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Prediction of the future events. It is a special case of [prediction], in the context of [time-series].

9 votes
Accepted

Time series forecasting lookback windows -- sliding or growing?

The choice of window length involves a balance between two opposing factors. A shorter window implies a smaller data set on which to perform your estimations. A longer window implies an increase in th …
Arthur Small's user avatar
  • 1,066
10 votes
Accepted

Daylight saving time in time series modelling (e.g. load data)

I've been thinking more about my previous answer, and now I'm not so sanguine. A problem arises because electricity consumption varies by hour depending on both external environmental conditions (esp …
Arthur Small's user avatar
  • 1,066
8 votes

Daylight saving time in time series modelling (e.g. load data)

Therefore, the forecasting results are unlikely to be sensitive to the details: any reasonable way of accounting for the change-over should yield about the same result in terms of calibrating a forecasting
Arthur Small's user avatar
  • 1,066