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Questions tagged [time-series-analysis]

36 questions
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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 (e.g. breaker trip, inverter alarm values,…
theoneandonly2
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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 similarity, not dis-similarity. The dynamic time…
aghd
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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 distance by the number of insert we'd have to do from…
nicolas
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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, then takes an action to get to another state. This…
oalbrecht
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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 to be matched with some $t_{j+k}$ close enough to…
mercury0114
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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 predict if an instrument was in fact up or down…
trock2000
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3
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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 is (Xi, Yi). The length of this array is constant N but is updated regularly. Each…
askyfullofstars
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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 is to learn that function and its parameters as…
Pradeep Rawat
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Temporal alignment of two time series

I have two series of tuples $$ A = \{(x_0,t_{01},t_{02}),(x_1,t_{11},t_{12}),\ldots,(x_n,t_{n1},t_{n2})\} \\ B = \{(y_0,tt_{01},tt_{02}),(y_1,tt_{11},tt_{12}),\ldots,(y_m,tt_{m1},tt_{m2})\} $$ where $m \neq n$ and $t$ and $tt$ are both time…
Greg
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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 specific insect behaviors, and I would like to play…
Ryan
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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 signals being compared? To clarify my question. I…
Richard
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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 to predict 220. After an epoch, my network…
Rob
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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 follow. Challenge I wrote some simulation code,…
B.Mr.W.
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Finding the maximum sum series in time complexity of O(n)

You are given a list of prices (non-negative integers) $$ P= $$, where the prices $P_i$ appear in non-decreasing order. Moreover, you have access to an oracle that can be queried with an integer $a$ and returns "yes" if and only…
John19
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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 hours. The # of GB used jumps up and…
Benjamin H
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