Determining Skew of Standard Deviations

  • Context: Undergrad 
  • Thread starter Thread starter Aston08
  • Start date Start date
  • Tags Tags
    Standard
Click For Summary
SUMMARY

The discussion focuses on determining the skew of a data set of standard deviations using a sliding 20-period window. The user seeks methods to calculate the relative skew and smooth the data for better visualization of transitions between negative and positive skew. Suggestions for specific calculations or formulas to achieve this were requested, highlighting the subjective nature of data transformation without a clear model or requirements.

PREREQUISITES
  • Understanding of standard deviation calculations
  • Familiarity with sliding window techniques
  • Knowledge of data smoothing methods
  • Basic statistics concepts, particularly skewness
NEXT STEPS
  • Research methods for calculating skewness in datasets
  • Explore data smoothing techniques such as moving averages
  • Learn about histogram analysis for data visualization
  • Investigate the implications of data transformation on decision-making
USEFUL FOR

Data analysts, statisticians, and anyone involved in data visualization or transformation seeking to understand skewness in datasets.

Aston08
Messages
21
Reaction score
0
Determining Skew of a Data Set of Standard Deviations

I currently have a formula to calculate the standard deviation of data using a sliding 20 period window which has allowed me to generate the histogram image seen below.

TSBias.gif


My question is what calculations or formulas would I need to run/use on the above data to determine the relative skew of the data over a sliding 20 period window? My interest is in smoothing the data to a certain extent in order to more easily discern the transitions from - to + skew.

Any suggestions would be much appreciated.
 
Last edited:
Physics news on Phys.org
You're asking how to tranform you data so it "looks better". This is like asking "What color should I paint my room?". There is no objective answer to this question since we don't know your requirements. We have no stochastic or physical model for the data. We don't know what decisions would be made on the basis for the transformed data, etc.
 

Similar threads

  • · Replies 4 ·
Replies
4
Views
3K
  • · Replies 5 ·
Replies
5
Views
3K
  • · Replies 5 ·
Replies
5
Views
2K
  • · Replies 2 ·
Replies
2
Views
2K
  • · Replies 3 ·
Replies
3
Views
2K
  • · Replies 2 ·
Replies
2
Views
2K
  • · Replies 2 ·
Replies
2
Views
2K
  • · Replies 3 ·
Replies
3
Views
2K
  • · Replies 4 ·
Replies
4
Views
2K
  • · Replies 3 ·
Replies
3
Views
2K