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

2 votes
1 answer
1k views

Time series forecasting using R

I'm looking for the most efficient methods for forecasting in R ? Which significant things should I know for it? Maybe someone has experience with random forest forecasting and would share with me? …
Jurgita's user avatar
  • 357
10 votes
4 answers
21k views

R time-series forecasting with neural network, auto.arima and ets

How can I compare, which method for forecasting my time-series (daily retail data) is better: auto.arima(x), ets(x) or nnetar(x). I can compare auto.arima with ets by AIC or BIC. …
Jurgita's user avatar
  • 357