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Compare noise level of time series from different sources
Announcing the arrival of Valued Associate #679: Cesar Manara
Planned maintenance scheduled April 23, 2019 at 00:00UTC (8:00pm US/Eastern)
2019 Moderator Election Q&A - Questionnaire
2019 Community Moderator Election ResultsDifferent estimation methods of Time series modelDifferent Time series Modeling techniques?Predicting future airfare using past dataHow to scale data for LSTM autoencoder?how to compare different sets of time series dataHow can I prepare my data from multiple time series sources for time series regression?How to approach Peak picking with a wide range of peak shapes, sizes, varying noise level, and occasionally shifting baseline?Reducing noisy data from non normal distribution of data with std deviation?Mapping “event” series, with segments of variable length, to time series for loss calculationTuning a sequence to sequence model
$begingroup$
I have multiple time series from different sources and they have different scale. For example -
Date Source Value
--------- ------- ------
2019.02.03 A 45
2019.02.03 B 3421
2019.02.03 C 753
2019.02.04 A 47
2019.02.04 B 4588
2019.02.04 C 508
2019.02.05 A 32
2019.02.05 B 5832
2019.02.05 C 811
My goal is to identify reliability of each source. Ideally, each source would provide constant data but in real world noise can be introduced. To start with I want to put the sources into three buckets - very noisy, somewhat noisy, not noisy.
How do I compare the noise level of these sources?
So far I have tried scaling the series from each source by dividing by max and then calculating standard deviation. Since series from each source is less than 1, standard deviation of the series can be compared. std > 0.5 is very noisy, 0.2 < std <= 0.5 is somewhat noisy, and 0.2 <= std is not noisy.
I am not sure if this is a good way and want to learn other ways of dealing with this type of problem.
time-series noise
asked 22 mins ago
Ritesh SoniRitesh Soni
1
New contributor
Ritesh Soni is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
$endgroup$
add a comment |
$begingroup$
I have multiple time series from different sources and they have different scale. For example -
Date Source Value
--------- ------- ------
2019.02.03 A 45
2019.02.03 B 3421
2019.02.03 C 753
2019.02.04 A 47
2019.02.04 B 4588
2019.02.04 C 508
2019.02.05 A 32
2019.02.05 B 5832
2019.02.05 C 811
My goal is to identify reliability of each source. Ideally, each source would provide constant data but in real world noise can be introduced. To start with I want to put the sources into three buckets - very noisy, somewhat noisy, not noisy.
How do I compare the noise level of these sources?
So far I have tried scaling the series from each source by dividing by max and then calculating standard deviation. Since series from each source is less than 1, standard deviation of the series can be compared. std > 0.5 is very noisy, 0.2 < std <= 0.5 is somewhat noisy, and 0.2 <= std is not noisy.
I am not sure if this is a good way and want to learn other ways of dealing with this type of problem.
time-series noise
asked 22 mins ago
Ritesh SoniRitesh Soni
1
New contributor
Ritesh Soni is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
$endgroup$
add a comment |
$begingroup$
I have multiple time series from different sources and they have different scale. For example -
Date Source Value
--------- ------- ------
2019.02.03 A 45
2019.02.03 B 3421
2019.02.03 C 753
2019.02.04 A 47
2019.02.04 B 4588
2019.02.04 C 508
2019.02.05 A 32
2019.02.05 B 5832
2019.02.05 C 811
My goal is to identify reliability of each source. Ideally, each source would provide constant data but in real world noise can be introduced. To start with I want to put the sources into three buckets - very noisy, somewhat noisy, not noisy.
How do I compare the noise level of these sources?
So far I have tried scaling the series from each source by dividing by max and then calculating standard deviation. Since series from each source is less than 1, standard deviation of the series can be compared. std > 0.5 is very noisy, 0.2 < std <= 0.5 is somewhat noisy, and 0.2 <= std is not noisy.
I am not sure if this is a good way and want to learn other ways of dealing with this type of problem.
time-series noise
asked 22 mins ago
Ritesh SoniRitesh Soni
1
New contributor
Ritesh Soni is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
$endgroup$
I have multiple time series from different sources and they have different scale. For example -
Date Source Value
--------- ------- ------
2019.02.03 A 45
2019.02.03 B 3421
2019.02.03 C 753
2019.02.04 A 47
2019.02.04 B 4588
2019.02.04 C 508
2019.02.05 A 32
2019.02.05 B 5832
2019.02.05 C 811
My goal is to identify reliability of each source. Ideally, each source would provide constant data but in real world noise can be introduced. To start with I want to put the sources into three buckets - very noisy, somewhat noisy, not noisy.
How do I compare the noise level of these sources?
So far I have tried scaling the series from each source by dividing by max and then calculating standard deviation. Since series from each source is less than 1, standard deviation of the series can be compared. std > 0.5 is very noisy, 0.2 < std <= 0.5 is somewhat noisy, and 0.2 <= std is not noisy.
I am not sure if this is a good way and want to learn other ways of dealing with this type of problem.
time-series noise
time-series noise
asked 22 mins ago
Ritesh SoniRitesh Soni
1
New contributor
Ritesh Soni is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
asked 22 mins ago
Ritesh SoniRitesh Soni
1
New contributor
Ritesh Soni is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
asked 22 mins ago
Ritesh SoniRitesh Soni
1
New contributor
Ritesh Soni is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
asked 22 mins ago
Ritesh SoniRitesh Soni
1
asked 22 mins ago
Ritesh SoniRitesh Soni
1
1
New contributor
Ritesh Soni is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
New contributor
Ritesh Soni is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
Ritesh Soni is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
add a comment |
add a comment |
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