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Questions tagged [forecasting]

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

The term forecasting is most often applied to time series data where future values of a series are estimated based on past and present observations. Usually you need to build a model to describe how the variable(s) in interest changes with respective to time or other possible factors based on history data.

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auto.arima() equivalent for python

I am trying to predict weekly sales using ARMA ARIMA models. I could not find a function for tuning the order(p,d,q) in statsmodels. Currently R has a function forecast::auto.arima() which will tune the (p,d,q) parameters. How do I go about…
Ajax
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Is it possible to do multivariate multi-step forecasting using FB Prophet?

I'm working on a multivariate (100+ variables) multi-step (t1 to t30) forecasting problem where the time series frequency is every 1 minute. The problem requires to forecast one of the 100+ variables as target. I'm interested to know if it's…
Abhishek Arora
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Using Holt-Winters for forecasting in Python

I've been trying to use this implementation of the Holt-Winters algorithm for time series forecasting in Python but have run into a roadblock... basically, for some series of (positive) inputs, it sometimes forecasts negative numbers, which should…
Wern
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Time series forecasting, dealing with known big orders

I have many data sets with known outliers (big orders) data <-…
Summer-Jade Gleek'away
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Holt-Winters time series forecasting with statsmodels

I tried forecasting with holt-winters model as shown below but I keep getting a prediction that is not consistent with what I expect. I also showed a visualization of the plot Train = Airline[:130] Test = Airline[129:] from…
Mujeebla
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Error when trying to use stl and decompose functions in R

I have made a simple time-series, i added a little noise to a sin function and tried to decompose it using the "stl" and "decompose" function in R, while my series definitely has more than 2 period and is periodic, R gives me the following error for…
Etan A Ehsanfar
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Package for time series analysis in python

I am working on time series in python. The libraries which I found useful and promising are pandas; statsmodel (for ARIMA); simple exponential smoothing is provided from pandas. Also for visualization: matplotlib Does anyone know a library…
foc
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Explaining the forecasts from an ARIMA model

I am trying to explain to myself the forecasting result from applying an ARIMA model to a time-series dataset. The data is from the M1-Competition, the series is MNB65. I am trying to fit the data to an ARIMA(1,0,0) model and get the forecasts. I am…
Samik R
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ARMA out-of-sample prediction with statsmodels

I'm using statsmodels to fit a ARMA model. import statsmodels.api as sm arma = sm.tsa.ARMA(data, order =(4,4)); results = arma.fit( full_output=False, disp=0); Where data is a one-dimensional array. I know to get in-sample predictions: pred =…
sirip82
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R time-series forecasting with auto.arima and xreg=explanatory variables

I have lots of time-series (retail data) and I want to make forecast for all of them. For example let's take a look at one of them: x <- c(1774, 1706, 1288, 1276, 2350, 1821, 1712, 1654, 1680, 1451, 1275, 2140, 1747, 1749, 1770, 1797, 1485,…
Marta
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out of sample definition

Can anyone explain the difference between “in-sample” and “out-of-sample” forecasts?
Amber
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Using Prophet Package to Predict By Group in Dataframe in R

I am using the new package released from Facebook called Prophet. It does time series predictions and I want to apply this function By Group. Scroll down to R Section. https://facebookincubator.github.io/prophet/docs/quick_start.html This is my…
nak5120
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How to handle Shift in Forecasted value

I implemented a forecasting model using LSTM in Keras. The dataset is 15mints seperated and I am forecasting for 12 future steps. The model performs good for the problem. But there is a small problem with the forecast made. It is showing a small…
Sreeram TP
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How to tell prophet to not forecast negative values

using facebooks 'Prophet' package in R for forecasting. Was wondering if there is a way use it, such that it does not forecast negative values? Thanks!
Elia
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Weather prediction algorithm variety

Currently there's a big 'storm' over the predictions by the MetOffice in the UK. They predicted a mild, wet winter, while we have the coldest temperature on record in Northern Ireland and solid snow on the ground, normally rare in December. It's…
Mark Mayo
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