Timeline for When to use ARIMA model vs linear regression
Current License: CC BY-SA 4.0
11 events
| when toggle format | what | by | license | comment | |
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| Mar 15, 2020 at 17:06 | vote | accept | Abdessalem Boukil | ||
| Mar 14, 2020 at 17:23 | comment | added | IrishStat | Use the arima model AND any latent deterministic structure ( e.g. a level shift) while using weighted least squares to deal with the (visually obvious) change in error variance | |
| Mar 14, 2020 at 16:22 | comment | added | Abdessalem Boukil | Thanks for taking time to update your answer, but I'm even more lost here, I don't understand what I should exactly do, not use the ARIMA model, transform my data, change the parameters of my model .. | |
| Mar 14, 2020 at 13:45 | history | edited | IrishStat | CC BY-SA 4.0 |
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| Mar 13, 2020 at 17:21 | comment | added | Abdessalem Boukil | Here is the data for the same product per month: drive.google.com/open?id=1fJQuPAQ2u7QE8Lnfxg2FArSqRCZC8WPA I've also updated my question with a graph representing how poorly ARIMA model is predicting my monthly data. | |
| Mar 13, 2020 at 17:14 | comment | added | Abdessalem Boukil | Hey, thanks for reviewing my data, and sorry for the late reply I didn't get notified of the update in the answer. My data is not missing, for this specific product, and most products sales are not being made daily (its a gaz company, usually hospitals, factories only order liquide gaz at the beginning of months or weeks). My goal is do a model that capture this feature, my ARIMA model seem to struggle to do it, but still it acts better in weekly aggregates than monthly aggregate. | |
| Mar 12, 2020 at 21:16 | history | edited | IrishStat | CC BY-SA 4.0 |
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| Mar 12, 2020 at 20:52 | comment | added | Abdessalem Boukil | Here is the file: drive.google.com/open?id=1MRI360reUSanclxJ5vZy1se5v2npxBFR , its for one product, I have 75 that I need to predict. But all of them have this same characteristic, sales peak at the first day of the week, or the first week of the months. And thanks a lot for the help! | |
| Mar 12, 2020 at 20:02 | comment | added | IrishStat | why don't you post your data and I will try and help you further | |
| Mar 12, 2020 at 19:23 | comment | added | Abdessalem Boukil | Hello, thanks for your answer. As observed from the time series plot, there is a periodical peak, this happens every first week in a month, how would you approach making a model that capture this property (my model does two or three medium peaks, instead of a one large peak). Also I'm still quite novice in forecasting, if you could simplify your answer. Thanks a lot! | |
| Mar 12, 2020 at 19:10 | history | answered | IrishStat | CC BY-SA 4.0 |