Questions tagged [time-series-analysis]

The tag has no usage guidance.

Filter by
Sorted by
Tagged with
1
vote
0answers
11 views

Detecting Events in time series [closed]

I am working with a time series which is, in fact a pressure signal. There are special "events" in the signal that I am looking for.for example where the signal suddenly goes up or down or where there ...
1
vote
1answer
87 views

Which time series prediction techniques are useful given harmonic properties?

I have a time series dataset where events have harmonic properties, and seemingly the nature of the event's early segments can determine the remainder of the event (see example 1's oscillations). ...
1
vote
0answers
35 views

Algorithm for detecting a finite limit of time-series numbers

Is there a well known and proven algorithm to find the TOP (finite) limit of a set of points, which are time based metrics? I'm looking for an existing implementation, in order not to invent the wheel ...
1
vote
1answer
85 views

Constant time range sum query

I need to come up with a data structure that supports the following interface: new(time_stamp x, value v): insert a new data v for time stamp x update(time_stamp x, value v): update the data for ...
1
vote
0answers
17 views

How to add important events as input in neural network?

I'm quite new to neural networks so I apologize if this question is too basic/doesn't really make sense. I have a financial time series dataset and I have a binary variable which is 0 if no important ...
0
votes
1answer
26 views

How to evaluate the learned prototypes for multivariate time-series (e.g. motion)?

Consider a method which finds prototypes for multivariate time-series (MTS) data, and is designed to find prototypes for each class of data. For example, the {walking} class consists of some slightly ...
0
votes
0answers
68 views

Clustering non-overlapping time series

I have thousands of times series of different length and different time. I want to group them together so that I know the optimal ones to pick as input for a ML algorithm and to document how they are ...
1
vote
0answers
296 views

Using machine learning to detect trend reversal in a time series [closed]

I'm starting to learn machine learning, and have honed in on a problem to get my hands dirty with: how to detect a trend reversal in a time series. I've asked this question on stats.SE more than a ...
0
votes
0answers
156 views

Is there an algorithm to “learn” the nonlinear relationship between variables?

Suppose those random variables are represented as scalar time series with nonlinear relationship (thus applying linear correlation or covariance would be futile) that may change over time, then is ...
0
votes
1answer
54 views

Finding a subarray of time series data in which all values are less than X for specified time Y?

The idea is to find an anomalous value (i.e. it's less than X) in time series data (sorted by time), and check if this behavior continues during specified time (Y=2 hours). If all values in sub-array ...
1
vote
2answers
323 views

How can I fit a sine function to a SVR?

I have a time series which represent the sine curve. Now I want a regressor to learn this curve, and being able to predict for future values. PS: Sine curve is only for testing purposes. What I want ...
2
votes
1answer
292 views

Temporal alignment of two time series

I have two series of tuples $$ A = \{(x_0,t_{01},t_{02}),(x_1,t_{11},t_{12}),\ldots,(x_n,t_{n1},t_{n2})\} \\ B = \{(y_0,tt_{01},tt_{02}),(y_1,tt_{11},tt_{12}),\ldots,(y_m,tt_{m1},tt_{m2})\} $$ ...
1
vote
2answers
384 views

Keywords for classification of 2D time series data?

Trying to find the right search terms for literature on classifying 2D time series data. I am looking at data from positional tracking of a swarm of insects over time. I have example datasets for ...
2
votes
2answers
164 views

How to efficiently code Dynamic Time Warping algorithm with a locality constrain?

For given two lists $[s_1, s_2, ... s_n]$ and $[t_1, t_2, ..., t_m]$ I need to implement DTW algorithm with one extra constraint: If $s_i$ is matched with $t_j$ then the next element $s_{i+1}$ has ...
1
vote
0answers
24 views

What is the fine line between time series data anlysis and time series data mining?

I am trying to do thesis work in Computer science and the data mining in time series is the relevant theme, however the analysis of time series is not (it is mathematics subject). What is the fine ...
3
votes
1answer
288 views

machine learning classification with financial instrument/time series data

I am new to machine learning and have started brainstorming some model ideas that involve financial instrument/time series data. I was thinking it might be useful to use a classification algorithm to ...
1
vote
2answers
192 views

Getting speed difference between signal comparison using Dynamic Time Warping

I understand that Dynamic Time Warping is an algorithm to find a matching between two signals with different length and speed But is there a possible way to find the speed difference between the two ...
1
vote
0answers
42 views

detecting anomalies in time series data

I work on a web project that handles region based user submissions. We currently have about 50 regions, some receive a large number of submissions, some receive next to none. We also ingest case ...
2
votes
1answer
162 views

Time Series Prediction with an LSTM

I have a time series that I want to predict with an LSTM. I am able to get very good results using 50 datapoints predicting 51, but I struggle to get any accuracy using something like 200 datapoints ...
8
votes
1answer
10k views

Machine Learning: Identify Patterns in Time-Series Data

I work in renewable energy. My company gathers a lot of data from equipment. This typically includes process data (such as transformer temperature, line voltages, currents, etc.) and discrete alarms (...
5
votes
1answer
169 views

Predicting next action to take to reach a final state

Does anyone know of an algorithm that could be used to determine the next action to take to reach a desired state when trained on time-series data? For example, a robot starts at a certain state, ...
5
votes
1answer
1k views

Normalized measure from dynamic time warping

I am trying to find the similarity between two time series, but not in terms of distance, in something more sensible such as percentage of similarity. In other words I need something that shows the ...
7
votes
1answer
2k views

Levenstein distance and dynamic time warp

I am not sure how to draw parallel between the Wagner–Fischer algorithm and dtw algo. In both case we want to find the distance of each index combination (i,j). In Wagner–Fischer, we initiate the ...