Match peaks of Time Series data better than troughs
0
$begingroup$
I'd like some guidance on which method I can use to better match the peaks in any time series data than the troughs.
For example in the following figure
the dashed line is the actual sales data, and the blue line is a regression fit.
I'd like a process/method by which I can better match the peaks of the dashed line, even if it is at the expense of a poorer fit to the troughs of the dashed line.
I hope the question is clear. I'd greatly appreciate any guidance on this or links to any articles/papers that might help. Thanks.
statistics time-series
edited Dec 31 '18 at 5:40
Lee David Chung Lin
4,51851342
asked Dec 31 '18 at 1:49
sophiasophia
1
$endgroup$
add a comment |
0
$begingroup$
I'd like some guidance on which method I can use to better match the peaks in any time series data than the troughs.
For example in the following figure
the dashed line is the actual sales data, and the blue line is a regression fit.
I'd like a process/method by which I can better match the peaks of the dashed line, even if it is at the expense of a poorer fit to the troughs of the dashed line.
I hope the question is clear. I'd greatly appreciate any guidance on this or links to any articles/papers that might help. Thanks.
statistics time-series
edited Dec 31 '18 at 5:40
Lee David Chung Lin
4,51851342
asked Dec 31 '18 at 1:49
sophiasophia
1
$endgroup$
$begingroup$
Try to make your question self-contained by removing the link to the picture and adding it to your question instead, so as to make sure that the question is still complete if the link dies. Also, the question needs to be more specific; why exactly are you not satisfied with the curve generated by leat-squares? If it's a subjective reason, we can't help there. If there's an objective, mathematical reason then you must state it.
$endgroup$
– YiFan
Dec 31 '18 at 1:57
$begingroup$
thanks for commenting @YiFan, i wasn't allowed to include the picture in the question, i'm not satisfied for an objective mathematical reason - like i state in the question, i need some help identifying the right model that would better match the peaks of any time series data, rather than a best fit through the data, hope that makes sense
$endgroup$
– sophia
Dec 31 '18 at 2:10
$begingroup$
The Series looks quite periodic, have you tried to estimate the Fourier transform? Identifying the principal frequencies could help you to estimate the peaks, or at least their location
$endgroup$
– RScrlli
Dec 31 '18 at 8:16
$begingroup$
thanks for replying @RamiroScorolli, I have not estimated the FT yet, I'll look into it,
$endgroup$
– sophia
Dec 31 '18 at 11:44
add a comment |
0
0
0
$begingroup$
I'd like some guidance on which method I can use to better match the peaks in any time series data than the troughs.
For example in the following figure
the dashed line is the actual sales data, and the blue line is a regression fit.
I'd like a process/method by which I can better match the peaks of the dashed line, even if it is at the expense of a poorer fit to the troughs of the dashed line.
I hope the question is clear. I'd greatly appreciate any guidance on this or links to any articles/papers that might help. Thanks.
statistics time-series
edited Dec 31 '18 at 5:40
Lee David Chung Lin
4,51851342
asked Dec 31 '18 at 1:49
sophiasophia
1
$endgroup$
I'd like some guidance on which method I can use to better match the peaks in any time series data than the troughs.
For example in the following figure
the dashed line is the actual sales data, and the blue line is a regression fit.
I'd like a process/method by which I can better match the peaks of the dashed line, even if it is at the expense of a poorer fit to the troughs of the dashed line.
I hope the question is clear. I'd greatly appreciate any guidance on this or links to any articles/papers that might help. Thanks.
statistics time-series
statistics time-series
edited Dec 31 '18 at 5:40
Lee David Chung Lin
4,51851342
asked Dec 31 '18 at 1:49
sophiasophia
1
edited Dec 31 '18 at 5:40
Lee David Chung Lin
4,51851342
asked Dec 31 '18 at 1:49
sophiasophia
1
edited Dec 31 '18 at 5:40
Lee David Chung Lin
4,51851342
edited Dec 31 '18 at 5:40
Lee David Chung Lin
4,51851342
edited Dec 31 '18 at 5:40
Lee David Chung Lin
4,51851342
4,51851342
asked Dec 31 '18 at 1:49
sophiasophia
1
asked Dec 31 '18 at 1:49
sophiasophia
1
asked Dec 31 '18 at 1:49
sophiasophia
1
1
$begingroup$
Try to make your question self-contained by removing the link to the picture and adding it to your question instead, so as to make sure that the question is still complete if the link dies. Also, the question needs to be more specific; why exactly are you not satisfied with the curve generated by leat-squares? If it's a subjective reason, we can't help there. If there's an objective, mathematical reason then you must state it.
