Questions tagged [differences]

The process of taking the difference between two values to achieve desirable statistical properties. e.g. paired differences t-test, differences between time points in an AR(1) model, and difference-in-differences causal impact analysis.

172 questions
26
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1 answer

What is the difference between univariate and multivariate time series?

I have the following time series data: index Time value_1 value_2 value_3 0 2016-04-01 06:00:10 1 5 2 1 2016-04-01 06:00:20 2 9 8 2 2016-04-01 06:00:30 3 5 1 3 2016-04-01 06:00:40 4 4 4 4 2016-04-01 06:00:50 3 4 5 6 2016-04-01 06:01:00 4 3 2 Is this…
B.B
  • 363
15
votes
6 answers

What is the difference between econometrics and statistics?

It's never been very clear to me what distinguishes econometrics from statistics. My preliminary understanding was that statistics is data-focused whereas econometrics always starts from theory. But is that it? How are the two disciplines different?
FightMilk
  • 432
11
votes
2 answers

Levenshtein Distance vs Damerau Levenstein vs Optimal String Alignment Distance

Could anyone explain in simple words (and maybe with an example) what the difference between the Levenshtein Distance, Damerau Levenstein, and Optimal String Alignment Distance? When would one use one over the other distance algorithm? And the Math…
Thalassophile
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7
votes
1 answer

Why this OLS fitting will converge to (0,-0.5)?

In this AR1 model, if we fit y with diff(y) , regardless the true coefficient, when N is large, it seems the model will converge to (0,-0.5), why? > set.seed(0) > ts.sim <- arima.sim(list(order = c(1,0,0), ar = c(0.1)), n = 1e6) > x= diff(ts.sim) >…
HXD
  • 38,018
7
votes
1 answer

What is the relation between ELBO and SGVB?

Evidence lower bound (ELBO) can be maximized, so that to find the most appropriate approximative distribution of the target distribution, which is equivalent to the minimization of the corresponding Kullback–Leibler divergence . The paper that…
user82135
7
votes
2 answers

Standard Error of the cumulative value for time series

I have two time series, as in the picture below. The data was gathered experimentally. A practical example could be a measured mass flow rate, where I measure the mass flow rate over a certain time period with changing boundary conditions, and I am…
John Tokka Tacos
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7
votes
2 answers

What "more" does differencing (d>0) do in ARIMA than detrend?

I recently read a discussion about ARIMA models where someone said (referring to d as in ARIMA (p, d, q)): Its true that d=1 takes out deterministic trends when they are present (they would appear only in the drift term.) But it does more than that.…
Wayne
  • 22,310
6
votes
1 answer

A time-series where the average of the difference depends only on the interval

Consider a time-series: $\{X_1,X_2,\ldots,X_T\}$ . Then, we can think of the difference like $X_{t+r}-X_{t}$ , where $r$ is an integer. Here, I am wondering whether there is any time-series process that satisfies a property that the average of…
MinChul Park
  • 441
5
votes
3 answers

Is a time trend a substitute for first differencing?

I am doing a macroeconomic analysis involving BOP, investment ratio, GDP growth rates, and CPI inflation as dependent variables. My independent variables are other macro variables. When I test for unit root, many of the variables display unit root.…
econ_1889
  • 51
5
votes
1 answer

What is the relation between the effect size and correlation?

Correlation refers to the degree to which a pair of variables is linearly related. The effect size quantifies some difference between two groups (e.g. the difference between the means of two datasets). For example, there's the Cohen's effect size .…
user82135
5
votes
1 answer

Differences linear discriminant analysis and Gaussian mixture model

I know that there are topics about this question but in my view, the answers are not clear enough. I don't understand the main difference between Linear Discriminant Analysis (LDA) and Gaussian Mixture Models (GMM). Both have the same purpose :…
Mohamed
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4
votes
1 answer

I need help with GAMM difference plots

m2 <- bam(mean_pupil ~ group + s(block_time, by = group, k = 30) + s(trial_time) + s(block_time, subject, bs = "fs") + block_accuracy + condition + age + iqdq + sex, AR.start = baseline_data_complete$start.event, rho = valRho, data =…
Christal V.
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4
votes
1 answer

Absolute difference as disagreement measure

I am conducting a descriptive study on how the extent of disagreement in various opinions on preventive care varies depending on the specific opinion domain (i.e., prevention against different diseases) and the relationship (e.g., with parents or…
kris
  • 129
4
votes
1 answer

Inverting diff() and BoxCox() in R

i'm doing a project with a non-stationary time series. i used BoxCox trasformation and differences to make it stationary selling_boxcox<-BoxCox(selling,lambda=2) selling_stationary<-diff(diff(selling_boxcox,lag=12,differences=1),differences=1) and…
Carmine
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4
votes
3 answers

How to properly explain a delta between 0.10 to 0.05 in proportions

Assuming I have proportions for clicks to impressions of 0.10 for p1 and 0.05 for p2. This is equivalent to 10% and 5% click through rate. One way is to say that p1 is 5% higher but can we even say that p1 is 100% more than p2 ? If so what is the…
Roger Steinberg
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