According to Armstrong there is ample empirical evidence that dampening trends in uncertain and complex long term forecasting helps improve accuracy/reduce forecasting errors. What I'm not able to ...
I am looking to How do you solve for the optimum values with the lowest MSE for the coefficients and dampening constant in exponential smoothing and ARIMA models? What are the equation used?
Are there any statistical power analysis/sample size deteminations methods for time series data analysis/forecasting? For example if I have time series of 30 data points, how can I with confidence ...
I am using forecast() package in R to predict future values. I have a time series data for approx 6-7 years. First, I split the data into training set and test set. Test set contained values of the ...
I need to automate time-series forecasting, and I don't know in advance the features of those series (seasonality, trend, noise, etc). My aim is not to get the best possible model for each series, ...