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Scatter Plot with points fading over time

  1. #1
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    Scatter Plot with points fading over time

    Currently I'm regressing two values (call it x and y) that are time series ordered pairs. I was wondering if there was a way to add a representation of this third dimension (time) to the scatter plot regression. One thought was to have the individual x,y points fade as they get older.


    Not necessary to get caught up in the details, but for context:
    I am regressing values of financial instruments. As time changes, the relationship tends to adjust to "new regimes." It would would be nice to see if the current pair value is simply off from the model due to a short term market mispricing, or if the current deviation from the model mean is due to the relationship shifting in to a new regime (ie. many of the recent points are clustered in the same area away from the model mean. This implies that going forward the model will adjust towards the more recent points, as opposed to the pair reverting back towards the model mean.)


    Any and all suggestions welcome (even if conceptual instead of technical.) Thanks all.

  2. #2
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    Re: Scatter Plot with points fading over time

    Two thoughts that are kind of similar. In either case, most of the work is in the spreadsheet, and the chart is there to reflect what you do in the spreadsheet.

    1) use a bubble chart rather than an XY scatter chart. A bubble chart is very similar to a scatter chart, but it also incorporates a "size" parameter for each data point. Devise some suitable logic/formula that will relate size to age (probably in a way that newer is larger). It will probably need some time and tinkering to get a feel for how best to utilize size.
    2) Still using a scatter chart but with "conditional formatting" based on age. Just about every discussion about conditional formatting a chart begins with something like this: https://peltiertech.com/conditional-...-excel-charts/ where you would have different columns for different age categories and format those data series as desired.

    Either of those seems like an easy way to incorporate age into your chart. Which one do you like and what questions do you have about implementing it?
    Quote Originally Posted by shg
    Mathematics is the native language of the natural world. Just trying to become literate.

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