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Results tagged with forecasting
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user 238499
Prediction of the future events. It is a special case of [prediction], in the context of [time-series].
1
vote
Should I analyze the residuals of a model selected by auto.arima?
Absolutely! If you want your work to be serious, you should never blindly trust the methods you use. This means analyzing the residuals but also other tests. Always check the validity of your models. …
- 2,665
1
vote
ARMA and AR processes
Predictions of stationary ARMA models will quickly converge towards the mean of the series (treat the AR model as a particular case of an ARMA). Depending on how big $h$ is in your specific case, you …
- 2,665
-1
votes
How to Recursively Predict a Time Series Using Neural Networks
Well, you are right about the way to make recursive predictions. Maybe there's something wrong with the type of model you've fitted.
Neural networks are very complex models (thus, overfitting machine …
- 2,665
1
vote
ARMAX for Bitcoin prediction via sentiment
Your model can potentially be useful. As a first approach, I think you can give it a try. What I would do is working with a time series of bitcoin prizes (or returns), not just "bitcoin prize at time …
- 2,665
0
votes
Is statistical significance of a regressor important in forecasting different scenarios?
You can use "non-significant" regressors in the same way you use the significant ones. After all, significance is just an arbitrary choice.
What "non-significance" means is that maybe you should cons …
- 2,665