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Python is a programming language commonly used for machine learning. Use this tag for any *on-topic* question that (a) involves `Python` either as a critical part of the question or expected answer, & (b) is not *just* about how to use `Python`.

7 votes

Using Holt-Winters for forecasting in Python

The problem might be that Holt-Winters is a specific model form and may not be applicable to your data. The HW Model assumes among other things the following. a) one and only one trend b) no level s …
IrishStat's user avatar
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1 vote

Simple outlier detection for time series

Outliers-level-shifts-and-variance-changes-in-time-series.html where you include/account for possible ARIMA process in the identification of the latent deterministic structure ( 1 pulse in your example ) I don't know if this procedure is available in python
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3 votes
Accepted

Non sensical results from auto_arima

I took your 18 values and identified a 5 parameter model (shocking to some ! ) of the form with Actual/Fit and Forecast here . All models are wrong .. some models are useful ... The reason for auto.a …
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0 votes

Finding Theft in Tender Sales

I don't know what skleans models are. What I glean from your post is that you want to detect unusual activity in " daily given away" taking into account the total sales for a particular day for a part …
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0 votes

Why doesn't ARIMA work on my time series data?

You did nothing wrong ! ...you probably just didn't read the fine print or understand the assumptions underlying the statistical test you were employing. See Interrupted Time Series Analysis - ARIMAX …
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0 votes

Detrending inputs still produces uncorrelated residuals but Durbin Watson is still low

Just because Y and X are non-stationary (themselves) , this doesn't necessarily imply that a useful causative model couldn't simply be Y(t)=b0 + b1*X(t) or something more complex incorporating lags of …
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0 votes

python statsmodels extract equation ARIMAX

Multiply your AR(2) polynomial by each of your input series polynomials . It is straight forward in this case but it can get complicated if you have moving average structure in your error term or dyna …
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0 votes

Automatically detecting sudden change of mean

The answer to your question can be found deep in http://www.unc.edu/~jbhill/tsay.pdf and easily available from software like AUTOBOX (which I have helped develop) and elsewhere. What you have is a seq …
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1 vote

Regression of two data data sets of the same experiment

Gregory Chow developed https://en.wikipedia.org/wiki/Chow_test to statistically compare two regression equations. If the scale of the dependent variable is different then you might consider normalizin …
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1 vote
Accepted

How do I detect the number of distributions in a set of data?

I have successsfully detected a Level Shift in series like this using Tsay's procedures http://www.unc.edu/~jbhill/tsay.pdf. His procedures although initially directed to time series are general enoug …
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2 votes

Negative values in time series forecast and high fluctuations in input data

I took your 1380 monthly values and introduced them to AUTOBOX and the following useful model ( in 3 parts ) was automatically developed/identified and and . The residual plot is here with acf her …
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3 votes
Accepted

Unusual few large spikes at pacf of arima residual model

ACfU3U3wPaDdTODGvGsYo-mkTxphnM-zxA&hl=en&sa=X&ved=2ahUKEwj18Ni2nMjjAhXvs1kKHcwcCq4Q6AEwCXoECAoQAQ#v=onepage&q=shampoo%20data%20set&f=false and here https://machinelearningmastery.com/persistence-time-series-forecasting-with-python
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0 votes

pmdarima auto_arima crashes with single value change

not a problem here perhaps your software can't detect seasonal dummies or the need to take a log xform. As to the cause of the first value alteration , I can only suggest software malfunction. …
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1 vote

How to predict weekly or monthly sales from daily time series model?

Develop your daily model taking into account day-of-the-week, day-of-the-month, lead and lag effects around holidays, level shifts, monthly effects, time trends etc. . Now forecast out 1 period and g …
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0 votes

How do I measure the variability in time time-series power consumption patterns?

" Is there any library/package available in python/R? Please help me in this regard." ... There is no one free package available to solve your problem . …
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