Mastodawn

Joris Meys Apr 25, 2023

I am looking for a sensible measure of association between two time series with counts, but with a lot of zeros as well. For some odd reason I can't seem to find much literature on that. Anyone who can point me in a useful direction, preferably with some ready-to-use #RStats function?

If not, I can implement the measure myself as well.

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Nicola Rennie Apr 25, 2023

@JorisMeys

Dynamical correlation, maybe?

https://cran.r-project.org/web/packages/dynCorr/dynCorr.pdf

Not sure how well it will work when there are lots of zeros, but I've found it useful in other situations when more common methods have failed

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Joris Meys

@nrennie Interesting approach, thanks! It seems like a correlation between polynomial smoothers through the time series, which might not be that easy with the many zeroes. But we could try a similar approach with a different smoother (eg a floating average, or something based on a zero-inflated approach).