Tagged Questions
0
votes
2answers
269 views
Lewandowski algorithm demand forecasting
I came across the Lewandowski method of demand forecasting in JDA Demand. Please help me understand at a high level the methodology it uses. I found a paper by Robert Hyndman titled
"A state space ...
3
votes
1answer
76 views
Correcting biased polling
Let's say I'm polling for a binary election in different states with known biases. Furthermore, let's say I only manage to poll only a small sample of people in each of these states. How would you ...
2
votes
1answer
184 views
Where did this risk exposure 'estimation-formula' come from?
I was reading a book and the authors metioned that risk exposure can be estimated scientifically using this forumula:
$risk(\$) = \frac{(a + 4m + b)}{6}$ and standard deviation $\sigma = ...
2
votes
2answers
171 views
Estimate in presence of missing observations
I'm trying to estimate a parameter based on its past history. However, I do not have the observed data at every point of time. To illustrate the scenario, consider a group of N people where each ...
0
votes
0answers
214 views
Estimation of white noise parameters in Gaussian random walk model
I want to estimate the parameters (mean , variance ) $e(t)$ for the random walk model
$X (t) = X (t-1) + e(t)$.
(where $e(t)$ is the white noise with a Normal distribution).
By using the fact that ...
7
votes
2answers
390 views
Machine learning techniques for time series estimation - forecasting price
Can anyone recommend any machine learning techniques for time series estimation?
I have a series of times $t_{1}...t_{n}$, each having a set of associated features $f_{1}...f_{m}$, and a value $x$.
...
3
votes
0answers
42 views
Updating a set of estimated forecasts
Suppose I have some stochastic process $X_t$. At each time $t$, I receive an estimated probability distribution for $x_t$, followed by an observation $x_t$. After receiving a set of observations ...
