The Math Forum



Search All of the Math Forum:

Views expressed in these public forums are not endorsed by NCTM or The Math Forum.


Math Forum » Discussions » sci.math.* » sci.stat.math

Topic: Construct sample paths over time from aggregated sample data
Replies: 7   Last Post: Dec 8, 2016 5:19 PM

Advanced Search

Back to Topic List Back to Topic List Jump to Tree View Jump to Tree View   Messages: [ Previous | Next ]
Torsten

Posts: 1,717
Registered: 11/8/10
Construct sample paths over time from aggregated sample data
Posted: Nov 25, 2016 6:18 AM
  Click to see the message monospaced in plain text Plain Text   Click to reply to this topic Reply

Dear Community,

a raw data basis consists of measurements of a certain quantity over time taken every 1 minute. But these data are not available for me.

What I have are the empirical distributions for the maximum variation of the quantity every 15 minutes, 1 hour and 1 day together with
the expected value of the quantity taken over the complete set of raw data.

Is it possible to construct sample paths over time for the quantity from this information ? If yes - what do you suggest ?

Thank you in advance for any help.

Best wishes
Torsten.



Point your RSS reader here for a feed of the latest messages in this topic.

[Privacy Policy] [Terms of Use]

© The Math Forum at NCTM 1994-2017. All Rights Reserved.