# Tagged Questions

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### Multivariant time series in R. How to find lagged correlation and build model for forecasting

I'm new in the page and pretty new in statistics and R. I'm working on a project for college with the objective of finding the correlation between rain and water flow level in rivers. Once the ...
63 views

### How to produce the minimum forecast error using R?

Considering that we want to use optimize() on the interval [0,1] how can I write an R code for finding the value of β that produces the minimum forecast error without using external packages like ...
16 views

### How to compare forecasting methods: based on ARIMA and curve fitting?

I'm making a project connected with identifying the dynamics of sales. My database concerns 26 weeks (so equally in 26 time-series observations) after launching the product. I want to make forecast ...
39 views

### Strange results in Holt forecast

I am trying to understand what could be causing these strange values to appear on applying a Holt model to a vector. The data represents actual sales of an item. ...
44 views

### What is the difference between forecasting based on ARIMA and logistic curve? R

I'm making a project connected with identifying the dynamics of sales. My database concerns 26 weeks (so equally in 26 time-series observations) after launching the product. This is what my database ...
66 views

### Forecasting with holiday dummy variables

I have an example of call center data for 2013. There are 261 days of data (excluding weekends). For 2013, I have included a holiday dummy variable (holiday) for ...
110 views

### Special method for forecasting on time-series clusters in R?

I'm doing a project related to identifying sales dynamics. My database contains 26 weeks after launching the product (so 26 time-series observations equally spaced in time). I used two methods ...
34 views

### Want to make a function which allows for recursive window forecasting

I have been looking for a function that can make recursive window out-of-sample forecasts, but seems there is none. So I'm thinking about about making a function that can be used for recursive window ...
24 views

### (R) Automatically calculate optimized Arima(p, d , q) value [migrated]

I'm developing automatic forecast Software with JAVA & R. The following steps are used in R to forecast next 18 values: ...
25 views

### Forecast mean and variance for group data

Apologies if this is a bit of a simple question, but I haven't been able to find any answer to this over the past week and it's driving me crazy. Background Info: I have a dataset that tracks the ...
15 views

### Which method(s) for forecasting time series of event durations

I have the $N$ individuals each observed for $T$ days. For each individual I have some basic demographic data. Each $n$ individual, during the observed time $T_n$ may experience event $E$ which is ...
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### R time-series forecasting with neural network, auto.arima and ets

I've heard a bit about using neural networks to forecast time series. How can I compare, which method for forecasting my time-series (daily retail data) is better: auto.arima(x), ets(x) or ...
124 views

### Forecasting daily data with trend, yearly, day of the week, and moving holiday effects

I'm expanding a question I posed earlier because I think it was lacking detail. I'm attempting to forecast daily demand for a restaurant that sells take away food, primarily to office workers on ...
183 views

### Time series forecasting using R

I have many time series(retail data). Some with trends, some seasonal, and some with neither. With period day, week or month. I need to make forecast, for each time serie. I'm looking for the most ...
65 views

### Forecasting irregular time series (with R)

There are several methods to make forecasts of equidistant time series (e.g. Holt-Winters, ARIMA, ...). However I am currently working on the following irregular spaced data set, which has a varying ...
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### R: One period our cross validation with time series

I have quarterly data with one causal variable (X) and one dependent variable (Y). 30 such observations. I have the X variable for a quarter, and I'm seeking to predict that quarter's Y. The ...
71 views

### Time series modeling with R on weekly data

I am trying to do time series modeling and forecasting using R based on weekly data like below - ...
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### Why are fitted values different from one-step ahead forecasts?

Let's say I fit an ARIMA model on a time series up to date t. I want to forecast the 10 next values without refitting the model but also using the latest data available for each date. So forecast ...
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### fpp forecasting using AWS ubuntu

Is the package fpp (or any of its previous incarnations like forecast) supported in Ubuntu 12.04 using AWS? It is the only package that R downloads but when you load the library it throws an error. ...
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### How to get the true mean forecast using the Arima package with a Box-Cox transformation

In the Arima package, using a Box-Cox transformation give wrong results when later applied to the forecast method. For example, consider this data: ...
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### Basics of forecasting [duplicate]

Can you nominate which are the steps which I need to follow in order to get a basic grasp into the field of forecasting? which are the "must to know things"?
100 views

### step by step tutorial for newbie

I'm looking to join the field of statistics and more exactly to forecasting. I'm a software developer and I just started playing with R. Can you recommend me some tutorials related to forecasting, ...
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### What is the frequency of a time series for hourly data?

