# Questions tagged [time-series]

The analysis and inference about data observed over a general(continuous or discrete) time space. Usually related to stochastic processes and will probably receive better response under that tag.

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182 views

### A new method for processing music scores?

I have developed a method and python script: https://github.com/githubuser1983/algorithmic_python_music which allows the user to input a midi file and then chose a few numbers as parameters, and the ...
42 views

### Meaning of coefficient of MA($q$)?

I know well the meaning of coefficents of linear regression model. $$y= \beta_0+\beta_1x_1+\cdots+\beta_px_p$$ $\beta_j$ ($j=1, ... , p$) is the change of $y$ when $x_j$ is increased by one unit and ...
64 views

### Convergence of random operators

I'm a statistician not versed in functional analysis and operator theory. I wish that I might not find a wrong place for my question. All my questions are trivial in the scalar time series case, but ...
72 views

### Probability measure on $\mathbb{R}^n$ with given marginals and given correlation matrix

In all what follows, let $\mathcal{P}(\mathbb{R}^n)$ denote the set of probability measures on $(\mathbb{R}^n, \mathcal{B}(\mathbb{R}^n))$ and $\mathcal{C}_n$ the set of $n \times n$ correlation ...
24 views

### Deriving periodical processes from a finite time series

Suppose we have a finite time series of real-world events measured at $(t_k), k \in \mathbb{N}$ with $(t_{k-1} < t_k)$. The content of the actual events is irrelevant. I would like an automated ...
130 views

### Temporal generalization of graphs: density vs $n$ and $m$?

In short: we generalize graphs to the temporal case, but fail to fully preserve the usual relation between density, number of vertices, and number of edges; how to make better? Context. We propose a ...
180 views

### Cointegration of (multiple) time series

Some time ago I stumbled upon the notion of cointegration of time series (see the wiki for some basic fact). Unfortunately, my knowledge of time series is a bit sketchy, and moreover I was able to ...