「time series」の検索結果

Query the OFR (Office of Financial Research) Hedge Fund Monitor API for hedge fund data including SEC Form PF aggregated statistics, CFTC Traders in Financial Futures, FICC Sponsored Repo volumes, and FRB SCOOS dealer financing terms. Access time series data on hedge fund size, leverage, counterparties, liquidity, complexity, and risk management. No API key or registration required. Use when working with hedge fund data, systemic risk monitoring, financial stability research, hedge fund leverage or leverage ratios, counterparty concentration, Form PF statistics, repo market data, or OFR financial research data.

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Query FRED (Federal Reserve Economic Data) API for 800,000+ economic time series from 100+ sources. Access GDP, unemployment, inflation, interest rates, exchange rates, housing, and regional data. Use for macroeconomic analysis, financial research, policy studies, economic forecasting, and academic research requiring U.S. and international economic indicators.

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Build anomaly detection applications with Azure AI Anomaly Detector SDK for Java. Use when implementing univariate/multivariate anomaly detection, time-series analysis, or AI-powered monitoring.

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Market prediction skill using Kronos. Use when user needs finance market time-series forecasting or news-aware finance market adjustments.

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Startup-tailored AWS architecture advice for non-agent workloads, adjusted to the company's stage (pre-revenue through Series B+), team size, runway, and credits. Not for AI agents: deploying an AI agent on AWS, picking its runtime, or any agentic architecture is agent-advisor. Use when a founder wants guidance or a recommendation rather than code changes: which services to choose, how to plan or review an architecture, how to stretch credits and control cost, or how to prepare architecture for a fundraise or technical diligence. For an interactive discovery flow that scaffolds and writes the architecture into the codebase, use start-building-for-startups. Do not use for: writing or scaffolding code, factual AWS Activate / programs / credits lookups (see knowledge-base-for-startups), a single copy-paste prompt (see prompt-library-for-startups), or migration intent such as GCP-to-AWS, Azure-to-AWS, or Heroku-to-AWS (see the migration skills: `gcp-to-aws`, `azure-to-aws`, `heroku-to-aws`, `llm-to-bedrock`).

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World-class data science skill for statistical modeling, experimentation, causal inference, and advanced analytics. Expertise in Python (NumPy, Pandas, Scikit-learn), R, SQL, statistical methods, A/B testing, time series, and business intelligence. Includes experiment design, feature engineering, model evaluation, and stakeholder communication. Use when designing experiments, building predictive models, performing causal analysis, or driving data-driven decisions.

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Estimate heart rate (HR) and breathing rate (BR) in bpm from a cleaned 1-D physiological time series such as radar phase, WiFi CSI amplitude, PPG, or a chest-motion signal. Use when Claude needs to choose HR/BR bandpass edges, pick a peak frequency from a noisy band, reject the HR second harmonic that often dominates the fundamental, handle respiration-harmonic leakage into the HR band on slow breathers, or flag low-confidence estimates. Not for arrhythmia / beat-to-beat analysis, multi-subject source separation, or rapidly non-stationary rates.

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Data conditioning techniques for gravitational wave detector data. Use when preprocessing raw detector strain data before matched filtering, including high-pass filtering, resampling, removing filter wraparound artifacts, and estimating power spectral density (PSD). Works with PyCBC TimeSeries data.

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Box Least Squares (BLS) periodogram for detecting transiting exoplanets and eclipsing binaries. Use when searching for periodic box-shaped dips in light curves. Alternative to Transit Least Squares, available in astropy.timeseries. Based on Kovács et al. (2002).

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Preprocessing and cleaning techniques for astronomical light curves. Use when preparing light curve data for period analysis, including outlier removal, trend removal, flattening, and handling data quality flags. Works with lightkurve and general time series data.

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Use this skill when reading sensor data from CSV files, writing simulation results to CSV, processing time-series data with pandas, or handling missing values in datasets.

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Expert database architect specializing in data layer design from scratch, technology selection, schema modeling, and scalable database architectures. Masters SQL/NoSQL/TimeSeries database selection, normalization strategies, migration planning, and performance-first design. Handles both greenfield architectures and re-architecture of existing systems. Use PROACTIVELY for database architecture, technology selection, or data modeling decisions.

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Pulls Bigdata.com (RavenPack) financial and news data via the official bigdata-client SDK and /v1/* REST endpoints — structured financials, prices, analyst estimates, entity-sentiment series, annotated chunk search, screener. Use when the Bigdata MCP's tearsheets/search feel thin and you need the machine-readable substrate: mentions of Bigdata.com, RavenPack, a bd_v2_ key, rp_entity_id, or chunk/query_unit cost.

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Generate a complete marketing campaign brief from a launch goal, ICP, and product context. Pure reasoning skill. Outputs channel plan, messaging angles, content types, timeline, and success metrics. Designed for seed/Series A founders and small GTM teams who aren't professional marketers but need to run focused campaigns. No scripts — pure reasoning.

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MongoDB schema design patterns and anti-patterns. Use when designing data models, reviewing schemas, migrating from SQL, or troubleshooting performance issues caused by schema problems. Triggers on "design schema", "embed vs reference", "MongoDB data model", "schema review", "unbounded arrays", "one-to-many", "tree structure", "16MB limit", "schema validation", "JSON Schema", "time series", "schema migration", "polymorphic", "TTL", "data lifecycle", "archive", "index explosion", "unnecessary indexes", "approximation pattern", "document versioning".

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Identify a linear dynamic model from input-output or time-series data using MATLAB System Identification Toolbox. Use when estimating transfer function, state-space, ARX, ARMAX, BJ, OE polynomial or process models from measurement data.

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Use this skill to classify tabular data end-to-end in MATLAB — load a dataset, prepare and clean it, select promising classifiers, train them, and compare accuracies with cross-validation, holdout, or hyperparameter optimization plus statistical tests. TRIGGER when: user asks to classify tabular data, pick classifiers for a dataset, compare classifier accuracy, run cross-validation or a holdout evaluation, or find the best model with statistical uncertainty. DO NOT TRIGGER when: user has non-tabular inputs (images, sequences, time series), wants a regression model, is training a specific neural network architecture (use matlab-train-network), or wants cost-sensitive learning or an arbitrary class-prior vector (this skill only supports the built-in uniform-prior toggle for imbalanced data).

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Access Federal Reserve Economic Data (FRED) time series

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Time series analysis and temporal pattern detection for scientific data

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Performs pandas DataFrame operations for data analysis, manipulation, transformation, time series analysis, merging, aggregation, and performance optimization.

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Use when the user asks to "design an experiment", "build a predictive model", "run A/B test analysis", "perform causal inference", "engineer features", "evaluate model performance", "set up MLOps pipeline", "analyze time series", "calculate sample size", or "deploy a model to production". Expert data science covering statistical modeling, experimentation, causal inference, feature engineering, ML deployment, and advanced analytics with Python, R, and SQL.

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Microbiome time series simulation with generalized Lotka-Volterra model, Self-Organized Instability (SOI), and other models. Hubbell's Neutral model is used to determine the abundance matrix. The resulting abundance matrix is applied to (Tree)SummarizedExperiment objects.

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Walk-forward validation framework for trading strategies and ML models with time-series-aware splits, overfit detection, and regime-aware validation

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Python statistical modeling: regression (OLS, WLS, GLM), discrete (Logit, Poisson, NegBin), time series (ARIMA, SARIMAX, VAR), with rigorous inference, diagnostics, and hypothesis tests. Use scikit-learn for ML; statistical-analysis for test choice.

日本語の概要は準備中です。原文の説明を表示しています。