Time Series Prediction – A short introduction for pragmatists

Re:Time Series Prediction – A short introduction for pragmat... by wenc on Saturday November 09, 2019 @06:03PM (#21495101)

Genuinely curious -- how do you create predictive time-series models in the frequency domain?

(background: control systems)

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Re:Time Series Prediction – A short introduction for pragmat... by hprotagonist on Sunday November 10, 2019 @09:14AM (#21498012)

speech recognition immediately jumps to mind

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Re:Time Series Prediction – A short introduction for pragmat... by wenc on Sunday November 10, 2019 @02:52PM (#21499795)

Speech recognition is generally not considered a time series problem though.

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Re:Time Series Prediction – A short introduction for pragmat... by hprotagonist on Monday November 11, 2019 @10:55AM (#21505800)

what about speech is nontemporal?

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Re:Time Series Prediction – A short introduction for pragmat... by wenc on Wednesday November 13, 2019 @12:14AM (#21521328)

Time series problems are indeed temporal, but not all temporal problems are time series problems. Time series deals with time-specific features of a discrete sequence like autocorrelation, trends, seasonality, etc. whereas frequency domain methods deal with, well, frequency.

Support you’re are looking at sales patterns over a long period of time, which has certain patterns. FFTs are unlikely to tell you much that is useful or predict much whereas time series methods can reveal patterns where the t is the independent variable.

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