All Questions
5,826 questions
1
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50
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Opposite results using Bayesian (STAN) vs Multilevel model (nlme). How is this possible?
My datasets contains the median wages and the cumulative installed wind-capacity for 4000 counties over a period of 20 years. The wages tend to rise over the period and the capacity tends to highly ...
- 82.8k
0
votes
1
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882
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Comparing top level group effects using a 3-level hierarchical regression
I would like to detect group effects (if any) along with statistical confidences. I have a hierarchical data set structured as follows:
Drug Groups
...
CommunityBot
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1
vote
1
answer
375
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Comparing multiple models with something like a Diebold-Mariano test
I run many models on different samples (i.e., datasets which are slightly different from each other).
I calculate the MSE for each model on these datasets. Now I want to compare these models to see if ...
CommunityBot
- 1
0
votes
0
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27
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Plausibility of results for PCR/PLSR daily stock return forecasting
I'm working on a project for my master's degree and, I am not sure, whether the results I'm getting are plausible or not.
I am basically trying to create a model for forecasting S&P 500 return ...
- 69.5k
2
votes
2
answers
531
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Predict number of users
I have historical data (daily, weekly, monthly, however I want to slice) for a few years and I want to predict the probability of hitting an end of month target throughout the month. The data follows ...
CommunityBot
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0
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1
answer
948
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Determining order of ARIMA(p,d,q) from ACF and PACF
I know that when trying to determine if you have an AR(p) or MA(q) process, you look at the PACF and if it drops off significantly at a lag p, then you can say it's an AR(p), but if it's geometrically ...
CommunityBot
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2
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2
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1k
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Rolling Window Forecasting with ARIMAX while supplying actual values
I am comparing different exogenous variables in how good they support the forecast of the monthly seasonal adjusted unemployment rate. All my data is monthly (2006-01-01 until 2018-09-01) and ...
CommunityBot
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1
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2
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30
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Should I conduct a multilevel for this or another analysis? Need help
I have three sources of data (teachers, parents and students) assessing students, in three waves. I want to assess all and see the differences between moments but then I also want to use variables for ...
- 809
4
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1
answer
3k
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Adding noise to time series data to increase training data
I am dealing with a weekly time series forecasting problem and I am currently investigating the use of an LSTM to make a multi-step forecast for a univariate time series. I actually have a ...
CommunityBot
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1
vote
1
answer
30
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Identifying Poorly Forecastable Time Series Using tsfeatures
I am working on a problem involving the identification of poorly forecastable time series using features extracted with the tsfeatures library by Rob J. Hyndman. Below are the key details about my ...
- 131k
0
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1
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2k
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K in Fourier series - How to find value of K to use it in ARIMA?
I am using the forecast library for doing some time series forecasting. I need to forecast number of sold items. I am planning to add holidays as xreg in auto.arima. The holiday will be a 0/1 list, ...
CommunityBot
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0
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24
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Difficulty in Deriving a Estimator Using Survey Means from Individual Forecasts
I would like to clarify a doubt regarding the paper Testing the Rationality of Price Forecasts: New Evidence from Panel Data (by MICHAEL P. KEANE AND DAVID E. RUNKLE) that presents an estimator ...
- 121
1
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1
answer
2k
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Interpreting ARIMA prediction results
I have used an ARIMA(1,1,0) model on a stationary time series.
The time series shows amount of fires (number between 0 and 12) per day over a few years in regions of Moscow.
Both fitted and predicted ...
CommunityBot
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0
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18
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How to Forecast Sales for Sub-Locations Without Historical Proportion Data?
I have a time series dataset of total sales for a product in a store over time. This product is available in two different locations within the store: one stand near the checkout and another stand in ...
- 82.8k
3
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1
answer
46
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Calculate marginal effects for random effects model with two crossed random effects
I am trying to get effects marginal of two crossed random effects (using STAN or brms). I understand how to do it for a single random effect following McElreath's book and Kurtz's brms version of the ...
- 10.7k
4
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2
answers
41
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Accounting for non-independence and autocorrelation in HGAM
I am currently trying to fit a HGAM to model differences in daily activity patterns of fish in two treatments. Data were collected with high-resolution telemetry, and I currently have estimates of ...
