15,300 questions
1
vote
1
answer
45
views
How to detect and remove inconsistent timestamps in a time-series dataset?
I’m working with a time-series dataset where each record is supposed to be logged at 1-minute intervals.
However, due to data quality issues, the dataset contains:
duplicated timestamps
missing ...
0
votes
0
answers
79
views
How to handle missing values in time series data when forward fill creates unrealistic patterns? [closed]
Problem Description
I'm working on a time series dataset of sensor readings collected every 5 minutes over 3 months. The dataset has approximately 15% missing values scattered throughout, but some ...
1
vote
2
answers
95
views
Interpolate data using indicator in time series
I am trying to interpolate data in a time series where I have data for the variable every four years and an annual data of an indicator variable.
My goal is that the movement of the indicator is ...
- 21
0
votes
1
answer
34
views
Upsert! Operation Throws "A table can't contain duplicate column names" Error
I have a base table A and a result table B in DolphinDB. Table B was initially empty and is used to store calculated results based on table A. When trying to insert the calculated results into table B,...
- 1
1
vote
0
answers
121
views
How do I disable autocommit and make a batch of put operations atomic?
I’m using GridDB Cloud (Free) with the Python client, and I need to write a batch of rows to a TimeSeries container atomically (all-or-nothing). I'm having trouble figuring out how to turn autocommit ...
- 907
0
votes
1
answer
76
views
How to perform asof join (aj) with strict inequality (<) instead of default (≤)
I am using DolphinDB version 3.00.0.6 and have two in-memory tables A and B.
I need the equivalent of a Non-Equi Join with strict inequality (A.date > B.date) to find the latest record in B that is ...
- 13
0
votes
0
answers
70
views
Composite key (ts, deviceid) with timeseries container
I’m on GridDB Cloud (Free). For a TimeSeries container, I want each device to have at most one row per timestamp, i.e., enforce uniqueness on (ts, deviceid).
Schema:
CREATE TABLE TSDB (
ts TIMESTAMP ...
- 907
4
votes
1
answer
136
views
"Top-1 Per Group”: Get the latest row per deviceid in a time range
I'm using GridDB TimeSeries and need, for a given time range, the latest row per deviceid (i.e., top-1 by timestamp within each device), returned in one query.
Expected output (example for two devices ...
- 907
4
votes
0
answers
137
views
Hourly true average between timestamps [closed]
I’m storing IoT readings in a GridDB container and need one row per hour with the true average of the points that actually fall inside each hour (not interpolated values):
ts_bucket ...
- 907
0
votes
0
answers
42
views
How can I let `auto_arima` automatically select the optimal seasonal period (`m`)?
I’m trying to build a generic auto‑ARIMA pipeline that works on many different time‑series datasets.
The main difficulty is getting the algorithm to automatically detect the optimal seasonal period (m)...
- 381
1
vote
2
answers
110
views
"Subscript out of bounds" on a time series in R
Time series data to measure employment from United States Bureau of Labor Statistics (first ten rows shown):
> Time_Series
# A tsibble: 115 x 8 [1M]
year month value Year Month Date1 ...
- 396
0
votes
0
answers
83
views
About test set of XGBoost for Time Series Forecasting
I have questions about using XGBoost for the Time Series Forecasting problem.
According to these articles:
Multi-step time series forecasting with XGBoost | Towards Data Science
XGBoost for Multi-...
- 73
0
votes
0
answers
129
views
SELECT LAST with non-time filter returns empty set, how to get the latest row per device where val='1'?
Environment Information
Apache IoTDB 1.3.1(1C1D, standalone)
JDK 17
CentOS 7
My scenario:
Create a time-series with SQL:
CREATE TIMESERIES root.gn.ZS.JYJ.TJB_2.YX.val WITH DATATYPE=TEXT, ENCODING=...
4
votes
2
answers
279
views
Error after importing auto_arima from pmdarima in Google Colab w/ time series analysis
I'm encountering the error at the bottom when I try to run the following auto_arima function from the pmdarima package in Google Colab:
!pip install pmdarima
# Import the auto_arima function
from ...
- 33
1
vote
0
answers
63
views
Unsupervised Time Series Segmentation Without Predefined Number of Segments
I'm working with time series data where I need to identify distinct segments without prior knowledge of how many segments exist. The data looks like:
I've tried the claspy and ruptures packages, but ...
- 514
4
votes
1
answer
108
views
How to reconstruct Arima predictions from the coefficients?
I have a basic "regression with ARIMA errors" model. It has only two coefficients: one for the covariate and one for an AR1 term.
My client wants me to code the model in Excel (groan).
I ...
- 2,492
2
votes
2
answers
89
views
ggplot unwanted line when combining facet_wrap with geom_segment for timeseries data
I want simple wrapped timeseries plots that colour code weekday/weekend line segments. Here's a reproducible example:
require(tidyverse)
set.seed(42)
# toy hourly dataset with daily and weekly ...
- 24.1k
0
votes
0
answers
25
views
NIMBLE build Particle Filters with random effects in time series models
I'm fitting a time series model that involves a latent variable Y_neg. Since my outcome Y_negctrl_star is count data and its value is pretty large (as large as 3000), I cannot use the standard forward ...
- 67
2
votes
1
answer
55
views
Obtaining regular-spaced observations from irregular time series
I have a dataset with multiple observations per subject over time. The dates for the first and last observation per individual are different across the dataset, but for each individual there is only ...
- 23
0
votes
1
answer
102
views
Best practices for caching subsets of time-series data in MariaDB? [closed]
I have a sensor_status table that logs the status of hundreds of sensors every 45 minutes
CREATE TABLE sensor_status (
status_id INT AUTO_INCREMENT PRIMARY KEY,
sensor_id INT NOT NULL,
status ...
- 9
1
vote
0
answers
29
views
GridDB time-series query skips rows with millisecond timestamps (Java API)
I'm testing GridDB Community Edition 5.3 (Linux container via Docker Desktop on macOS 14.4, Apple M1).
When I insert rows with millisecond timestamps into a time-series container, and query using a ...
1
vote
0
answers
70
views
Givens Rotation on Python
I’m replicating Shapiro & Watson (1988) and need to impose the long-run restriction with a Givens rotation.
The target identity is
C_inf@B=C_inf(P@Q_total)=(C_inf@P)@Q_total=A@Q_total
Yet my code ...
0
votes
1
answer
55
views
df.to_json output appears to skip a date that is in the dataframe
I have very limited knowledge of pandas.
The data I'm using covers 2 dst (daylight saving) transitions for the UK (from 1 Sep 24 to 30 Apr 25), and consist of timestamps in milliseconds with values. ...
- 2,866
4
votes
2
answers
106
views
SQL count of previous occurrences of a value in a time series
How can I create a new column in SQL (on Snowflake) where it counts the previous occurrences of an ID value for a time series. Should go something like this:
Input Data
| Date | ID |
| ------...
- 43
0
votes
1
answer
55
views
nnetar with tscv including xreg
I am using the following code to forecast electricity price up to 180 days ahead:
far2_xreg <- function(x, h, xreg, newxreg) {
forecast(nnetar(x, xreg=xreg, p=7, size=5, repeats=5), xreg=newxreg, ...
- 1