# Questions tagged [forecasting]

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

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### Incorporate partial information about Y into predictions

I have a linear regression model predicting exports of toys from the United States on an annual basis. This initial model is based on a few factors: toy companies' demand projections, toy production ...
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### Who estimated war casualties from tightly-controlled government news sources?

I've read about this historical case before so I thought it would be very easy to Google, but after a few dozen queries that come up with nothing relevant I'm ready to punt. The story goes like this. ...
1 vote
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### Update to Box and Jenkins Air Passenger data? [closed]

A textbook example of a time series is the Box and Jenkins Air Passenger data. In R you can get it with the command data(AirPassengers). It has the number of ...
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### How can I predict a 2D array over time?

I've got a rectangular region that's composed of 1024 grid cells (32x32 cells). Each of these cells has an associated value, which then builds me a 2D array. For that 2D array, I've got 8 samples (...
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### Forecast Assistance given Monthly Time Series Data

I'm looking for some help to determine what type of model I should use for the given data set: ...
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### What does it mean forecast horizon in time series forecasting?

I'm a beginner in time series forecasting and I'm not sure if I understood correctly the meaning of forecast horizon. I was considering horizons as points in the future for which we would like to ...
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### Scoring Probabilistic Forecasts - Can we infer a standard deviation from the 84.1 quantile prediction?

I am trying to compare forecasts of a series, and have several trained estimators which are deep neural networks with arbitrary architecture. I'd like to compare the accuracy of their probabilistic ...
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The ARPA-E PERFORM datasets produced by NREL contain both historical and forecast data on load, wind power, and solar power. NREL offers the following piece of information about the day-ahead forecast ...
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### What exactly is a "persistent/persistence model"?

I'm new to time series forecasting and only got previous experience with image processing in therms of neural networks. My goal is to do create an ML forecasting model for time series data. Currently ...
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### Learning a stochastic pattern in a count TS using DeepAR [duplicate]

I am trying to the learn the following pattern of count time series of vehicle demand every hour. The count time series is generated from a negative binomial distribution with parameters n = 9 and p =...
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### R and Time Series Analysis; Suggestions for forecasting a series with a shock

I believe that the reprex below is self-explanatory. I would like to extend a monthly time series by forecasting the next 3 data points. The series is rather volatile and it spikes during the last ...
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### Unexplainable cyclical patterns on prediction intervals for time-series forecasting using Extreme Gradient Boosting regressor

I am following the documentation of skforecast to make time-series forecasting using the Extreme Gradient Boosting regressor (i.e., ...
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1 vote
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### For time series forecasting using machine learning, is feature engineering only needed for the y variable or is it needed for all x variables also?

Say I am trying to predict house prices (y variable) using population growth and GDP (x variables) using XGBoost or Neural Networks. All 3 are time series. I understand that I have to feature engineer ...
1 vote
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### For time series, is non stationary an issue for machine learning models like they are for traditional time series models like ARIMA?

Sorry if the question seems basic. I understand that non stationary data is a big issue for traditional time series forecasting methods like ARIMA and VAR but is it the same for machine learning ...
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### How to determine the appropriate forecasting techniques for non-stationary univariate time series data?

I am new and I don't have background in time-series analysis or machine learning. Therefore, I am posting this question here: I have three time-series data. ...
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### Having trouble finding the correct Auto ARIMA model to use

I have tried a lot of different models so far, but I'm having trouble finding the correct one. The problem is that RMSE is relatively high when I compare it to validation set. Here is the data: ...
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### Forecasting retail product sales to inform how many of which product SKUs to manufacture

This is my first post here, and I'm coming in with a bit of a wicked 'problem'. Basically, I am writing a consultation-style report for a fashion brand based in London and I want to be able to ...
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### multivariate vs multiple time series - term explanation and forecasting model

Here is the time series I have: (p1s is an abbreviation of product 1 sales in dollars) ...