# Questions tagged [forecasting]

Prediction of the future events. It is a special case of [prediction], in the context of [time-series].

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### How to validate the predictions from the function forecast in the R?

Motivation We are often interested in evaluating a model's performance when it encounters previously unseen data. I am testing ARIMA models to analyze some data and want to ensure I understand the ...
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### Predict COVID spread using latitude and longitude and time

I have a data that has latitude and longitude of individuals and the timestamp of geographical locations. I want to predict the spread of COVID using R using latitude/longitude and the time as well. I ...
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### Why the differenced at lag 12 time series of a SARIMA(0,0,0)(0,1,1)_12 model follow the MA(1) pattern with step 12?

I am trying to understand why the ACF of the seasonally differenced series reveals the AR of MA structure of the original series. For example: The following lines creates a SARIMA(0,0,0)(0,1,1)_12 ...
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### What is the ARMAX model specification of the following economic setting?

I am currently doing a project estimating electricity prices in France, however, my modelling skills are lacking. I have hourly data on spot prices, which are determined per separate hour, one day ...
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### Contradictory Sources on Seasonality being a nonstationarity

I have been trying to figure out whether seasonality means nonstationarity, and the answers from many (often reliable) sources seem to be contradicting. (lets define stationarity as weakly ...
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### Modeling non-negative time series with square root decay?

Q: How should I model a non-negative time series $y_t$ which exhibits square-root decay? More specifically, a time series $y_t$ whose square-root differences $\sqrt{y_t}-\sqrt{y_{t-1}}$ are linear and ...
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### Rolling forecasts where horizon is larger than step-size

Is it bad practice to perform rolling time-series forecasting where the forecast horizon is greater than the step-size? For example, if I have a model which produces weekly forecasts on a rolling day-...
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### Why do we use only event history for temporal point processes?

I'm trying to understand temporal points processes. In particular, neural TPPs. In all the works I've read, the only features fed into the model are a sequence of event timestamps and marks if they ...