kalman Filter in R?
How to detect and quantify a structural break in time-series (R)
Mar 1, 2019 · Translating this to the time series object that I provided in this post (myts1, covering the last hour) yields the following: A time series in which each point corresponds to the weighted average …
r - Lagging over a grouped time series - Cross Validated
Lagging over a grouped time series Ask Question Asked 13 years, 9 months ago Modified 5 years, 4 months ago