Extracting characteristics from time series data

  • #1
hi

I have a random set of time series data that is calculated after applying an algorithm to a main random time serie data, and really need to extract all the possible characteristics from the set. The goal is to measure those characteristics and perform some statistical graphs based on those measurements ad try to forecast what are the possible next behaviours of the main set.

At the moment I have observed the next characteristics:
  1. Trend linearity and curvature
  2. Size of peak and trough
  3. Time that the value is over 80 or under 20
  4. etc...
I think there are much more characteristics that can be observed. The problem is I cannot find a list with characteristics.
 

Attachments

Answers and Replies

  • #3
FactChecker
Science Advisor
Gold Member
6,057
2,341
  • Like
Likes Richard_Steele
  • #4
Thank you very much guys, I have tried the techniques you mentioned and it worked very good, specially the ARIMA.
 

Related Threads on Extracting characteristics from time series data

Replies
1
Views
135
  • Last Post
Replies
3
Views
533
  • Last Post
Replies
5
Views
944
Replies
6
Views
2K
Replies
2
Views
1K
  • Last Post
2
Replies
31
Views
2K
Replies
7
Views
612
  • Last Post
Replies
4
Views
2K
  • Last Post
Replies
6
Views
2K
Replies
1
Views
2K
Top