https://anomaly.io/detect-correlation-time-series/ Just another WordPress site Thu, 30 May 2019 16:24:00 +0000 hourly 1 http://wordpress.org/?v=4.2.2 https://anomaly.io/detect-correlation-time-series/#comment-64 Fri, 30 Nov 2018 20:47:00 +0000 https://anomaly.io/?p=3166#comment-64 Thanks for the posting. Just be aware that ccf will standardize the series at the beginning of the exercise. so results won’t match those done with cor – on lagged data. I recognize your example was set to lag 0, so this isn’t an issue using this code exactly as presented. thanks!

]]> https://anomaly.io/detect-correlation-time-series/#comment-52 Fri, 06 Apr 2018 01:25:00 +0000 https://anomaly.io/?p=3166#comment-52 I’m also the one who has been following this blog a few months and I totally agree with your opinion. Even when I was googling in order to get ideas about anomaly detection in different ways, answers was trivial and abstract while this blog shows practical and visible examples. Thank you 😀

]]> https://anomaly.io/detect-correlation-time-series/#comment-51 Thu, 29 Mar 2018 20:59:00 +0000 https://anomaly.io/?p=3166#comment-51 I have been following this blog about a year or so; during that time there has been a steady stream of very high quality posts on time series analysis–usually directed to specific “fundamental” techniques, which very practitioners seem to actually know them. Certainly I have learned from reading these posts. Kudos to this Team for doing this Blog and I hope you will continue

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