# 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 data distribution forecast?

While having chronically data of population growth (registered users of a site), I want to compute a function that approximates future growth, based on past data. Also, what we ll be the distribution ...
9k views

### How to calculate forecast error (confidence intervals) for ongoing periods?

I often need to forecast for future periods in monthly series of data. Formulas are available to calculate the confidence interval at alpha for the next period in the time series, but this never ...
3k views

### Forecasting stock prices time series based on independent factors using ARIMA model

I am trying to forecast time series of stock for a particular case in which closing value of the stock depends on independent factors which is in which infact another time series. Situation is like I ...
2k views

### Problem using auto.arima() in R

I am using auto.arima() for forecasting. When I am using any in built data such as "AirPassengers" it is capturing seasonality. But, If I am entering data in any ...
177 views

### Statistical models and methods to evaluate and forecast “fine price” increases

I want to evaluate the implications of increasing fine prices. I will have a few different scenarios ranging from business as usual, minor increase, proportional increase, categorical increase, to ...
533 views

### Should we compare the individual monthly forecasts with actual values?

Hi I am using Linear and exponential forecasting models to do sales forecasting. In the model itself, we use the forecasts of period t to get next forecast and so on. While analyzing the accuracy of ...
4k views

### Can the forecasts using exponential smoothing be negative in value?

Hello I am trying to forecast using different exponential smoothing methods(Linear and Winter's). For the optimal parameters, I am getting negative values of the forecasats. I am assuming it means ...
2k views

### Problem with ets from R forecast package

I'm using the ets forecast function in R. When I fit a model to some timeseries t1: model<-ets(t1) [36 periods] and ...
164 views

### Modeling relative contribution of a variable

I am overthinking this for sure, but I am stumped. I have a historical data set of projects with hours of contribution by various positions. There are six types of projects. How can I model the ...
6k views

### How to obtain confidence limits of predicted values in ARIMA?

How can one obtain confidence limits of predicted values in ARIMA?
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### Forecasting Amazon or Netflix demand

Suppose I want to predict Amazon or Netflix demand, using demand data over the past year. For example, I might want to forecast the number of sales in the Electronics category on Amazon, or the number ...
12k views

### Using Holt-Winters for forecasting in Python

[I first posted this question to Stack Overflow here but didn't get any replies, so I thought I'd try over here. Apologies if reposting isn't allowed.] I've been trying to use this implementation of ...
5k views

### Predicting forecasts for next 12 months using Box-Jenkins

I am building a Box-Jenkins model in Excel using solver. The model is AR(2). The data that I have contains trend and seasonality both. I know how to remove seasonality using seasonal indexes and add ...
86k views

### How to apply Neural Network to time series forecasting?

I'm new to machine learning, and I have been trying to figure out how to apply neural network to time series forecasting. I have found resource related to my query, but I seem to still be a bit lost. ...
475 views

### Predicting a future data value with regression

If I have a list of values throughout time, say a list of values for every minute throughout an hour of monitoring something, can I somehow 'predict' or estimate what the value would probably be in ...
813 views

### Beginner to prediction/statistics: Where do I start?

I sincerely apologize if there is another thread already that will answer this question. I'm so incredibly out of my league here that I don't even know what keywords to search for :-). I'm a computer ...
428 views

### Lagged Variables in R

I am trying to use R to develop a corporate financial model. The model includes various line items, X, of the following form with actual values for time period 1, 2.. n and projected values for ...
8k views

### Getting started with neural networks for forecasting

I need some resources to get started on using neural networks for time series forecasting. I am wary of implementing some paper and then finding out that they have greatly over stated the potential of ...
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### How to update ARIMA forecast in R? [closed]

I have a time series data of 30 years and found that ARIMA(0,1,1) has best model among others. I have used the simulate.Arima (forecast package) function to simulate the series into the future. ...
752 views

### Forecast R package producing flat predictions

I've just started playing with the R forecast package and found I must be doing something wrong because I can't get a decent prediction for a simple sinus. ...
11k views

### Forecasting beyond one season using Holt-Winters' exponential smoothing

I am using the Holt-Winters' exponential smoothing technique to forecast expenditure data 2 years into the furture. The monthly data has an increasing trend and annual seasonality. I'm using MS Excel ...
2k views

### Can data cleaning worsen the results of statistical analysis?

An increase in the number of cases and deaths occurs during epidemics (sudden increase in numbers) due to a virus circulation (like West Nile Virus in USA in 2002) or decreasing resistance of people ...
126 views

### Updating/ adjusting theoretical growth curves when raw data becomes available

The research group I work for have developed a theoretical growth model for a particular species of fish. The idea is that if you provide some initial starting values for the model you then generate ...
66 views

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### Starting out with forecast package in R

I am new to forecasting in R and am trying to automatically fit an ARIMA model to what I believe is a univariate dataset. ...
2k views

### Gaussian state space forecasting with regression effects

The R package dlm implements filtering and smoothing (dlmFilter and dlmSmooth) for models with regression effects, but ...
224 views

### How to predict Ozone concentration in few years time?

my friend is a chemist and his problem is to predict the level of ozone concentration in a single site. We have the data for the last 12 years. We want to predict the concentration for the coming ...
1k views

### How to make forecasts for a time series?

I am not that familiar with the analysis of time series data. However, I have what I think is a simple prediction task to address. I have about five years of data from a common generating process. ...
574 views

### Determining whether a website is active using daily visits

Context: I have a group of websites where I record the number of visits on a daily basis: ...
1k views

### Forecasting unemployment rate

I have a data set of 100 geographic regions for which the unemployment rate has been observed during the last 9 years. Now, I want to simulate/forecast from this data the next year unemployment rate ...
254 views

### Coefficient / model averaging to control for exogenous circumstances in prediction

I'm interested in exploring statistical models (or modifications thereof) designed to handle a specific type of problem. Due to my ignorance of statistical terminology, I can only describe this type ...
207 views

### Forecasting Age distribution

I would like to project the data in this graph for at least 4 or 5 periods. Unfortunately, that won't be possible with a moving average. A regression will result in negative values after the 3rd ...
5k views

### How to use Kernel Density Estimation for Prediction?

I would like to apply KDE to inventory replenishment, but I am not sure how to use the analysis to predict future sales based on past sales. Given a set of data and having applied KDE to it (probably ...
354 views

### Testing prediction time series against real data

Say I have a series of forecasts and observations like this: ...
394 views

### Standard errors for estimates of smoothing parameters

My question is based on the "forecast" package for R used in Forecasting with Exponential Smoothing. The State Space Approach - Hyndman et al. 2008. I am using the ...
1k views

### Is my weatherman accurate?

A question which bothered me for some time, which I don't know how to address: Every day, my weatherman gives a percentage chance of rain (let's assume its calculated to 9000 digits and he has never ...
8k views

### How to identify transfer functions in a time series regression forecasting model?

I am trying to build a time series regression forecasting model for an outcome variable, in dollar amount, in terms of other predictors/input variables and autocorrelated errors. This kind of model ...

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