Top "Forecasting" questions

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

STLF function in the FORECAST package

I am trying to forecast a yearly time series on a weekly bases (52 weeks a year and I have 164 weeks …

r forecasting state-space
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. …

python machine-learning time-series forecasting facebook-prophet
Predicting values using Arima model for periods that are not ahead the end of the series

I'm generating an Arima model with an external regressor. Let's suppose I have n observations. The predict.Arima function from …

r forecasting predict
How to forecast in python using machine learning , from a given set of geographical data?

I was analyzing some geographical data and attempting to predict/forecast next occurrence of event with respect to time and …

python numpy machine-learning scikit-learn forecasting
Accuracy testing of forecasts

I found a site which explains exactly what I need to do for my data however it isn't in R. …

r forecasting
What's the gaps for the forecast error metrics: MAPE and WMAPE?

I know that MAPE and WMAPE as a forecast error metrics, they have some benefits. But what's the gaps? Someone …

machine-learning forecasting
'forecast.Arima' function missing from'forecast' package

Unable to find forecast.Arima function in forecast package. Error displayed "forecast.Arima" not found. Can forecast function be used …

forecasting arima
Python Statsmodels: Using SARIMAX with exogenous regressors to get predicted mean and confidence intervals

I'm using statsmodels.tsa.SARIMAX() to train a model with exogenous variables. Is there an equivalent of get_prediction() when …

python time-series forecasting statsmodels confidence-interval
Forecasting with statsmodels

I have a .csv file containing a 5-year time series, with hourly resolution (commoditiy price). Based on the historical data, …

python forecasting statsmodels
Predicting standard errors of forecast

I'm a newbie to R, coming from the Stata world. I've just run a linear model (with approx 100 variables, each …

r stata linear-regression forecasting standard-error