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Three14
  • Member for 3 years, 5 months
  • Last seen more than 2 years ago
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Assigning Thousands of Time Series to Two Similar Groups
hi @kjetilbhalvorsen, thanks, but I don't think my problem is clustering per se since clustering would find distinct groups... I'm after allocating many time series to two groups such that these two groups are similar.
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Time Series Model (SARIMA) Consistently Underpredicting
Thanks Tylerr, helpful to know about pmdarima (I almost recoded everything in R to take advantage of forecast::auto.arima), great this is also available in Python in the pmdarima package.
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Time Series Model (SARIMA) Consistently Underpredicting
Changed model, but problem (and charts) remain same.
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Time Series Model (SARIMA) Consistently Underpredicting
Thanks Stephan, but I have not back-transformed the data. All the residual analysis (training and validation sets) are on the transformed data. Thank you for the link, this will help with back-transforming.
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