Timeline for Daily forecasting
Current License: CC BY-SA 3.0
12 events
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| Nov 28, 2014 at 2:16 | comment | added | IrishStat | stats.stackexchange.com/questions/124533/… presents a discussion regarding daily forecasts and hourly forecasts. Your problem is simpler .. just days ...so follow the discussion regarding ARTMAX models and identifying lad and lag effects around holidays,level shifts, ARMA structure etc. | |
| Aug 18, 2014 at 8:33 | answer | added | F. Tusell | timeline score: 2 | |
| Jun 13, 2014 at 10:21 | comment | added | Glen_b | What makes you think that ARIMA doesn't capture seasonality? Seasonal ARIMA is explicitly designed to do just that. | |
| May 10, 2014 at 6:10 | history | post merged (destination) | |||
| May 9, 2014 at 11:47 | comment | added | dimitriy | @fg nu I would love to see that review. | |
| May 9, 2014 at 9:24 | comment | added | Rich Scriven |
arima captures seasonality, and auto.arima. This question displays no research effort.
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| May 9, 2014 at 9:21 | answer | added | RHelp | timeline score: 0 | |
| May 9, 2014 at 9:20 | comment | added | David Arenburg |
Try forecast library it has a feature to combine Loess decomposition (stl()) with its forecast() function. Try the follwing: install.packages("forecast");library(forecast);fit <- stl(USAccDeaths,s.window="periodic");plot(forecast(fit)) see also ?auto.arima
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| May 9, 2014 at 8:58 | review | First posts | |||
| May 9, 2014 at 8:59 | |||||
| May 9, 2014 at 8:51 | answer | added | user45256 | timeline score: -1 | |
| May 9, 2014 at 8:49 | comment | added | tchakravarty |
Ana, please post a sample of your data. You can capture seasonality using the S(easonal)ARMA (look at the astsa R package) or P(eriodic)ARMA (as covered in the partsm R package) class of models. Complex (multiresolution) seasonality can be captured using, for example, Hyndman's tsbats() function. Forecasting daily time series is not something that there is a lot of literature on, but I will try to post a short literature survey if time permits.
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| May 9, 2014 at 8:38 | history | asked | Ana | CC BY-SA 3.0 |