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1 vote
1 answer
164 views

Choosing correct forecasting model

What are techniques or best practises to choose a forecasting model in an automatic way? In our company, we have more than 10,000 articles with different sales characteristics. We have no chance to ...
voncuver's user avatar
0 votes
0 answers
28 views

Is it possible to create a general forecast model working on several data sets?

I am working on a project, where the task is to create forecast models that can be used on a wide variaty of data sets. Some of which are stationary and some which aren't. Both ARIMA and Exponential ...
Analyzer's user avatar
5 votes
2 answers
3k views

Automated forecasting of 1000 weekly time series (food product retail)

I have a set of 1000 time series with weekly data. These time series data are concerning the sales of food product retail. Can anyone suggest me the best/correct way to make good forecasts of this set ...
Mig's user avatar
  • 101
3 votes
2 answers
4k views

Automated multi-product demand forecasting

I am looking for references regarding the forecasting of the demand for multiple products in an automated manner (no human intervention). Specifically, I have a number of clustered products for which ...
user90772's user avatar
  • 701
14 votes
4 answers
15k views

Are models identified by auto.arima() parsimonious?

I have been trying to learn and apply ARIMA models. I have been reading an excellent text on ARIMA by Pankratz - Forecasting with Univariate Box - Jenkins Models: Concepts and Cases. In the text the ...
forecaster's user avatar
  • 8,645
3 votes
1 answer
9k views

auto.arima from Forecast package

I am trying to fit a time series using the function auto.arima and I face some strange results. As a first try, I use the command ...
Ludo's user avatar
  • 303