<we><edit> <!-- questions and answers -->
sample-size
nonparametric
experiment-design
binary-data
optimization
residuals
repeated-measures
mcmc
distributions
regression
least-squares
model-selection
references
scikit-learn
chi-squared
forecasting
lme4-nlme
stata
simulation
matlab
data-mining
goodness-of-fit
random-effects-model
cart
bayesian
time-series
Liklihood of churn modeling question
r
machine-learning
time-series
predictive-models
churn
VAR for Non Stationary series using R
r
time-series
multivariate-analysis
var
non-stationary
Is there a way to recover a temporal dependence structure in a time series from a regression against time?
time-series
function
How to write equation of multiple time series model mathematically from r result
r
time-series
unsupervised Time series anomaly detection
machine-learning
time-series
classification
anomaly-detection
Forecast with 2 time dimensions/Split forecast based on 2nd time dimension
regression
time-series
forecasting
arima
exponential-smoothing
Correct way to find non-parametric confidence intervals using bootstrap
r
time-series
nonparametric
trend
Adaptive Lasso for Time Series : R package?
time-series
lasso
How to analyze multiple time series, with multiple variables, non-stationary and with a trend in R?
r
time-series
multivariate-analysis
multicollinearity
What's a local solution in SVAR setting?
time-series
var
ARCH / GARCH independence
time-series
independence
garch
Long-horizon predictive regressions
regression
time-series
forecasting
Calculating the forecast by hand EGARCH
time-series
forecasting
garch
Difference-in-Difference analyses when trends are not parallel
time-series
assumptions
difference-in-difference
treatment-effect
Difference between the Wold Decomposition and MA representation
time-series
arima
stochastic-processes
stationarity
moving-average
error in xlim=()
time-series
How to calculate lag of order (last observed value order) in a time series with missing values?
r
time-series
lags
How to forecast hierarchical time series with external unique external regressors for each base time series?
r
time-series
forecasting
Find a "drop" in continuous time-series data
time-series
change-point
sequential-pattern-mining
What Model to Use, are my assumptions correct? Psuedo Time series
time-series
Scaling control time series with CausalImpact
time-series
confidence-interval
python
normalization
causalimpact
Growth rate patterns through time: ARMA an appropriate approach?
time-series
mixed-model
arima
trend
ecology
Determining Seasonality nature of a time series i.e additive or multiplicative
r
time-series
seasonality
decomposition
Probability puzzle about zombies
time-series
probability
epidemiology
Check for stationarity of a time series and check Granger causality test
r
time-series
non-stationary
granger-causality
Gini coefficients - Accounting for firm exits
time-series
descriptive-statistics
population
gini
lorenz-curve
Algorithms for Time Series Anomaly Detection
r
regression
time-series
anomaly-detection
Determine best ARIMA model with AICc and RMSE
time-series
forecasting
arima
aic
rms
Interpreting periodogram
r
time-series
spectral-analysis
How to input time to a neural network?
machine-learning
time-series
neural-networks
deep-learning
rnn
Time series prediction based on multiple time series data
time-series
multiple-regression
prediction
rnn
Expectation of $X_t^2$ in GARCH(1,1) model
time-series
garch
conditional-expectation
How to find if a given process is weakly stationary?
time-series
self-study
stationarity
Predicted values differ from the actuals
time-series
forecasting
arima
Problem of extremly increasing Partial Autocorrelations in time series data
time-series
arima
autocorrelation
partial-correlation
box-jenkins
How to confirm that supervised machine learning can be applied to a specific problem given only a limited amount of data?
regression
machine-learning
time-series
Stratified Cross Validation with Time Series
time-series
cross-validation
Reduce credible intervals in Causal Impact model
time-series
credible-interval
causalimpact
Time Series Anomaly Detection with Python
time-series
machine-learning
python
computational-statistics
Exogenous variables for Python statsmodels ar_model?
time-series
python
arima
State Space Model Specification (KFAS)
r
regression
time-series
state-space-models
dynamic-regression
Explanation of a timeseries bootstrap to a layperson
time-series
bootstrap
Need to extrapolate missing monthly data from annual data; the monthly/seasonal index is reasonably well-known
r
time-series
stata
'Continuous-state' Regime Switching Time Series Model?
time-series
hidden-markov-model
If an auto-regressive time series model is non-linear, does it still require stationarity?
time-series
stationarity
autoregressive
nonlinear
non-stationary
Limited Data Set and Risk of Overfitting
time-series
cross-validation
overfitting
Anomaly detection across repeated time-series with time delay
machine-learning
time-series
data-mining
anomaly-detection
Data pre-processing and normalization on all input features?
machine-learning
time-series
neural-networks
normalization
data-preprocessing
LSTM NN produces "shifted" forecast (low quality result)
r
time-series
lstm
keras
multiple-seasonalities
Is it valid to use random forests for feature selection in a time series problem?
