Stack Overflow
Stack Overflow

Questions tagged [forecast]

Forecast involves estimating values (or distributions) that have not yet been observed.

582 questions
11
votes
1 answer

Do Python have a model which is similar to nnetar in R's package forecast?

R's package 'forecast' has a function nnetar, which uses feed-forward neural networks with a single hidden layer to predict in time series. Now I am using Python to do the similar analysis. I want to use neural network which does not need to be as…
Feng Chen
  • 2,139
  • 4
  • 33
  • 62
7
votes
0 answers

ConvergenceWarning when trying to use ExponentialSmoothing to forecast

I use ExponentialSmoothing from statsmodels (Version: 0.10.1) to fit and perform forecast on some data. For ease of use when setting the configurations, I write a function exp_smoothing_forecast that takes in an np array of data, a list of…
Huy Tran
  • 1,770
  • 3
  • 21
  • 41
7
votes
1 answer

findfrequency spec.ar equivalent in Python

There is a very useful function in R called findfrequency on the forecast package that returns the period of the dominant frequency of a time series. More info on the function from the author can be found here:…
rory
  • 173
  • 1
  • 1
  • 5
5
votes
1 answer

Python Auto ARIMA model not working correctly

I've created a pandas DataFrame with valid DatetimeIndex df.index = df.timestamp df = df.resample("10Min", how="mean") plt.plot_date(df.index, df['delay']) fig = plt.gcf() fig.set_size_inches(18.5, 8.5) This is how it looks like: The relevant…
Alexandre Juma
  • 3,128
  • 1
  • 20
  • 46
5
votes
1 answer

Statsmodels: Implementing a direct and recursive multi-step forecasting strategy with ARIMA

I am currently trying to implement both direct and recursive multi-step forecasting strategies using the statsmodels ARIMA library and it has raised a few questions. A recursive multi-step forecasting strategy would be training a one-step model,…
Aesir
  • 2,033
  • 1
  • 28
  • 39
4
votes
2 answers

FBProphet: Understanding Regressor Impact on Multivariate Forecast

Please see this example as the project I am working on is quite similar, but with ~8 regressors instead of 2 and I need to understand how each regressor is impacting the forecast model:…
rajes95
  • 95
  • 1
  • 5
4
votes
1 answer

How to calculated DRPS (Discrete Rank Probability Score)

I am working on replicating the scoring rule found in a paper Forecasting the intermittent demand for slow-moving inventories: A modelling approach The paper describes the scoring rule as follows: This is my attempt y <- rpois(n = 100, lambda =…
Alex
  • 2,603
  • 4
  • 40
  • 73
4
votes
1 answer

How to install pyramid-arima in python 3.7

I'm trying to implement auto arima in my python 3.7 on Windows10 So I tried to install pyramid-armia using following command pip install pyramid-arima But I'm getting error message Could not find a version that satisfies the requirement…
newinPython
  • 313
  • 1
  • 6
  • 19
4
votes
1 answer

Is there a way to use LSTM to predict a time-series with an exogenous variable like there is when using SARIMAX models?

I was trying to forecast a time-series with exogenous variables and have been successful in forecasting with SARIMAX models, I was trying to do the same using RNN models (specifically LSTM model) but was unable to find any way to implement an…
user13730526
  • 41
  • 1
4
votes
2 answers

Forecast multiple time-series in R using

Consider an random data.frame: d <- data.frame(replicate(10,sample(0:1,1000,rep=TRUE))) I want to consider each row as a unique time-series (in this case for ten years). So first, I need to transform the data to time-series. I have tried the…
Michael
  • 565
  • 4
  • 11
4
votes
2 answers

Problems with diagnostics of prophet forecast

I am working with an dataset of crimes in chicago and specially working on a future prediction of the crime rate in chicago (from 2012 till 2016 I have data). I generated a forecast using the prophet package of facebook. It worked very well and all…
Scrappy
  • 51
  • 1
  • 9
3
votes
1 answer

Slight difference between data.table's frollmean() and forecast's ma() with even order

I was deseasonalizing a time trend and I realized that data.table's frollmean() and forecast's ma() produce slightly different results with even order (ex: quarterly data, n = 4). At first, I thought the difference between frollmean(n = 4) and…
socdoneleft
  • 33
  • 5
3
votes
3 answers

MLP with Scikitlearn: Artificial Neural Network application for forecast

I have traffic data and I want to predict number of vehicles for the next hour by showing the model these inputs: this hour's number of vehicles and this hour's average speed value. Here is my code: dataset=pd.read_csv('/content/final -…
B. Selin Zaza
  • 91
  • 4
3
votes
1 answer

How can I add exogenous variables to my ARIMA model estimation while using fable package with model() extension

I am trying to estimate ARIMA models for 100 different series. So I employed fabletools::model() method and fable::ARIMA() function to do that job. But I couldn't able to use my exogenous variables in model estimation. My series has 3 different…
omzeybek
  • 305
  • 2
  • 14
3
votes
3 answers

R: How to plot multiple ARIMA forecasts on the same time-series

I would like to plot several forecasts on the same plot in different colours, however, the scale is off. I'm open to any other methods. reproducible example: require(forecast) # MAKING DATA data <- c(3.86000, 19.55810, 19.51091, …
HarriS
  • 605
  • 1
  • 6
  • 19
1
2 3
…
38 39