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 ...