The time-series tag has no wiki summary.
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0answers
17 views
AR(1) Process first term
I'm trying to generate a very simple AR(1) Process with Mathematica using the ARProcess[] function. The process must have the following format:
$Y_t = \alpha + ...
0
votes
1answer
75 views
Labelling Curves Using ListLogLinearPlot within DynamicModule (So Close)
I currently have a large number of time-series datasets in the form where the name and time-series transposed data, so I have a list of lists of names for datasets and their time-dependant data.
The ...
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0answers
88 views
build and estimate a time series process
I want to generate an EGARCH process. My problem is that I do not see how to create new processes beyond those available.
The process itself is :
$$\epsilon(t) = \sigma(t) \eta(t)$$
...
7
votes
1answer
117 views
Time range selector à la InteractiveTradingChart
I have time series data and I would like to interactively select a part of it. This problem is beautifully solved in the lower part of the InteractiveTradingChart command:
I would like to be able ...
4
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1answer
107 views
Does new MMA9 Time Series support obsolete the old TimeSeries Package?
MMA9 includes a fair number of functions and symbols that seem to overlap with the old TimeSeries package. The new features are documented here and the old material is documented here. Some of the ...
4
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2answers
157 views
Fitting data to an ARProcess using FindProcessParameters
I have 50 data points that I would like to represent as an AR(4) process. I'd like to over-plot the behaivor of the estimated process model with that of the original (raw) data before I use the model ...
8
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1answer
160 views
Cannot plot Quantity values with DateListPlot
Is there a way to use DateListPlot with Quantity values? I retrieved the following time series data from WolframAlpha:
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-3
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1answer
156 views
Given a time series of n samples with a known probability mass function, how can I predict the next sample? [closed]
What I would like to do is create a tool that takes as an input, a set of samples that are known to behave according to a known probability distribution and predict the next sample. The tool will ...
16
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3answers
479 views
Time-series decomposition in Mathematica
I'm studying time-series in R with this book, and there is a nice command in R that creates decompositions. Inside Mathematica 9 the command can be executed as:
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7
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1answer
191 views
TemporalData frequency option as in R
I'm studying R, and am very impressed by the simplicity of some commands and in the way R handles temporal data. For example, in R, if you have some one-dimensional temporal data, you can easily ...
13
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1answer
409 views
Sales forecast using SARIMAProcess and time-series data
I would like to ask for help in how to use the new Mathematica 9 time series functions to make some sales forecast.
For example, for one of our stores, I have this data set with 35 points, from ...
18
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3answers
555 views
How can I make a heatmap of a days in year?
I know Mathematica has a ListPlot for time series but does it have a function for visualizing a list of dates as a heat map like this:
This idea is from D3, check it out here.
3
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1answer
210 views
How can I forecast time series data with cellular automata?
I have a time series data, for example
data = FinancialData["JK:ADRO", "July 16 2012"]
Can I use CellularAutomaton to ...
3
votes
1answer
400 views
Time-frequency analysis beyond wavelets
What possibilities are there for time-frequency analysis in Mathematica beyond wavelet decomposition? I could not even find a simple STFT.
7
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1answer
247 views
LogLikelihood function from the Time Series package is apparently missing
The Time Series package for Mathematica comes with a function called LogLikelihood. It is discussed and used extensively in the documentation (pdf). So does ...
5
votes
2answers
334 views
Stationarity tests
I have the Time Series package and Mathematica 8.
In the package, there is the function 'StationaryQ' to test the stationarity of a known model. Is there any function in Mathematica to test the ...
10
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1answer
341 views
How to generate a real-time stream of data?
I'm experimenting with Inversion-of-Control (callback) programming patterns, and I would like a way to generate streams of data at specified real-time intervals. I came up with the illustrated way to ...
6
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4answers
690 views
Function to calculate and plot sample variogram
I'm trying to create a function that calculates and plots the sample variogram for a time series. It should take two arguments: data, a time series, essentially a list of reals; k, an integer greater ...
3
votes
1answer
296 views
How to create a histogram of annual events, such as cherry blossom time
I have calculated blooming and ripening times for a specific variety of plant, based on actual temperature data from over 40 years. I would like to create two histograms on a single axis; one for ...
0
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1answer
147 views
Generate Chaotic Time Series using CellularAutomaton[]
If possible, How could I generate a chaotic Time series using CellularAutomaton[].
I am especially interested in Rule 30.
A friend told me it was possible but I ...
