# 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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### What methods are available for forecasting with a sample of the data

In predictive analytics, specifically forecasting, what methods are available for getting the same predictive accuracy with $n$ (a sample of the data) which would be achievable with $N$ (all of the ...
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### Why aren't my variables correlated?

I am currently doing a project on Load forecasting and it is known that in my country the temperature effects the load. I have hourly readings of Load and Temperature from the period between 01-...
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### Forecasting a Step-Like Time Series

I have an interesting time series dataset. I have monthly data and I would like to forecast the next 12 months of data points. I know the dates at which the dependent variable 'may' change up or ...
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### Including regressors to improve forecasts on white noise

I am conducting some time series forecasts using quite limited data, 13 years annually. Basically, I am trying to forecast companies emission totals using historical values. The historical data ...
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### ARIMA for daily data over 5 years - forecast package

I have a question to auto.arima and seasonality. I have to analyze 39 single datasets which are prices of futures or equities. There are missing data which I replace with na.approx. Then I calculate ...
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### Predicting n'th percentile [closed]

When we use prediction, we can only say levels. For example: We have 500 sample data for our walking range. And let's say 90 percentile is 16.0 km and 10th percentile is 0.78 km. Well, can only say ...
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### Combinef in the R HTS package- net aggregation

When using the combinef function in Rob Hyndman's very useful hts library (soon to be in incorporated in the new fable library/tidyverts framework) is it possible to have subtraction at any level? ...
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### Are conditional mean in an AR(1)-GARCH(1,1) equal for different GARCH(1,1) processes of the same data?

I have created a Markov-Switching GARCH model, where the volatility is defined to be switching between two different GARCH(1,1) processes. The data is assumed to have zero mean, where the data is ...
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### How to forecast the future values ( test data) by making use of the fitted ARIMA model [duplicate]

I am tried as follows But problem is all the fitted values are 39 Data : Test and Train data
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### How do i Remove Differencing applied to a time Series, ARIMA model?

Am trying to forecast using time series method called ARIMA. I have followed steps to build a time series model displayed in the code below. My challenge is on (Merging Actual and Forecast in One ...
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### When to use Normalized Root-Mean-Squared Error vs Spearman Correlation?

I am doing some Machine Learning experiments with Azure and the graphs that it gives me are measured in Spearman Correlation vs Iteration Number (part of the machine learning) However I was just in ...