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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8
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1answer
4k views

Combining auto.arima() and ets() from the forecast package

I've been using the ets() and auto.arima() functions from the forecast package to forecast a large number of univariate time series. I've been using the following function to choose between the 2 ...
15
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5answers
11k views

How to model prices?

I asked this question on the matemathics stackexchange site and was recommended to ask here. I'm working on a hobby project and would need some help with the following problem. A bit of context Let'...
6
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2answers
3k views

Time series cross section forecasting with R

I have a (I suspect) simple question. I have time series cross section data on voting behaviour in the Council of the European Union (the monthly number of yes, no and abstentions for each member ...
6
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1answer
140 views

Predicting a semi-deterministic process

Say I have a process that gives me 3 outputs: $O^1$, $O^2$ and $O^3$. The outputs are generated from a semi-deterministic process, i.e. there is a deterministic component in the outputs, along with a ...
2
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1answer
4k views

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. ...
8
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1answer
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 ...
1
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2answers
227 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 ...
9
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3answers
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. ...
15
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3answers
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: ...
7
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2answers
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 ...
6
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1answer
255 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 ...
3
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1answer
208 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 ...
5
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2answers
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 ...
2
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1answer
355 views

Testing prediction time series against real data

Say I have a series of forecasts and observations like this: ...
4
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2answers
428 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 ...
21
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6answers
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 ...
9
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2answers
9k 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 ...
3
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2answers
2k views

Comparing multiple contingency tables, independent data

(migrating from math overflow, where no answers were posted) suppose I have $K$ different methods for forecasting a binary random variable, which I test on independent sets of data, resulting in $K$ ...
3
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1answer
436 views

Forecasting handbooks

In engineering, we usually have Handbooks that pretty much dictate the state of the practice. These books are usually devoid of theory and focus on the applied methodology. Is there a forecasting ...
10
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3answers
5k views

Is it valid to aggregate a time series to make it look more meaningful?

Another question about time series from me. I have a dataset which gives daily records of violent incidents in a psychiatric hospital over three years. With the help from my previous question I have ...
13
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2answers
882 views

Using time series analysis to analyze/predict violent behavior

This is a bit of a flippant question, but I have a serious interest in the answer. I work in a psychiatric hospital and I have three years' of data, collected every day across each ward regarding the ...
5
votes
1answer
273 views

Forecasting demographic census

What are some of the ways to forecast demographic census with some validation and calibration techniques? Some of the concerns: Census blocks vary in sizes as rural areas are a lot larger than ...

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