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Frank
  • Member for 5 years, 6 months
  • Last seen more than a month ago
  • NYC, NY, USA
10 votes
2 answers
709 views

Is there a canonical example of when ridge outperforms lasso?

8 votes
1 answer
1k views

auto.arima vs arima.sim

4 votes
0 answers
174 views

SARMA model as infinite AR

3 votes
1 answer
412 views

calculating truncated infinite AR weights in practice for Arima model

3 votes
2 answers
2k views

How to make this data stationary

3 votes
1 answer
125 views

trend stationary with external regressors

2 votes
1 answer
73 views

Is this method to make data approximatly stationary valid?

2 votes
1 answer
763 views

Difference between differencing data and removing trend line for stationarity

2 votes
1 answer
91 views

Transfer function model with intevention that affects dependent and independent variables

2 votes
1 answer
132 views

CCF patterns intuition

2 votes
1 answer
2k views

Relationship between weak and covariance stationary

2 votes
1 answer
63 views

Gradual mean shift intervention

1 vote
1 answer
288 views

ARIMA(0, 1, 1) process cant be stationary?

1 vote
1 answer
25 views

trying to derive expression with polynomial arithmetic

1 vote
0 answers
28 views

Predictions on transformed series post intervention analysis

1 vote
0 answers
58 views

Does arimax handle both transfer functions and reg with arima errors?

1 vote
1 answer
81 views

Is there a way to combine frequency and magnitude into a single variable?

1 vote
1 answer
91 views

intuition behind classification model confidence intervals

1 vote
1 answer
1k views

Is there a formula for an innovation outlier regressor in time series intervention analysis

1 vote
2 answers
2k views

ADF test fail to reject while kpss and box say white noise and stationary

1 vote
2 answers
175 views

K fold cross validation sample mean question

1 vote
1 answer
701 views

Questions on making data stationary for ARIMA

1 vote
1 answer
310 views

Weighted least squares versus ordinary

1 vote
0 answers
37 views

How to correctly utilize seasonal dummies

0 votes
0 answers
39 views

Automatic process to determine stationarity of AR(p) model

0 votes
0 answers
94 views

Confidence interval of product of two predictions

0 votes
1 answer
56 views

Is categorical cross entropy loss wasting training data?