$endgroup$
– YiFan
Dec 31 '18 at 1:57
$begingroup$
thanks for commenting @YiFan, i wasn't allowed to include the picture in the question, i'm not satisfied for an objective mathematical reason - like i state in the question, i need some help identifying the right model that would better match the peaks of any time series data, rather than a best fit through the data, hope that makes sense
$endgroup$
– sophia
Dec 31 '18 at 2:10
$begingroup$
The Series looks quite periodic, have you tried to estimate the Fourier transform? Identifying the principal frequencies could help you to estimate the peaks, or at least their location
$endgroup$
– RScrlli
Dec 31 '18 at 8:16
$begingroup$
thanks for replying @RamiroScorolli, I have not estimated the FT yet, I'll look into it,
$endgroup$
– sophia
Dec 31 '18 at 11:44
add a comment |
$begingroup$
Try to make your question self-contained by removing the link to the picture and adding it to your question instead, so as to make sure that the question is still complete if the link dies. Also, the question needs to be more specific; why exactly are you not satisfied with the curve generated by leat-squares? If it's a subjective reason, we can't help there. If there's an objective, mathematical reason then you must state it.
$endgroup$
– YiFan
Dec 31 '18 at 1:57
$begingroup$
thanks for commenting @YiFan, i wasn't allowed to include the picture in the question, i'm not satisfied for an objective mathematical reason - like i state in the question, i need some help identifying the right model that would better match the peaks of any time series data, rather than a best fit through the data, hope that makes sense
$endgroup$
– sophia
Dec 31 '18 at 2:10
$begingroup$
The Series looks quite periodic, have you tried to estimate the Fourier transform? Identifying the principal frequencies could help you to estimate the peaks, or at least their location
$endgroup$
– RScrlli
Dec 31 '18 at 8:16
$begingroup$
thanks for replying @RamiroScorolli, I have not estimated the FT yet, I'll look into it,
$endgroup$
– sophia
Dec 31 '18 at 11:44
$begingroup$
Try to make your question self-contained by removing the link to the picture and adding it to your question instead, so as to make sure that the question is still complete if the link dies. Also, the question needs to be more specific; why exactly are you not satisfied with the curve generated by leat-squares? If it's a subjective reason, we can't help there. If there's an objective, mathematical reason then you must state it.
$endgroup$
– YiFan
Dec 31 '18 at 1:57
$begingroup$
Try to make your question self-contained by removing the link to the picture and adding it to your question instead, so as to make sure that the question is still complete if the link dies. Also, the question needs to be more specific; why exactly are you not satisfied with the curve generated by leat-squares? If it's a subjective reason, we can't help there. If there's an objective, mathematical reason then you must state it.
$endgroup$
– YiFan
Dec 31 '18 at 1:57
$begingroup$
thanks for commenting @YiFan, i wasn't allowed to include the picture in the question, i'm not satisfied for an objective mathematical reason - like i state in the question, i need some help identifying the right model that would better match the peaks of any time series data, rather than a best fit through the data, hope that makes sense
$endgroup$
– sophia
Dec 31 '18 at 2:10
$begingroup$
thanks for commenting @YiFan, i wasn't allowed to include the picture in the question, i'm not satisfied for an objective mathematical reason - like i state in the question, i need some help identifying the right model that would better match the peaks of any time series data, rather than a best fit through the data, hope that makes sense
$endgroup$
– sophia
Dec 31 '18 at 2:10
$begingroup$
The Series looks quite periodic, have you tried to estimate the Fourier transform? Identifying the principal frequencies could help you to estimate the peaks, or at least their location
$endgroup$
– RScrlli
Dec 31 '18 at 8:16
$begingroup$
The Series looks quite periodic, have you tried to estimate the Fourier transform? Identifying the principal frequencies could help you to estimate the peaks, or at least their location
$endgroup$
– RScrlli
Dec 31 '18 at 8:16
$begingroup$
thanks for replying @RamiroScorolli, I have not estimated the FT yet, I'll look into it,
$endgroup$
– sophia
Dec 31 '18 at 11:44
$begingroup$
thanks for replying @RamiroScorolli, I have not estimated the FT yet, I'll look into it,
$endgroup$
– sophia
Dec 31 '18 at 11:44
add a comment |
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$begingroup$
Try to make your question self-contained by removing the link to the picture and adding it to your question instead, so as to make sure that the question is still complete if the link dies. Also, the question needs to be more specific; why exactly are you not satisfied with the curve generated by leat-squares? If it's a subjective reason, we can't help there. If there's an objective, mathematical reason then you must state it.
$endgroup$
– YiFan
Dec 31 '18 at 1:57
$begingroup$
thanks for commenting @YiFan, i wasn't allowed to include the picture in the question, i'm not satisfied for an objective mathematical reason - like i state in the question, i need some help identifying the right model that would better match the peaks of any time series data, rather than a best fit through the data, hope that makes sense
$endgroup$
– sophia
Dec 31 '18 at 2:10
$begingroup$
The Series looks quite periodic, have you tried to estimate the Fourier transform? Identifying the principal frequencies could help you to estimate the peaks, or at least their location
$endgroup$
– RScrlli
Dec 31 '18 at 8:16
$begingroup$
thanks for replying @RamiroScorolli, I have not estimated the FT yet, I'll look into it,
$endgroup$
– sophia
Dec 31 '18 at 11:44