Editing Talk:Finding relations between variables in time series
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mp April 7th at 1:51 PM | mp April 7th at 1:51 PM | ||
@ oh an additional thought, post chat — I think a “fast up / slow down” pattern would be reflected in a Markov probability distribution where any given number has a low probability of later numbers being higher than it. e.g. if prior was 7, then 7-or-lower are likely (gradual decline), but 8+ very unlikely.I was struggling to remember the language here, but I think a “first order” Markov model is where probability distributions at any given step are based only according to the previous step (and no further “memory” in the system). A “second order” is influenced by the two previous steps (a bit more memory). | @ oh an additional thought, post chat — I think a “fast up / slow down” pattern would be reflected in a Markov probability distribution where any given number has a low probability of later numbers being higher than it. e.g. if prior was 7, then 7-or-lower are likely (gradual decline), but 8+ very unlikely.I was struggling to remember the language here, but I think a “first order” Markov model is where probability distributions at any given step are based only according to the previous step (and no further “memory” in the system). A “second order” is influenced by the two previous steps (a bit more memory). | ||
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== potential sources of solutions == | == potential sources of solutions == | ||
Convert time series into bunch of splines? Especially MARS! https://www.google.com/search?client=firefox-b-1-d&q=splines+time+series | Convert time series into bunch of splines? Especially MARS! https://www.google.com/search?client=firefox-b-1-d&q=splines+time+series |