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Traces is a Python library for analysis of unevenly spaced time series in their unaltered form.; CRAN Task View: Time Series Analysis is a list describing many R (programming language) packages dealing with both unevenly (or irregularly) and evenly spaced time series and many related aspects, including uncertainty.
In terms of complex time series, some experts have discovered that extrapolation is more accurate when performed through the decomposition of causal forces. [6] Even for proper assumptions about the function, the extrapolation can diverge severely from the function.
Maximum entropy spectral estimation is a method of spectral density estimation.The goal is to improve the spectral quality based on the principle of maximum entropy.The method is based on choosing the spectrum which corresponds to the most random or the most unpredictable time series whose autocorrelation function agrees with the known values.
Time series analysis comprises methods for analyzing time series data in order to extract meaningful statistics and other characteristics of the data. Time series forecasting is the use of a model to predict future values based on previously observed values.
A working paper by Robert J. Hodrick titled "An Exploration of Trend-Cycle Decomposition Methodologies in Simulated Data" [10] examines whether the proposed alternative approach of James D. Hamilton is actually better than the HP filter at extracting the cyclical component of several simulated time series calibrated to approximate U.S. real GDP ...
In the data analysis of time series, Time Warp Edit Distance (TWED) is a measure of similarity (or dissimilarity) between pairs of discrete time series, controlling the relative distortion of the time units of the two series using the physical notion of elasticity.
In time series analysis, the moving-average model (MA model), also known as moving-average process, is a common approach for modeling univariate time series. [1] [2] The moving-average model specifies that the output variable is cross-correlated with a non-identical to itself random-variable.
RRDtool (round-robin database tool) aims to handle time series data such as network bandwidth, temperatures or CPU load. The data is stored in a circular buffer based database, thus the system storage footprint remains constant over time. It also includes tools to extract round-robin data in a graphical format, for which it was originally intended.