I am using R for time-series analysis and predictions, the package 'forecast' to be more precise. I am in a dilemma. I have hourly data that needs a prediction and needs to be analysed. I am using the ...
261 views

### Performing a time series ARIMA model on natural gas power demand using the forecast package from R

I've been attempting to forecast natural gas power demand and how it is affected by temperature and price. I'm not sure if I have done everything correctly (relatively new to R), but I do seem to get ...
89 views

### Forecasting high frequency variable with low frequency predictor

Newbie here to forecasting and I have a very basic question. I have 2 distinct time-series data. Time Series A is Weekly (High frequency) Time Series B is Monthly (Low frequency) I need to ...
74 views

### When does AIC lose its power to discriminate models?

There are two simple questions at the end, but I think it is also useful to share the background that motivated them. It comes from this question on an unexpected forecast from the fully automatic ...
35 views

### Predicting trend component using theta method

I have a gold price series data. I want to make a forecast of gold price series. First, the series is decomposed with STL, and then each component is predicted using GRNN and theta method. The theta ...
43 views

### Prediction intervals predict.Arima r

I would like to ask how the long-term (multiple step ahead) prediction intervals are calculated by function predict.Arima in R. I am particularly interested in ...
99 views

### Using Moving-average smoothing in forecast package [closed]

I tried to use the non-centred moving average, that means just using past values by setting the option centre = FALSE, but unfortunately you get the centred results. Can anyone detect the failure ...
70 views

### Forecasting asset returns using index models in R

How do you forecast returns and the associated risk in R using index models? How do you represent risk in multi index models as a single value in R?
105 views

### R - ARIMA model with long seasonal periods - Error: “length of x and xreg does not match”

i want to use an ARIMA model in R for predicting an electrical load on a minutely basis. By examining the ACF I figured out which model could suit. The ACF has shown that the value one day ahead has a ...
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### Forecast and STL are sensitive to last few data points

I'm working on a time series containing hourly data for 8 days. Using the R forecast package, I'm trying to predict future data with ...
74 views

### How to extract bootstrap forecasts from forecast.Arima in the R package forecast?

In a forecasting context, I have two different time series: y = {y1, y2, .., yn} and z = {z1, z2, ..., zn}. In R, let's say that the two series are as follows: y <- arima.sim(list(order = ...
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### Trying to Refine SARIMA models

I have a SARIMA forecast from statewide Real Estate Sales data.. but I'm not happy with it. The SARIMA parameters are confusing to say the least. I am finding that the current model is not ...
47 views

### Holt Winters for multiple customers and output with R

So I've been working through the HW work here http://a-little-book-of-r-for-time-series.readthedocs.org/en/latest/src/timeseries.html and have started testing with some "live" customer data. I have a ...
172 views

### Forecasting using Holt-Winters technique using R with less than 2 years of history

I need to do forecasting of weekly sales using Holt-Winters technique. My data have max 92 weeks of information. I'm planning to consider 72 weeks of data for training & 20 weeks of data for ...
112 views

### Forecast accuracy measures for different forecast horizon h in R

I have a yearly time series data, from 1980 to 2005. The data is splitted into an training sample and a out of sample; the out-of sample consists of the 6 most recent observations and the rest is ...
309 views

### Log or square-root transformation for ARIMA

With the below dataset, I have a series which needs transforming. Easy enough. However, how do you decide which of the SQRT or LOG transformations is better? And how do you draw that conclusion? ...
179 views

### Building a forecast model based on past year data in R

I am attempting to build a model to forecast attendance in a given week in the current year based on this year's attendance values up until the present, and data from two previous years. My data looks ...
254 views

### Is this a bug in auto arima or am I doing something wrong?

I must be doing something very wrong here, as auto.arima in R is completely dying, but I can't see what it is. I have the latest version of forecast and R and I think this happens on both Windows and ...
325 views

### Holt's Linear and Holt-Winters in R

With the below code, I have run Holt's linear and Holt-Winters forecasts using Excel / Solver. I wanted to replicate this using R (Excel can be a pain) but I am getting the below error with ...
113 views

### Predicting a baseline response using ARIMA forecasts

I have a modelling dilemma. I am creating a model that attempts to predict demand (leads not sales) based upon the correlation to advertising spend. We know that without advertising spend, demand is ...
143 views

### How to use error term in AR (2) model for predicting future values?

We use turbidity to estimate suspended-sediment concentration (SSC)- our data was serially correlated. We ran an ARMA process and ended up with a AR (2) model. Our equation in log form is: ...
168 views

### What is the reason for getting so many ”Warnings: NAs produced” while using the function ”pop.sim” in the ”demography” package

When so many warnings, what does it in fact means? Is there a problem with the validity of the stochastic forecasting models? I am doing a stochastic forecasting of a small population with approx. ...
43 views

### Forecasting using arima(1 1 1)

I want to forecast using arima(1 1 1). I have done everything but when I used the R code: ...
96 views

### How to associate daily rainfall probability with historic data

Given a rainfall forecast of d days ahead and historic data collected over y years, what's a simple (but correct) way to ...
185 views

### time series decomposition/dtrending using splines

Is there a way/method/approach to decompose a time series data using regression splines: Seasonal time series into trend+seasonal+random component ? A non seasonal time series into trend+random ...
181 views

### Residuals in R using auto.arima and forecast package

I am fitting a model using the auto.arima function in package forecast. I get a model that is AR(1), for example. I then extract ...