# 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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### Time series when seasonality appear due to both solar and the lunar calendars

I have a time series data as shown in the figure below where the X axis is the serial number of the day of the year form 1 to 365 where 1 is 1-Jan and 365 or 366 is 31-Dec. The Y axis represents the ...
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### Quantiles of transformed series

Let's have a time series $S_{n}$ of a same market asset. Let's $R_n = ln(S_n/S_{n-1})$ be an asset returns. So, I could forecast same $\overline{R}_{N+1}, \overline{R}_{N+2}, ... , \overline{R}_{N+j}$,...
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### Product Demand Forecasting for Mutliple Products in Single Warehouse

I am working on a new project I haven't much experience with and was looking for insight on where to begin and methods to use. I am trying to produce a demand forecasting model (or perhaps sales ...
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### Predictions remain same for ARIMA model?

I have a table which has data CO2 emission of the world from 1960 to 2011. After going through some tutorial i performed ARIMA method on my dataset,but the prediction of CO2 emission for the next 10 ...
139 views

### In prediction, when should I use rolling windows vs. nonoverlapping ones?

Suppose I have daily time series data and I want to predict a month in advance using a set of features. I have lots of them so I'll be using regularized linear regression. To create the response I can ...
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### Aggregating sales forecasts from mutually exclusive segments

I am using generalized additive models (GAMs) to forecast sales for 16 mutually exclusive and exhaustive customer segments. There are naturally correlations in these 16 series, including seasonal ...
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### Capture seasonality - ARIMA in R

I have a time series Y, for one year and measures taken every 15 minutes. The data show clear seasonality, both daily and weekly. I would like to see the seasonality in the models. I tried various ...
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### Forecasting Question [closed]

I am looking through Rob J Hyndman's text of forecasting here In line 258, I am getting this Error Message: Error in forecast::autolayer(f.arima, PI = FALSE, series = "ets") : object 'f.arima' not ...
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### How can I forecast a time series using Cart models?

I'm using the rpart library to try forecasting the electricity consumption from Australia (example from the book Introductory Time Series with R): ...
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### Why naive (prediction) forecasting is called random walk?

Why naive (prediction) forecasting is called a random walk? Naive prediction is to use the last value as a forecast. (It's clear that the best prediction for a random walk is a naive one.)
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### SAS: Holt Winters Forecasting

If I have an estimate for Holt Winters model as the attached image. How do I interpret the estimates i.e the level, trend and seasonal smoothing weight.
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### Forecasting a not-seasonal time series in R

I would to forecast a not-seasonal time serie in R. This is my serie and the model built with HoltWinters: ...
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### Will ARIMAX or exponential smoothing forecast a short time series better?

The objective requires to predict GROSS NPA for 6 months and provided with 2 years of data i.e., around 24 observations. So, which of the method will provide better forecast?
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### Forecasting with AR(1) and pseudo out-of-sample using R

I'm trying to do Pseudo out-of-sample forecasting using R. And, I also have the following initial data (gdp) ...
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### Is it possible to test variable paths in a VAR model?

I am trying to write a model to predict the GDP. For now I am running a very simple model with the interest rate and the GDP. Since both are correlated, I tried a VAR model. The following code is in ...
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### Scenario Analysis with a GARCH model - conditional forecasts with hard restrictions on dependent variables?

Waggoner and Zha (1999), see reference below, developed an approach to produce conditional forecasts for VAR models with hard restrictions on the variables using Gibbs Sampling. As an example, they ...
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### Is stationarity a requirement when using neural networks for time series forecasting?

I'm getting conflicting information on whether stationarity is a requirement when using neural networks for time series forecasting: In this lecture, the speaker says it isn't a requirement. In this ...
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### How to predict time series data with ARIMA

I'm a beginner in data analysis field and I wanna try to predict time series data using ARIMA model but I still don't understand some of the concept. I've read some papers about ARIMA and this model -...