Estimating change in time series A when perturbating time series B

Say we have historical data on two time series. Say time series B is its own process and is not influenced at all by time series A, but time series A is highly dependent on time series B, say for example they have an 80% correlation with 0 lags both in the original time series and their first difference.

What are appropriate models which could help me awnser the following: Given a perturbation in the near future in B, by how much will A move?

To be more concrete, say B is oil price and A is an oil company, if oil increases or decreases by 5 bucks, by how much will the oil firm’s stock price move?

submitted by /u/its-trivial
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Average of probabilities

Hi. I’m developing a work where I have multiple people classifying an image. Now I need to process the data I have but I’m really bad with statistics stuff and I would like some help.

Imagine that each person classifies an image and attributes a probability to each option regarding that image.

For example, person 1 classifies image as: A=60%, B=20%, C=10%, D=10%.
Person 2 classifies as: A=40%, B=10%, C=10%, D=40%,
And so on with multiple people.

I want to get a final result on the global probabilities for each option. How do I calculate the average and attribute different weights to each person (like Person 3 has double the weight of person 1). Any examples for similar problems that I can read to understand all this stuff?

submitted by /u/cardrig
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Question: Deviation over time

I have a monthly data set of international reserves of different countries. I want a measure of desperation that shows data volatility over time. Coefficient of variation will not work here because I have data that zigzags all over the place over time and data that steadily grows and the CV of both is the same. Please help me, which measure will show the volume of zigzagging over time?


submitted by /u/tavad
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Is there a way to tell which among the multiple predictions for a round robin tournament is better (at the end of the tournament)?

Let’s say there are 8 teams and every team plays every other team once. Before each match, two people give the probabilities of teams winning according to some model [An example: team A plays team B, Person 1 says A has 70% chance of winning, person 2 says A has 55% chance of winning. They do this every match]. Is there a way to compare those two people at the end of the tournament, as in whose predictions were ‘better’.

submitted by /u/San822
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This might be a weird hypothetical, but I’m curious

Let’s say the chance of X happening, while doing action Y is 1/16.

If you used multiple people in this experiment, and only recorded the data of persons who had not seen X in more than 16 action Y’s, would the chance of X while doing action Y still be 1/16? Given the sample size is large enough. Or would the original “not seen X in 16 or more action Y’s” offset this average?

It’s something I’ve thought about, and my pre-math hypothesis would be that it does, given a large enough sample size, reach an average of 1/16 or very close, be it 1/15 etc.

What I’m trying to analyze though, is what I assume to be gambler’s fallacy? When you don’t see something within a certain percentage, say flipping a coin, and you get tails twice in a row, you begin thinking the chance of getting heads becomes higher, but the chance is still 50/50. It’s about how data is read, not how it changes with time. (It doesn’t.) Etc.

submitted by /u/Muzea
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I’m in just prerequisites statistics.

Let me start off by saying I have always been terrible at math. It took me 3 tries to pass intermediate algebra it is not something I’ve ever been good at. Well the reason I am on this subreddit is my midterm is coming up and it is worth 25 percent of my grade. If I fail I would be getting a D which is not passing. I just need someone to help me answer a couple questions. Thank you so much if you can help.

submitted by /u/chloebswag
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Question: Finding the best real state investment

Hi guys, I need some help.

I have a dataset with the usd cost per m2 for houses in sell and rent list from the last 3 years. I want to find the correlation between the cost of rent and sell. Basically, I want to find the location with the lowest avg cost per m2 for sale but the highest avg cost per m2 in rent so I can have a return on investment. Any ideas? thanks

submitted by /u/mongomoo
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