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Re: time series analysis - request for ideas? [message #72719 is a reply to message #72575]

Fri, 01 October 2010 08:33

oxfordenergyservices is currently offline

oxfordenergyservices
Messages: 56
Registered: January 2009

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On 24 Sep, 15:58, "Kenneth P. Bowman" <k-bow...@null.edu> wrote:
> In article
> < d6ff2568-ef07-4ccb-bbcf-13ea297e1...@n7g2000vbo.googlegroups .com >,
>
> a <oxfordenergyservi...@googlemail.com> wrote:
>> I'll take a look. One of the issues I have with the datasets is that
>> they do not really resemble noise, white or red. There a periods of
>> quietness, then periods of plateaus etc. Quite hard to model.
>
> You might need a hierarchical model. That is, a top-level random
> process that flips between different the modes of variability, and multiple
> low-level processes that simulate the statistics within each
> quasi-stationary period.
>
i think that's right. what i've tried so far makes simulations that
have the correct power spectrum but have effectively shuffled the time
signals so it doesn't look like the original.

i think i have to simulate activity or not and then introduce the
noise after.

thanks

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[Message index]

		Re: time series analysis - request for ideas? By: Kenneth P. Bowman on Fri, 24 September 2010 07:58
		Re: time series analysis - request for ideas? By: oxfordenergyservices on Fri, 24 September 2010 06:02
		Re: time series analysis - request for ideas? By: R.G.Stockwell on Tue, 21 September 2010 09:35
		Re: time series analysis - request for ideas? By: oxfordenergyservices on Fri, 01 October 2010 08:33

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