- 1,011
-1
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0
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8
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what happens when a network has low closeness centrality - what happens to nodes on the periphery [closed]
I have thirty-nine nodes with closeness centrality scores but I do not know what to say about the nodes on the periphery who do not have scores.
3
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2
answers
777
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Data leakage when using walk forward optimization
I am setting up a neural network that will predict the incoming customers at a store for the next seven days (the output is a list with seven numbers, one for each day). As input, I will give the ...
- 11
0
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0
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25
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AIC from sarima vs arima functions in R
I am doing a report of time series, and while analyzing the time series in R, I noticed the using the sarima function
...
- 69.5k
1
vote
2
answers
215
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Mplus multilevel model with variables of different length
Let's say I have 4 variables on the within person level - xa, ya, xb, yb.
xa and ya have each 100 trials, xb and yb have 200, and there are 150 subjects.
I want to build the following multilevel ...
CommunityBot
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0
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1
answer
391
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Unevenly spaced time-series forecasting and anomaly detection for an industrial usecase
I am currently working on a PhD project for a car manufacturing company, which basically consists of creating a predictive maintenance application for the machines that are currently used to fill the ...
CommunityBot
- 1
0
votes
0
answers
22
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Derive gamma-parameters from preset R^2 in mixed models
For a simulation study in R, I want to select the effect sizes according to a preset $R^2$.
Consider this two level random intercept mixed model, with one L1 predictor $X_{ij}$ and one L2 predictor $...
- 19k
2
votes
3
answers
2k
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Forecasting daily data with zeros in Python
I'm currently testing some forecasts on daily sales quantities. However, out of ~2000 observations I have 16 zeros.
How should I approach this? It's mainly Sundays and holidays that holds zero as ...
CommunityBot
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votes
0
answers
7
views
How should I input and output feature and target timeseries to timeseries transformer
I am trying out PatchTST timeseries transformer (paper, code) on a timeseries data that I have. The way PatchTST handles data is as follows:
Note that on line 78-79, the repo does following:
...
- 235
3
votes
1
answer
302
views
Should grand-mean centering happen in long or wide dataset?
This seems like a simple question but I've been having a hard time finding an answer. In a long daily diary dataset where each day has a row, the person mean for a given level-1 variable is repeated ...
CommunityBot
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2
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1
answer
1k
views
How do I determine an optimal threshold for a time series forecast?
I have a data set that includes sales dollars by sales order and I want to perform a time series forecast on it. Low dollar sales orders have very little noise and after detrending and doing some ...
CommunityBot
- 1
4
votes
1
answer
126
views
How to approach time series forecasting
I am working on a time series forecasting problem involving high-frequency data (hourly or every 10-15 minutes), such as energy consumption or other IoT device metrics. My goal is to predict the ...
- 131k
3
votes
1
answer
48
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How to best forecast a time series showing level changes and square wave kind of behavior with noise
This is AC power data measured at 1 min interval from March-Dec 2019. I want to model the time series but the out of sample forecast is essentially constant. I found the following from EDA:
Power is ...
- 131k
1
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1
answer
151
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Analyzing a likert-type item data with repeated measures with logistic ordinal regression
I'm analyzing some Likert-type items for my thesis. After a quick research, I figured out that instead of using a least-squares regression, a logit or probit ordinal regression model would be the best ...
- 2,939
0
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0
answers
9
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Extracting individual level posterior class memebership probabilities in multilevel LCA
I am conducting a multilevel laten class analysis using the R package multilevLCA.
I have fitted the model using multiple steps (i.e. determining optimal number of classes as well as clusters). I now ...
- 1
0
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1
answer
212
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Predicting time of user action in action sequence
In my system, my users will perform a set of actions in order to accomplish a task. As each action applies a load to my server, I would like to forecast potential load spikes.
The actions will always ...
CommunityBot
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6
votes
3
answers
2k
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Why are exponential smoothing models not considered auto-regressive?
I've seen so far two definitions of the term "auto-regressive" model when it comes to time series modeling:
The first definition is just basic AR models and their relatives such as ARMA and ARIMA, ...
- 2,875
0
votes
0
answers
8
views
Cointegration when one variable is seasonal and another is not
I have two variables: one has a seasonal 12-month pattern and another is seasonally adjusted. I need to make a long-term forecast for 10 years. To do this, one can try out an Error Correction Model if ...
