Questions tagged [multivariate-time-series]
96 questions
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R time series or data outliers
have data that has several aberrant values and I want to correct this to make forecasts knowing that my values are normally between and 4. as I have to take these values without touching the normal values (between 1 and 4). Thank…
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Handling Non-Continuous date in time series forecasting using fbProphet
I want to use fbProphet model to predict next 3 month sales for each product for a superstore. But my date values are non continuous for each product. There is no particular pattern found in the date feature. I found out that fbProphet does not…
Shweta Dalal
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LSTM underestimating
I implemented LSTM model seems like its predicting the trend correctly but underestimating all the time. Is there any way to fix it?
I am using multiple feature values in future and the target value in t-1 to predict. I am using sequence length =7…
Farza
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Error when doing Panel VAR (panelvar package) in R
I tried to run a panel var on dataset I got from Statistics Sweden and here is what I get:
df<- read_excel("Inkfördelning per kommun.xlsx")
nujavlar <- pvarfeols(dependent_vars = c("Kvintil-1", "Kvintil-4", "Kvintil-5"),
lags = 1,
transformation =…
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1 answer
Time series data
I have an Excel file and there are two columns in it, I want to combine them, but one of them is in datetime form and the other is object (actually time). What I want to do is convert the object one to datetime format.enter image description…
haynick
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Feature extraction package for time-sereis
What are the different packages available for feature extraction when dealing with time-series data ?
I am aware about TSFRESH package. Any other package which is better than the mentioned one.
I have searched different blogs but not sure which one…
deep kachhawa
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