time-series
feature-selection
random-forest
importance
DCC MGARCH - How to perform joint significance test of dcca1 and dccb1
r
time-series
hypothesis-testing
multivariate-analysis
garch
imputing missing values of finance data
r
time-series
Would a time series model be appropriate for this problem statement?
time-series
python
multivariate-analysis
Learning Bayesian Network for Time Series Data
time-series
bayesian-network
Looking for techniques to understand the impact of a discrete events (interventions) on a continuous response variable in time series
time-series
multiple-regression
time-varying-covariate
intervention-analysis
impulse-response
auto-correlation for multivariate data?
time-series
autocorrelation
stationarity
Mathematical expression for ARIMA-GARCH model
time-series
arima
garch
Why does a AR(1) model that's mean reverting revert back to B0 as opposed to B0 + B1*B0?
regression
time-series
mathematical-statistics
autoregressive
Standardized dependent variable within a group in panel data models?
regression
time-series
panel-data
standardization
fixed-effects-model
Granger Causality Python
machine-learning
time-series
statistical-significance
python
granger-causality
How to measure similarity/agreement between two temperature time series?
time-series
paired-data
climate
Intuition behind the characteristic equation of an AR or MA process
time-series
autoregressive
polynomial
moving-average
Conditions for cyclic behaviour of ARIMA model
time-series
forecasting
arima
seasonality
Is a time series the same as a stochastic process?
time-series
stochastic-processes
definition
Proof of variance of stationary time series
time-series
self-study
variance
stationarity
forecasting multivariate time series (with categorical variables) in R
r
time-series
categorical-data
forecasting
multivariate-analysis
Can I trust the R^2 from an OLS regression of two cointegrated series?
regression
time-series
Regression model with GARCH (1, 1) error term
time-series
garch
finance
Can I use exponential smoothing when errors are nonnormal?
time-series
distributions
exponential-smoothing
GARCH(1,1) model expansion
time-series
garch
Can (G)ARCH models be applied when their is no MA component in the mean equation, or can only ARCH be applied?
time-series
garch
How to measure similarity in "Direction of Change" in two time series
time-series
correlation
What is the difference between correlation and cross-correlation?
time-series
correlation
cross-correlation
Serial correlation vs heteroskedasticity
time-series
self-study
correlation
heteroscedasticity
Expectation of $X_t^2$ in ARCH(1) model
time-series
expected-value
garch
Identifying seasonal ARIMA model in R
time-series
arima
autocorrelation
Applying Bayes Rule for a Leading Indicator
r
time-series
bayesian
econometrics
Dealing with time series data without random effects
r
time-series
random-forest
random-effects-model
Understanding how to batch and feed data into a stateful LSTM
time-series
lstm
tensorflow
rnn
keras
How to interpret regression tests?
time-series
multiple-regression
econometrics
interpretation
autocorrelation
STL: series is not periodic series is not periodic or has less than two periods
time-series
decomposition
how we can filter data in R
r
time-series
Tests of stationarity in irregularly (unevenly) spaced time series
time-series
stationarity
non-stationary
Stationarity between measurements of categorical variables when testing a hypothesis
time-series
hypothesis-testing
categorical-data
multiple-seasonalities
Choice of time-series model for store sales prediction
time-series
forecasting
arima
model-selection
exponential-smoothing
Hierarchical regression in a time series dataset
time-series
forecasting
multilevel-analysis
explanation of result of function auto.arima()
time-series
Building time series models on data with high % of missing values
time-series
forecasting
missing-data
Forecasting final demand from prior bookings
time-series
forecasting
missing-data
growth-model
What is the straightest line I can make using a linear combination of time series
regression
time-series
machine-learning
How to put an ARMA(2,2) model in state-space form
time-series
arima
state-space-models
How to test whether covariates are significant with "xreg=" and "auto.arima()" (Error message)
r
time-series
arima
covariate
error-message
Cross-correlation across an interrupted time series
r
time-series
cross-correlation
Hierarchical time-series forecasting with complex aggregation constraints
time-series
forecasting
multilevel-analysis
Estimate the best ARMAX model with one lagged independent variable (time series)?
time-series
arima
stationarity
armax
Why if I instead consider a non-stationary process I get an autocorrelation that decays faster?
r
regression
time-series
simulation
statsmodels SARIMAX forecast has downward slope
time-series
forecasting
arima
trend
statsmodels
Daily Data Transfer Logs - Anomaly Detection
regression
time-series
Interpreting Date variable in Multiple Linear Regression using R (Panel data)
time-series
multiple-regression
panel-data
r-squared
Principal Component Analysis and Time Series
time-series
pca
factor-analysis
categorical-encoding