# Questions tagged [time-series-analysis]

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### How to optimize algorithm to solve the following time series problem?

I am working on a project and came across the following problem I have to solve. Imagine we have a time series data Ts which is an array of pair, say each element ...
36 views

### How to capture the update-delay of observable variable in a model?

I have a problem that I am trying to model, but I am unable to capture one particularity of the system that seems to be crucial. I will try to give an abstract description first and then the toy model ...
1 vote
171 views

### Iterating over combinations of 4 timestamps from 2 timelines *efficiently*

I need help in finding a more performant algorithm. I have two timelines in the form of two indexed lists where each element is a floating-point value that represents seconds. The values in each list ...
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32 views

### Efficient Way to Calculate Timebased Followership

Problem A time based followship is defined as a person changing to a new job, and there is an existing employee there in the new company whom he used to work together. In this case, the old guy gets 1 ...
• 143
146 views

### Dynamic Time Warping and Similarity Measures

I have a multidimensional time series on which I would like to perform some clustering. I have been looking at DTW as a distance metric since my series are not always aligned in time. The problem I ...
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1 vote
13 views

### Finding overlapping time under distance condition

I have a set of records (2 or more for each person) on multiple peoples locations (latitude and longitude) with timestamps. each record has: person ID, latitude, longitude, timeStamp. for each 2 ...
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343 views

### Finding the maximum sum series in time complexity of O(n)

You are given a list of prices (non-negative integers) $$P=<P_1, P_2, ..., P_n>$$, where the prices $P_i$ appear in non-decreasing order. Moreover, you have access to an oracle that can be ...
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25 views

### Is there a good analogy between spectral representation of a signal and graph theory?

I am working on some time series problems where the Fourier representation of the signal in the frequency domain is also important. I am wondering if there is any connection between time series ...
31 views

### Optimize stacking time series by offsetting start times (feels like a backpack problem?)

Given a time-series of data collected from a single running process that takes 8 hours to complete: Minute GB of Disk Space Used 0 0 1 8 2 15 3 22 ...Etc. It is sampled every minute, for 8 ...
• 123
48 views

### Compare Hidden Markov Model's sample with ground truth data

I have a time-serie and I fit different HMMs on it, each with a different number of hidden states. Now after sampling from the models , I'd like to compare the results with the ground truth data and ...
1 vote
48 views

### Asymptotic growth of a series

How we can prove that: $$\sum_{k=1}^{c \log n-1}\:k\cdot \left(\frac{1}{2}\right)^{\frac{k}{3}}\in O\left(1\right) \quad \mbox{?}$$
70 views

### Searching for pattern with Dynamic Time Warping

I'm creating app that allows user to authorize by drawing dynamic gesture in front of camera (actually Leap Motion sensor, but that's not the point). Every person can save their own gesture as their ...
29 views

### Remove features with too little variation

I have the following messy chart; As you can see some features are very stable through the time series (post-2011) like Extraversion. Is there an algorithm to remove features that do not have much ...
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37 views

### an algorithm for detecting if noisy univariate data is constant or is sum of step functions

In an explicit algorithm I'm writing, there is a certain stage where I need to determine whether or not a certain noisy univariate data is constant or is sum of step functions. For example, defining ...
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1 vote
19 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 ...
• 11
1 vote
125 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
60 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
273 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
19 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 ...
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27 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 ...
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174 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 ...
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1 vote
433 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 ...
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191 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 ...
• 101
70 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 ...
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1 vote
393 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 ...
429 views

### Temporal alignment of two time series

I have two series of tuples $$A = \{(x_0,t_{01},t_{02}),(x_1,t_{11},t_{12}),\ldots,(x_n,t_{n1},t_{n2})\} \\ B = \{(y_0,tt_{01},tt_{02}),(y_1,tt_{11},tt_{12}),\ldots,(y_m,tt_{m1},tt_{m2})\}$$ ...
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1 vote
495 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 ...
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225 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 ...
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1 vote
29 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 ...
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296 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 ...
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1 vote
272 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 ...
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1 vote
45 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 ...
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205 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 ...
• 314
12k 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 (...
295 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, ...
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5k 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 ...
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