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Re: time series analysis - request for ideas? [message #72575]

Fri, 24 September 2010 07:58

Kenneth P. Bowman
Messages: 585
Registered: May 2000

Senior Member

In article
<d6ff2568-ef07-4ccb-bbcf-13ea297e1177@n7g2000vbo.googlegroups.com>,
a <oxfordenergyservices@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.

Ken Bowman

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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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