View source for Time-series re-indexing

[[Category: Examples]]
=== Example model ===

:[[image:Weekly_data_graph_ex.png]]

'''Description:''' This model contains some examples of time-series re-indexing.  It is intended to demonstrate some of these basic techniques.

In this example, actual measurements were collected at non-uniform time increments.  Before analyzing these, we map these to a uniformly spaced time index (<code>Week</code>), occurring on Monday of each week.  The mapping is done using an interpolation.  The evenly-spaced data is then used to forecast future behavior.  We first forecast over an index containing only future time points (<code>Future_weeks</code>), using a log-normal process model based on the historical weekly change.  We then combine the historical data with the forecast on a common index (<code>Week</code>).  A prob-bands graph of the weekly_data result shows the range of uncertainty projected by the process model (you'll notice the uncertainty exists only for future forecasted values, not historical ones).

'''Keywords:''' Dynamic models, forecasting, time-series re-indexing

'''Author:''' Lonnie Chrisman

'''Download:''' [[media:Time-series-reindexing.ana|Time-series-reindexing.ana]]