Skip to main content
Bumped by Community user
Bumped by Community user
Bumped by Community user
Bumped by Community user
Bumped by Community user
Bumped by Community user
Bumped by Community user
Adding screenshots and different forecasting methods outputs.
Source Link
nariver1
  • 121
  • 1
  • 7

I would like to share my analysis in order to have guidance on how to improve the time series results.

Here you will find a table comparing real values vs forecasted ones.

Table

Below you will find the code that generated that output (in R).

# Load required libraries
library(forecast)
library(lubridate)
library(tidyverse)
library(scales)
library(ggfortify)

# Load dataset
emea <- read.csv(file="C:/Users/nsoria/Google Drive/Trabajo/AMS Globales/812_Finanzas.csv", header=TRUE, sep=';', dec=",")

# Create time series object
ts_fin <- ts(emea$Valor, deltat = 1/24, start = c(2015, 1))

# Pull out the seasonal, trend, and irregular components from the time series 
model <- stl(ts_fin, s.window = "periodic")

# Predict the next 3 bi weeks of tickets
pred <- forecast(model, h = 5)

# Round values to better accuracy
pred$mean <- round(pred$mean)
pred$upper <- round(pred$upper)
pred$lower <- round(pred$lower)

I have added in this link the dataset which is used here.

My main concern would be how to improve accuracy for forecasted results. I am looking into a possibility to add a machine learning algorithm but I am open to suggestions.

Thanks in advance.

Edit 24/01: As suggested, you will find the actual results for the prediction and the different outputs.

Real Values Auto Arima Forecast ETS Forecast NNar Forecast

I would like to share my analysis in order to have guidance on how to improve the time series results.

Here you will find a table comparing real values vs forecasted ones.

Table

Below you will find the code that generated that output (in R).

# Load required libraries
library(forecast)
library(lubridate)
library(tidyverse)
library(scales)
library(ggfortify)

# Load dataset
emea <- read.csv(file="C:/Users/nsoria/Google Drive/Trabajo/AMS Globales/812_Finanzas.csv", header=TRUE, sep=';', dec=",")

# Create time series object
ts_fin <- ts(emea$Valor, deltat = 1/24, start = c(2015, 1))

# Pull out the seasonal, trend, and irregular components from the time series 
model <- stl(ts_fin, s.window = "periodic")

# Predict the next 3 bi weeks of tickets
pred <- forecast(model, h = 5)

# Round values to better accuracy
pred$mean <- round(pred$mean)
pred$upper <- round(pred$upper)
pred$lower <- round(pred$lower)

I have added in this link the dataset which is used here.

My main concern would be how to improve accuracy for forecasted results. I am looking into a possibility to add a machine learning algorithm but I am open to suggestions.

Thanks in advance.

I would like to share my analysis in order to have guidance on how to improve the time series results.

Here you will find a table comparing real values vs forecasted ones.

Table

Below you will find the code that generated that output (in R).

# Load required libraries
library(forecast)
library(lubridate)
library(tidyverse)
library(scales)
library(ggfortify)

# Load dataset
emea <- read.csv(file="C:/Users/nsoria/Google Drive/Trabajo/AMS Globales/812_Finanzas.csv", header=TRUE, sep=';', dec=",")

# Create time series object
ts_fin <- ts(emea$Valor, deltat = 1/24, start = c(2015, 1))

# Pull out the seasonal, trend, and irregular components from the time series 
model <- stl(ts_fin, s.window = "periodic")

# Predict the next 3 bi weeks of tickets
pred <- forecast(model, h = 5)

# Round values to better accuracy
pred$mean <- round(pred$mean)
pred$upper <- round(pred$upper)
pred$lower <- round(pred$lower)

I have added in this link the dataset which is used here.

My main concern would be how to improve accuracy for forecasted results. I am looking into a possibility to add a machine learning algorithm but I am open to suggestions.

Thanks in advance.

Edit 24/01: As suggested, you will find the actual results for the prediction and the different outputs.

Real Values Auto Arima Forecast ETS Forecast NNar Forecast

Source Link
nariver1
  • 121
  • 1
  • 7

How to improve results accuracy for time series forecast?

I would like to share my analysis in order to have guidance on how to improve the time series results.

Here you will find a table comparing real values vs forecasted ones.

Table

Below you will find the code that generated that output (in R).

# Load required libraries
library(forecast)
library(lubridate)
library(tidyverse)
library(scales)
library(ggfortify)

# Load dataset
emea <- read.csv(file="C:/Users/nsoria/Google Drive/Trabajo/AMS Globales/812_Finanzas.csv", header=TRUE, sep=';', dec=",")

# Create time series object
ts_fin <- ts(emea$Valor, deltat = 1/24, start = c(2015, 1))

# Pull out the seasonal, trend, and irregular components from the time series 
model <- stl(ts_fin, s.window = "periodic")

# Predict the next 3 bi weeks of tickets
pred <- forecast(model, h = 5)

# Round values to better accuracy
pred$mean <- round(pred$mean)
pred$upper <- round(pred$upper)
pred$lower <- round(pred$lower)

I have added in this link the dataset which is used here.

My main concern would be how to improve accuracy for forecasted results. I am looking into a possibility to add a machine learning algorithm but I am open to suggestions.

Thanks in advance.