Reputation
Next privilege 125 Rep.
Vote down
Badges
2
Newest
 Editor
Impact
~35 people reached

  • 0 posts edited
  • 0 helpful flags
  • 0 votes cast
Mar
30
comment Linear regression of time series data - moving linear regression
The only problem I can see with this is that it would require all the points to be stored and recalculated every time. If there was a way to simply update the previous calculation of the gradient with a new pair of values then that would be perfect.
Mar
30
comment Linear regression of time series data - moving linear regression
That sounds perfect - thanks. Maybe it could even be extended with $\lambda_{i}$ which is derived from the number of events observed in each window such that windows with many events with have a greater influence than those with fewer events, thereby emphasising statistically significant results and smoothing over low-level noise.
Mar
30
awarded  Editor
Mar
30
revised Linear regression of time series data - moving linear regression
deleted 1 character in body
Mar
30
awarded  Student
Mar
30
asked Linear regression of time series data - moving linear regression