- 69.5k
0
votes
1
answer
261
views
ARIMA Time Series Simulation - Media Mix Model
I have designed and tested a time series model where I am able to examine the impact of various marketing channels on dependent variables (Such as sales, revenue, website traffic, etc).
The model has ...
CommunityBot
- 1
0
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1
answer
688
views
Forecasting a not-seasonal time series in R
I would to forecast a not-seasonal time serie in R. This is my serie and the model built with HoltWinters:
...
CommunityBot
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51
votes
4
answers
6k
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AIC,BIC,CIC,DIC,EIC,FIC,GIC,HIC,IIC --- Can I use them interchangeably?
On p. 34 of his PRNN Brian Ripley comments that "The AIC was named by Akaike (1974) as 'An Information Criterion' although it seems commonly believed that the A stands for Akaike". Indeed, ...
- 271
2
votes
0
answers
12
views
Predicting a jobs cost based on monthly payments (Timeseries forecasting)
Imagine theres a company that hires a cleaning crew each month. Payments are made in the following months, bit by bit.
As depicted below:
In Jan the company paid the cleaning crew ...
- 82.8k
6
votes
1
answer
125
views
Is there a way to forecast by subgroup without forecasting each subgroup separately?
I am trying to find an appropriate model to forecast the number of applications received at the end of a recruitment cycle based on previous recruitment cycles and the number of applications received ...
- 69.5k
1
vote
1
answer
612
views
Making Sense of Differences Between Durbin-Watson Test, ACF, and auto.arima
Trying to make sense of my results. I'm trying to assess if an intervention had an effect on infection rates using an interrupted time series design. I have monthly data on infection rates for ...
CommunityBot
- 1
4
votes
1
answer
328
views
Establishing the minimum required training set size, when cross validating time series data
I want to evaluate and compare how well various models perform with regards to modelling time series data (the data in question is daily revenue). It seems that cross validation error might be a ...
CommunityBot
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2
votes
1
answer
494
views
ARIMA model for vehicle-speed prediction
I am learning on how to predict with ARIMA models. To get some knowledge I read trough some online tutorials for R and ARIMA models.
Now I wanted to try this by myself with a problem I am currently ...
CommunityBot
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2
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0
answers
148
views
Priors for strictly positive index or score types of variables
Is there a prior that's commonly used for "index" or "score" type variables that are user-defined as a weighted sum of a small number of variables (sometimes with pre-defined interaction contributions)...
- 4,487
2
votes
0
answers
15
views
Forecast optimality for categorical dependent variable
I am familiar with several criteria of forecast optimality for variables on a ratio scale. E.g. Diebold Forecasting in Economics, Business, Finance and Beyond introduces the unforecastability ...
- 69.5k
2
votes
1
answer
34
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Is it possible to train Neural networks for time series forecasting using elastic distances (such as dtw) as a loss function?
Normally, elastic distances are used as ways to tell how similar two time series are. Examples of these are dynamic time warping and move-split-merge and many more. And I read some researches such as ...
2
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1
answer
599
views
Interpretation of scaled error measures
can someone give me an explanation on how one would interpret the result of a scaled error measure.
For example the Mean Absolute Scaled Measure (MASE). The numerator is the mean absolute error and ...
CommunityBot
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4
votes
1
answer
2k
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Multilevel, hierarchical, and structural equation (SEM) models
Are all three of these just terms for the same idea or are there some critical differences? If so, how do they differ both in usage and principle?
- 19k
3
votes
1
answer
304
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How many observations are needed to make an RMSE meaningful
I have a relatively short monthly time series (7 years). I'm wondering if I estimate an OLS model with 6 years of data and do pseudo-out of sample forecasting with the remaining year, would the RMSE ...
CommunityBot
- 1
1
vote
2
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655
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Forecasting with ets: Is my model performing well?
I'm new to forecasting and playing around with some forecasting techniques. I used the ets function from the forecast package to ...
CommunityBot
- 1
1
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0
answers
18
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ML approaches to pricing in industry?
This is a very vague question. I’m curious how pricing is done in industry, specifically at large tech companies. I know that Amazon does not price discriminate based on user, so price experiments are ...
- 3,520
2
votes
1
answer
34
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Fitted values of initial observations in auto.arima for non-stationary models
If I understand correctly, the fitted values returned in the auto.arima of the forecast R package are the one-step ahead forecasts given by the model, once the ...
- 523