# timeseries

1. ### Time Series Problem

Hi Everyone, I have a time series that I am trying to analyze. There are two sequences in the series that appear to be very similar and I want to determine if that can be logically inferred, and if so, what does that tell me about the series. It is my understanding that one must be very...
2. ### Quantifying rate & direction of change over time

Hello, I'm not quite sure where to post this so hopefully it's ok here. With some timeseries data, I have identified certain events that I hypothesise will predict direction changes in the data. If I see event A I expect a rise in the signal, but if I see event B I expect a decline. I assume...
3. ### VAR Model Lag Length

Ba I intend on estimating a reduced form VAR but I am struggling to choose a lag length. Initially my variables all contained a unit root but I first differenced them in order to induce Stationarity. Based on my estimation sample, the FPE, AIC, HQIC picked 4 lags while the SBIC chose 1 lag. I...
4. ### Can I use a set of LSTMs to simulate counterfactual states?

Motivation: I have a system comprised of three probabilistic boolean timeseries and I want to simulate how two of them would react, if a certain intervention would take place (lets say, timeseries 1 can be influenced and will definitely be "0" for the next 6 observations). (The managerial...
5. ### Solar energy prediction

Hi, I am prediction one-day-ahead solar energy output using 30 days historical data. The data sets are hourly, so the prediction is done hourly from sunrise to sunset. I have doe the prediction using sliding window technique, When I am predicting 01/06, I am using 30 days historical data (from...
6. ### Forecasting times eries with different daily length

Hey everybody! I’ve been tasked by my company to forecast the amount of phone calls on an hourly basis during the company’s opening hours. That all went pretty well - until I realized, that my company’s opening hours for phone calls is 9am to 3pm (6 hours total) on Mondays and 9am to...
7. ### Calculating a smooth 90% limit for differences in a time series

I have 50 data sets. Each set has three related time series: fast, medium, slow. My end purpose is simple, I want to generate a number that indicates a relative degree of change of the time series at each point. That relative degree of change should range between 0-1 for all the time series and...
8. ### Help with assessing the correct dates for time series in MATLAB

First of all i am fairly new with MATLAB I have a single time series for unemployment from 1971 quarter 1 to 2013 quarter 1, hence the frequency of the timeseries is quarterly. I imported the series from an excel file, but when converting the vector to a timeseries object i have a problem...
9. ### Timeseries: sig. Ljung-box Q, but residuals normally distributed

Hi all, Hope someone can help me with the following problem/question I encounter. I'm working with a monthly time-serie consisting of 36 data points (i know 50 is the rule of thumb). Spss expert modeler chose Winter's multiplicative model, which is fine with me because I know how such a...