Tagged Questions

23 views

Initiator follower analysis with time series data sets

I am a newbie to this forum. I searched different white papers and codes on google but couldn't find a solution, that's when I registered on this forum.. Please share in case you guys have a idea as ...
36 views

Residual Value Prediction For Used Electronic Products

I am trying to predict the long term residual value of a product with only the releasing price. I have collected some data off the Internet related with one phone type, and it is pretty obvious that ...
65 views

Product price prediction - include important external factors

I need some hint over what is the general prediction solution to modelling products prices in such a case: I have several models (types) of the product I want to predict prices for each of these ...
183 views

Predicting time to finish

Out of curiosity, I want to understand how to model this problem. I've been hearing people suggest the use of linear regression but I am not sure how to encode this problem (included my attempt below) ...
130 views

How to form a predictive model in R?

I have two data sets whose structure is like this: DATA SET 1: ...
61 views

How to develop a prediction model based on correlation in R?

I have two sets of data, say sales and profit, and I have calculated the correlation between these two data over different months using R. So currently I have ...
71 views

Forecast with predictable market events

I'm trying to build a predictive model to forecast the residual value of used electronic equipment. As a first step, I created a few quick plots in order to visually identify any interesting features. ...
47 views

Forecasting agricultural commodity prices with R

I would like to create a predictive model in order to forecast the price of an agricultural raw material. I got time series for the prices and the production of this raw material, and also for the ...
44 views

temperature prediction algorithm

I found an interesting problem in a contest on temperature prediction: https://www.hackerrank.com/contests/expansion-challenge/challenges/temperature-predictions It is not about forecasting the ...
94 views

Forecasting: Different Model for 1 month, 2 month, 6 month forecasts?

I'm still trying to expand my statistics and forecasting technique knowledge. Right now I'm forecasting seasonal contact patterns, so the simplest model I can understand with seasonality is a ...
38 views

spatial-location/time-series prediction models

How efficient it is to build predictive model. However, every crime is dependent on three factors: Time, Spatial Location and people behavior. Statistically, we can't measure people behavior (we ...
31 views

Individual slopes for many zip codes over time

I have a dataset where I am interested in calculating a slope for each observation / row. I have dependent variable $Y$ that is continuous. Every $Y$ is unique to a zipcode. and my independent / ...
111 views

Logistic regression with time series predictor data

I like to know if we can model binary outcome with time series predictors. For example lets say Y is binary. $X_1, X_2, X_3,...,X_n$ is the same predictor variable but is a historical snapshot over ...
71 views

Increasing the accuracy of tbats() forecasts by factoring for correlations between different time-series?

This question builds on my previous question Forecasting Hourly Time Series based on previous weeks and same period in previous year/s. My project is to forecast the number of ~400 different types of ...
141 views

Forecasting Hourly Time Series based on previous weeks and same period in previous year/s

The Problem I have been tasked with a similar problem to that described in Forecasting hourly time series with daily, weekly & annual periodicity. My data shows the number of times that one of ...
97 views

Binomial GLM - Predicting the time of buying of a product

I'm trying to predict the frequency of buying a product based on data I have. I have two things to consider: 1- Predicting the success of buying this product based on frequencies (0: Failed ; >0: ...
68 views

How to predict when the next event occurs, with random data

I am working on an academic project, I'd like to know what is the best approach to build a predictive model to predict when the next event occurs. I am working on predicting a specific kind of ...
28 views

Are trend/cycle filters intended to be used in predictive models, or just analysis?

I am relatively new to time series modelling and for a task I have I've had good success (in terms of forecast error) by first splitting the data into a trend and cycle components using a ...
48 views

Neural net model - error during training

I'm getting started with R, I really like it but recently I found myself in a corner. I'd like to build neural network model that predicts heat consumption. I have historical data that contains ...
30 views

Literature for prediction models where each training example has a different amount of data?

This could be a machine learning question as much as a statistics question, but I think this is the best place to put the question. Here are three different examples of problems where each ...
38 views

How to model to improve the room usage efficiency based on motion sensor history

To reduce the confusion, I changed my application from traffic to meeting room, so this application is about modeling a meeting room efficiency , the data collection is built by placing a kind of ...
172 views

Suggest models for prediction based on small sample data

I am not a traditional statistics guy. I am from an electrical engineering background. So, spare me for lack of jargon. The model is to be used for predicting agricultural output based on previous ...
26 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 ...
98 views

ARIMAX for modelling daily sales

I am trying to model daily sales for a take out restaurant. They are only open on business days - no holidays or weekends - as their primary clients are office workers on their lunch breaks. Below is ...
51 views

Time Series Forecasting Method to use both Predicted and Predictor variables

I am learning Predictive modeling and building a Forecasting model to predict Insurance sales in US as a part of my academic project. I want to do Time Series forecasting. I have Y(t) as my response ...
188 views

Time series prediction: visualising path uncertainty region

I am predicting a time series' future evolution and am evaluating the path uncertainty using bootstrapping. Is there a good way to visualise the uncertainty that goes beyond simply plotting a pair of ...
47 views

Data mining of time series

I have a dataset which consist of n time series variables $X_1$..$X_n$ , and a time serie output $Y$. I would like to mine the data to find if some functions (lagged or not) of the $X_i$ can predict ...
46 views

Financial Time series prediction/ SV Regression

I'm working with R software (Lib e1071) and I'm trying to get predictions using Support Vector Regression. The way I'm doing it is the following: I'm windowizing the raw closing prices using N=3 ...
70 views

Time Period Predictive Modeling

I have been implementing some classification algorithms (Naive Bayes, SVM etc) recently on the iris data sets to get head start into the data science field. I enjoy working on machine learning ...
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Hidden Markov model for event prediction

Question: Is the set-up below a sensible implementation of a Hidden Markov model? I have a data set of 108,000 observations (taken over the course of 100 days) and ...
146 views

Practically handling many non-stationary forecasting predictors

This question is about specific strategies to deal with non-stationary variables in forecasting. This problem usually rears its ugly head when you have a predictor whose levels are relevant to the ...
232 views

Variable selection in time-series forecasting

I have a time-series forecasting task and would like some input on variable selection and regularisation. My problem has the following characteristics: 2,000,000 sample size. Most of the time, no ...
93 views

Predicting for month in R

I'm trying to understand some concepts related to predictive modeling. So let's say that I have the following data sample and am trying to regress sales on ...
82 views

What is the optimal selling price of an item based on its historical price/volume data?

I'm trying to figure out how to price items on a market that appears to move randomly but within certain bounds. For example, here is a brief look at the time series data: ...
42 views

Using sequential observations to perform online prediction

I'm trying to perform predictions from a sequence of events. My problem is this: Data collection: Suppose you can continuously observe a person sitting in a library. You take note of every time that ...
66 views

How to compare the accuracy of predictive algorithms when the predicted value contains measurement error

I am conducting (somewhat casual) research on the accuracy of several algorithms meant to compute a value when given a set of experimentally gathered variables, including time. The issue is, the true ...