Questions tagged [time-series]

1 votes
1 replies
Is there a way to add multiple columns to a dataframe calculated from moving averages from different columns and/or over different duration
I have a dataframe with time-series data and I am trying to add a lot of moving average columns to it with different windows of various ranges. W...
asked 4 months ago
0 votes
0 replies
Check if list of dates is complete in Python using Pandas
I have a text file with a header containing the start and end dates of a time series. The rest of the file contains 3 columns: start day, end day...
asked 4 months ago
0 votes
1 replies
meaning of stationary=TRUE in auto.arima function
I have this data which is residual series obtained from predicted values and observations. original series was a random walk with a very small dr...
asked 4 months ago
4 votes
2 replies
How to add rows with time periods inbetween given time period?
I have a data set with time periods, that may overlap, showing me if somebody was present (example_df). I want to get a data set that splits a la...
asked 4 months ago
0 votes
2 replies
LSTM in Python generating flat forecasts
I have daily data from July 2017-Dec 2018 which is non stationary in nature & I am trying to generate forecasts for the next six months i.e.;...
asked 4 months ago
1 votes
1 replies
Error when using ave for custom function in r
I am using the ave() function to find the partial autocorrelation (pacf) for each individual subject in my data. # return pacf coefficient pacf1...
asked 4 months ago
1 votes
1 replies
LSTM Time Series Prediction of Intermittent Oscillator in Tensorflow
I am building an LSTM time series prediction model (in TF v=1.13.1, Keras v=2.2.4) that takes as input an intermittently oscillating time domain...
1 votes
2 replies
Pandas resample pulls weekends to Friday
I have a daily OCHL data which is available on business days and I am trying to resample it with 36-days periods to align it with my chart. The...
asked 4 months ago
-1 votes
0 replies
Merge 2 columns in dataframe and ignore columns that dont have the same index
I have 2 dataframs and i want to merge a column from dataframe 1 to data frame 2. dataframe 1 however is longer. Both columns have date time as...
asked 4 months ago
0 votes
0 replies
How to fix “Error in try.xts(x, error = ”'x' needs to be timeBased or xtsible“) ” in R?
I'm trying to run a time series analysis on a dataset from Twitter. I'm using the anomalize library. When running it on my data I get the followi...
asked 4 months ago
0 votes
0 replies
How to adjust datetime series when reading from instruments?
I am using minimalmodbus to communicate via Modbus RS-485. The code is reading 4 registers every 6 seconds. Then, every minute the average for ea...
asked 4 months ago
0 votes
1 replies
Out-of-sample simulation of arima model fitted by statsmodel
Question My aim was to simulate multiple scenarios of daily temperature of a specific place(say, Tokyo) in future and observe the dynamics. To d...
asked 4 months ago
0 votes
0 replies
How to fix different results from a Chow Test and a CUSUM test to find structural breaks using R
I'm trying to identify the structural breaking point in a time series regression. I'm using a CHOW test and a CUSUM test but I'm getting two diff...
asked 4 months ago
0 votes
0 replies
Anyone else with problems installing Rugarch Package in R?
Folks, i tried to install rugarch package in my Mac (i have the latest version of R and everything updated) i tried all the suggestions done on...
asked 4 months ago
0 votes
2 replies
Plotting an array of events with respective colours
I'm pretty new to matplotlib and I'm trying to plot an array for time-series use, but I don't use a date, only the index for order. I have anothe...
asked 4 months ago
1 votes
0 replies
How to fix 'float NaN to integer' problem after fixing enforce_stationarity error when using sarima in statsmodel
I was trying to fit a sarima model on my time series, but ran into the "ValueError: Non-stationary starting autoregressive parameters found with...
0 votes
1 replies
How can I complete missing values in time series
I have the dataset which columns are date, time_id, num_travel. such as date time_id num_travel 02/25/2013 6 23 02/25/2013...
asked 4 months ago
1 votes
1 replies
How do I use exogenous variable with pipeline.fit() in the library pmdarima?
I am currently building an ARIMAX model with the library pmdarima by usingpmdarima.pipeline.Pipeline.fit(y, exogenous=None, **fit_kwargs) The pa...
1 votes
0 replies
Supervised Time Series efficiency improvement
The data that I have is hourly recorded over the past 4 months. I am building a time series model and I've tried several methods so far: Arima, L...
0 votes
1 replies
Group data by group of days within months in R
I am trying to summarise this daily time serie of rainfall by groups of 10-day periods within each month and calculate the acummulated rainfall....
asked 4 months ago
0 votes
1 replies
TimeSeriesSplit in SkLearn is not working propertly
TimeSeriesSplitCV is not working properly on sklearn. Is this appropriate behavior? Using the example given here: https://scikit-learn.org/stabl...
1 votes
1 replies
How to change legend shape using geom_line and geom_point together?
My data: Date;original;fitted;phen;noise;type;type2;type3;type4 2013-04-16;0.77;0.76;NA;NA;1;2;3;4 2013-04-24;NA;0.73;NA;1;1;2;3;4...
asked 4 months ago
0 votes
0 replies
Where to put a dummy variable in GARCH in Mean Code of Tsay and get output?
I need to test the impact of dummy variable in GARCH in Mean code provided by Tsay -http://faculty.chicagobooth.edu/ruey.tsay/teaching/bs41202/sp...
asked 4 months ago
0 votes
0 replies
LSTM based multivariate time series prediction with sequences of different length
I am building a model that uses multivariate time series, with the goal to predict future values of the same data. I would like to get some advic...
-1 votes
0 replies
How can i plot value count of different categories as a timeseries
I'm able to plot the count of all values of a specific column in a dataframe as a timeseries. But I would like to know how to unstack the differe...