Timeline for How to improve results accuracy for time series forecast?
Current License: CC BY-SA 3.0
4 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Sep 22, 2018 at 14:59 | comment | added | SecretAgentMan | There is a limit to how much you can improve your forecast because your data is infected with noise and you don't know the future. Numerical experimentation shows you probably shouldn't spend heroic efforts to improve your forecast error beyond 50% improvement over the naive forecast. See here and here. Disclosure: I have no affiliation with this site. | |
| Jan 24, 2018 at 15:00 | comment | added | nariver1 | Alex, I have added the information related to the different models outputs. It seems that ETS is the actually more close to the real data, is there any way to keep improving it? | |
| Jan 23, 2018 at 21:19 | comment | added | nariver1 | Thank you Alex for your comments. I will look into it and update the question with the output. | |
| Jan 23, 2018 at 18:38 | history | answered | Skander H. | CC BY-SA 3.0 |