Category "time-series"

ADF vs KPSS test for stationarity and ACF vs PACF

The series is stationary according to both ADF and KPSS test for stationarity. However, both ACF and PACF plot still show significant lags. Why is that?

Ignoring count reset at specified point in time series

I have a dataframe like this (edited; adding a grouping variable measurement_type): data <- data.frame(ID = as.factor(c(rep(1, 10),

How can you graph multiple overlapping 18 month periods with daily data?

I am doing an exploratory data analysis for data that is collected at the daily level over many years. The relevant time period is about 18 - 20 months from the

How can I make time series plot?

I created a dataset with these variables. Can you help me please.

Is it possible to know the size of a variable that is being created while the function is running?

I am very new to R and I was exploring a function in a library that download data from a server and leaves the data as dataframe. The data are stored in a varia

Mongo Restore fails to restore time series collection with the same name

I have a timeseries collection in mongodb liveSamples collection, I'm trying to dump some documents from this collection and then restore it later with mongores

How to do Multi-step forecasting using XGBoost?

I am currently using XGBoost to predict sales in the future. My time series data is given per week interval. But I am not sure how can I do multistep forcasting

Is the R function for dividing dual y(mutiple) in time-series graph?

I'm trying to plot graph that dual y according to concentration(ppm, temperature etc.) Reference data is here. Using this data, i want to make graph below. In

Covid-19 Growth rate (Bootstrapping/Time Series)

I am trying to code R in order to obtain growth rate for COVID-19. The equation can be found on the inserted image where i(t) is the number of infected individu

what formula does python statsmodels library uses to compute the bp_stat value (the Q value for the Box Pierce test)

As far as I know, the $Q$ statistics is computed with the formula $Q = N \sum_{j=1}^K \rho_j^2$ I created an example where I compute $Q$ by hand and by using:\

Reshape of dataset (Time Series) after filtering?

i am using HampelFilter to detect outliers by SKTIME on my dataset but i faced a problem after applied the filter . My dataset contains Timeseries (signals) the

Add custom seasonality in fbprophet

I have a dataset with monthly frequency(one record per month). It has two seasonalities in it: 12(monthly) 96(8 years) How do I add these in my fbprophet model

How to recover fitted values from BSTS poisson model (in R)?

I am trying to recover in-sample predictions (fitted values) from a bsts model with a specified poisson response using the bsts package in R. The following res

How do I start counting when below a threshold and stop counting above the same threshold in a timeseries? [closed]

I modeled wind speed data for a whole year and now I want to count the amount of consecutive hours that the wind is below a certain threshold.

How to aggregate a categorical variable with 20 levels in hierarchical/ grouped forecasting and use it at external regressor

Fellow contributors, I have been working with a hierarchical time series, concerning a set of identical products in a number of stores. For this purpose when we

seasonal_periods has not been provided and index does not have a known freq. You must provide seasonal_periods

When trying to train a model with Darts I get these ValueErrors: "ValueError: seasonal_periods has not been provided and index does not have a known freq. You m

How to use the start function in ts in R when date and time are included?

I am exporting data from a CSV file that has two columns. One has time and the other has power. The time columns has the time in two different formats: mm-dd-yy

Q: Errors when usinig gluonts of LSTNet: GluonTSDataError

I've been studying time series forecasting, and I'm trying to learn how to use gluon-ts&python. Here is the source code of gluon-ts: https://github.com/aws

ARIMA model not working properly in new statsmodels ARIMA for python

Earlier I used to use from statsmodels.tsa.arima_model import ARIMA model = ARIMA(log_air_passengers, order=(2, 1, 0)) results_AR = model.fit(disp=-1) plt.p

How to create beepvar or dayvar from time-varying VAR

For my Thesis, I am applying time-varying vector autoregression (TVVAR) on time-series objects. I am using a dataset from an open-source paper. As R-package I a