Category "time-series"

ARIMA model not working properly in new statsmodels ARIMA for python

Earlier I used to use from statsmodels.tsa.arima_model import ARIMA model = ARIMA(log_air_passengers, order=(2, 1, 0)) results_AR = model.fit(disp=-1) plt.p

How to create beepvar or dayvar from time-varying VAR

For my Thesis, I am applying time-varying vector autoregression (TVVAR) on time-series objects. I am using a dataset from an open-source paper. As R-package I a

Moving window size for time series analysis : Minimum description length and Fractal data dimension

I'm doing the time-series analysis as a hobby and am attempting to discover the optimal window size. After some study, I found 2 techniques that had been mentio

Subset df by N rows having Timestamps in Python

I have a long dataframe from which I want to subset a range of rows (size = 60) and do some operations using for-loop iteration. If not the above, based on the

How to retrieve trained Hyperparameters in Facebook Prophet (Python)?

I want to retrieve the hyperparameters after training a time-series model using Facebook Prophet, so that I can use the learned values in a second model. Here's

is there a function to get mean values of a column for every unique date in date column?

jupyter notebook screenshot showing al columns in the datasetI have an AQI(Air Quality Index) dataset for which there are various columns such as O3, SO2, PM2.5

telegraf output plugin http error with TDengine

I'm working on a monitoring system to retrieve hardware metric by telegraf and store the time-series data to TDengine. But seem the data insertion is very slow

How to find AR,MA,ARIMA.ARMA,SARIMA,SARMA of a time series data in r

library(readxl) export1 <- read_excel("C:/Users/Hazeeb/OneDrive/Desktop/data/export1.xlsx") View(export1) class(export1) #> [1] "tbl_df" "tbl"

Analyzing unevenly spaced timeseries

I have been tasked with analyzing the input flow in a water tank in relation to a number of weather parameters. In a narrower sense, I have to investigate any p

question about creating upper case database name or table name in TDengine database

In TDengine shell, any upper case letter is automatically converted to a lower case letter like below: taos> create database TEST; Query OK, 0 of 0 row(s) in

median in pandas dropping center value

I am working in pandas and want to implement an algorithm that requires I assess a modified centered median on a window, but omitting the middle value. So for i

TDengine import from csv file

Just found the speed for importing sorted csv file is faster than the speed for importing unsorted csv file in TDengine database, each csv file has 1000000 rows

How to read edf data in Python 3

How can I read edf data using Python? I want to analyze data of a edf file, but I cannot read it using pyEDFlib. It threw the error OSError: The file is discont

How can we make use of feature variables whose future values are fixed to predict target value?

With regard to time series features in a regression ML model. Suppose, we are living in a space colony. The temperature there is accurately under control, so we

Timeseries dataframe returns an error when using Pandas Align - valueError: cannot join with no overlapping index names

My goal: I have two time-series data frames, one with a time interval of 1m and the other with a time interval of 5m. The 5m data frame is a resampled version o

Use multiple time-series to train model

Is there any way to use multiple time-series to train one model and use this model for predictions given a new time-series as an input? It is rather a theoretic

Impute missing data in multivariate time series

I have a problem where I have to predict the sales of 4000 products in 3 months for a certain store. Within the 4000 time series I have many null values and esp

Identifying lead/lags using multivariate regression analysis

I have three time-series variables (x,y,z) measured in 3 replicates. x and z are the independent variables. y is the dependent variable. t is the time variable

FInding fft gives keyerror :'Aligned ' pandas

I have a time series data I am trying to find the fft .But it gives keyerror :Aligned when trying to get the value my data looks like below this is the code: i

FInding fft gives keyerror :'Aligned ' pandas

I have a time series data I am trying to find the fft .But it gives keyerror :Aligned when trying to get the value my data looks like below this is the code: i