Timeline for time series forecasting - predicting the next 24 hours
Current License: CC BY-SA 4.0
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| Oct 4, 2019 at 15:04 | comment | added | IrishStat | stats.stackexchange.com/… contains a number of my responses to hourly data. Some of them may be helpful to you. The problem with simple memory based models ( pure arima i.e.looking back models) is that there may be a fixed effect applicable to each hour. possibly dependent on the day-of-the-week and holidays and perhaps day-of-the-month ....and of course anomalies , changes in levels, changes in trends et al. | |
| Oct 3, 2019 at 9:43 | history | edited | Stephan Kolassa |
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| Oct 3, 2019 at 9:42 | answer | added | Stephan Kolassa | timeline score: 1 | |
| Oct 3, 2019 at 7:38 | comment | added | user2974951 | I asked those questions because it depends on the data. If the data is very periodic then you can predict 1000 years ahead (figuratively speaking), and also depends on how much data you have, the more the better because you can potentially learn important patterns. If you are trying to predict 24 hours ahead from only 6 hours of data, that will he hard. | |
| Oct 3, 2019 at 7:07 | comment | added | ihadanny | @user2974951 - several years, not sure about variability - will check. But my question is in principle, not related to my specific data (does that make sense?) | |
| Oct 3, 2019 at 7:06 | history | edited | ihadanny | CC BY-SA 4.0 |
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| Oct 3, 2019 at 6:46 | comment | added | user2974951 | How much data do you have? How variable / chaotic is your series? | |
| Oct 3, 2019 at 5:42 | history | asked | ihadanny | CC BY-SA 4.0 |