# 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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### Is time series analysis suitable for long term predicting/forecasting?

Can I use time series analysis to predict/forecast long term ? Example using ARIMA, how can I explain the back of the theory its?
152 views

### Forecasting if the next number is higher or lower

how will I know (or are there any math formulas) if the next number will be higher or lower based on a given set of numbers? Like: 46,73,29,12,04,27,28,81,62 - Next number is higher or lower? I'd ...
514 views

### Timeseries forecasting (Cointegration)

I am trying to forecast commodity price fluctuations in a small dataset. The data I am using is here . Does my data have seasonality and Trend? Can someone explain me how to decide that? If my data ...
170 views

### Edited: Choice between forecasting models [closed]

Narrowed question below I'm researching forecasting models for my job. I need a forecasting model for which I made the following assumpions: I need a Time series model My data is influenced by "...
335 views

### How do i interpret the output of fourier {forecast}

I have come across a sales forecasting problem. It involves using Fourier transformation. But I have trouble understanding the output. what are the variables and values in the output (fplot1)? how do ...
358 views

### TBATS Analysis done- how can I use the results to forecast? [closed]

This is a follow up to my question here. I've spent some time refining my data at work, and after deciding to go with the TBATS model, I'd like to generate a forecast value. Here's my code so far: <...
60 views

### Get random trials/distribution from (seasonal) ARIMA forecast

I want to fit a (S)ARIMA model to a temperature time series and use it for a forecast afterwards. It is crucial to get a distribution of the predicted values at a time and thus, there must be a random ...
348 views

### What is the frequency in my series and does it matter for my forecasting models (SARIMA)?

I am working on multiple time series consisting of various sensor outputs. I am having data for more than 3 months duration. I am supposed to find p,d,q orders and coefficient values using the latest ...
697 views

### can I use h2o or mxnet to do time series prediction?

I have a time series like 4, 6, 10, 12, 2, 23, 4,... It is not a stationary time series so I do not want to use arima algorithm. I perfer neural networks. There is some algorithm in R package such as ...
182 views

### step by step tutorial for newbie

I'm looking to join the field of statistics and more exactly to forecasting. I'm a software developer and I just started playing with R. Can you recommend me some tutorials related to forecasting, ...
122 views

### Data set for forecasting [closed]

I am looking for a data set which can be used for ARIMA or any forecasting models. The data should be such that, over a period of time the range of inputs change i.e. the band of input data changes ...
341 views

### Flat Forecast from ARIMA and SARIMA [duplicate]

I am working on a weekly revenue forecasting problem and have developed time series models using Holt winter, ARIMA, SARIMA techniques. ARIMA/SARIMA models are able to follow the variation in ...
2k views

### Is there any tool that can do Vector ARIMA modeling in time series

Vector ARIMA model is used in multiple time series analysis. I am just wondering if there is any software or tool can be used to build the model. Some tools,like R, can only be used to predict the ...
126 views

### ARIMA stochastic component?

I plan to forecast daily average temperature via (S)ARIMA model. I want to simulate the forecasting process many times in order to get a distribution of the temperature at a given time. Does ARIMA ...
1k views

### getting rid of negative predictions in linear regression

I'm working on a linear regression formula for a forecasting model. My model requires non-negative predictions. The model works well when predictors have big values; however, I get negative ...
143 views

### Compare RMSE between original and logged time series data

I have some time series data, both in the original form $y$ and in logged form $\log(y)$. I should compare the models generated by applying neural networks and find the best one. How to decide which ...