Questions tagged [forecast]

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1answer
4k views

Monthly trend with fb prophet-Interpreting the graph

I have monthly data with month/year in one column and price on another. I would like to get a yearly trend with fb prophet library in python (how to use monthly data with the library is explained at ...
4
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0answers
98 views

Quantifying 'growth friction' when projecting target goals

As part of my DS work I spend some fraction of my time helping the team make growth projections, either for setting growth targets or when forecasting actual data. There is obviously a range of ways ...
4
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3answers
263 views

How can one generate future forecasts from probabilistic events?

I have an event "whether an item sold will be returned or not" which I can predict with a certain probability based on information gathered at the time that the purchase occurs (product features, ...
2
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1answer
50 views

How can I go about building a model for large number of outputs?

I have previously worked on small-scale feedforward neural network problems. But I have started working on a new project where the goal is to predict air quality in 25 locations throughout the ...
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0answers
5k views

Error when using seasonal arima in python

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2
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1answer
114 views

Store's unseen items sales forecasting

I am working on sales forecasting problem.I am able to provide data about which items got sold and not sold to the algorithm.How to provide algorithm information about items that are not present in ...
2
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3answers
2k views

Multi-Source Time Series Data Prediction

I was wondering if anyone has experience with time series prediction for data from multiple sources. So for instance, time series $a,b,..,z$ each have their own shape, some may be correlated with ...
1
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1answer
22 views

Best forecast model for insurance policies volumes

I am new in forecasting and I am studying a dataset from an insurance company that contains the volume on a monthly basis of new policies, renewals & cancellations. New policies of a given month ...
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0answers
26 views

Demand forecasting with marketing budget data

I'm trying to build a demand forecasting model to predict future daily orders of an online food takeout service (similar to UberEats or DoorDash). My first model uses a univariate approach, which is ...
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0answers
22 views

Impact of covid19 in forecasting models

I have sales training data from 2019-06 to 2020-06 and I have to predict sales from 2020-06 ...
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0answers
33 views

How to model a conditional demand forecast model as ex-ante forecast for a moving population?

Goal: I am trying to forecast demand from a specific population given a specific promotion on a certain period of time frame. The data is of the format: date | promotion % | sales in 1000s(y) 01-Jan |...
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0answers
32 views

Time Series Analysis / Modeling with auto_arima

I recently dived into Time Series and was attempting at doing some data analysis and modeling. I'm using the following dataframe ...
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0answers
10 views

Ljung-box test on weekly percentage of total quarter bookings

I have a data on the weekly percentage of the total quarter bookings. The data looks as follows (note: weekly percentages add up to 100 for each quarter) : (not real data) I used the Ljung-box test ...
1
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1answer
70 views

How to measure/rate the effect of a exogenous covariate in a ARIMAX Model?

I have an ARIMA model, I'm trying to figure out how much an external variable (exogenous covariate) could improve the forecast, so I need to "synthesize" a rate that tell me the usefulness (or impact) ...
1
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0answers
45 views

How to interpret the graph representing the fit provided by the ARIMA model?

I'm following this tutorial here to build an ARIMA model in R. I've done a Forecast using a fitted model in R. I specified the forecast horizon h periods ahead for predictions to be made and used ...
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0answers
74 views

Model for time series analysis

I'm new to data analysis and ML in general. I'm working with some friends on this problem: We're trying to predict when a component of a machine will stop working properly so the client can change it ...
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0answers
189 views

Predicting Wave Trends of Candelestick Charts in Tensorflow (JS)

I'm relatively new to ML but my goal it to use Tensorflow.js and build a ML model that can help me detect a certain wave formation for an automated trading system. Examples of the 3-leg pattern I am ...
1
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0answers
38 views

forecast product demand in one week using machine learning approach

I'm trying to predict product demand in store. The predictors I have include price, competitor's price, store ID, date. My target variable is sales volume (in a particular store). What I need to ...
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0answers
60 views

Tuning a sequence to sequence model

I have written a variable length sequence to seqeunce autoencoder in keras using this tutorial as a guideline: https://blog.keras.io/a-ten-minute-introduction-to-sequence-to-sequence-learning-in-keras....
1
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0answers
38 views

Specific data formatting techniques for discontiguous time series?

I'm facing a predicting problem for food alerts. The goal is to predict the variables of the most probable alert in the next x days (also any information I could get about future alerts is really ...
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0answers
21 views

Observation Operator - Data Assimilation

In data assimilation, one assumes the existence of a observation operator $\mathcal{H}$ that maps the model-state vector $\bf{x_b}$ to $ \bf{y_b}$ (the model-equivalent of the observations $\bf{y_o}$) ...
1
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1answer
157 views

Fully endogenous models for predicting multivariate time series

I have a formal social science background but I am new to data science. My interest is in building predictive models for applications in the social sciences, mostly (but not only) in economics. I am ...
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0answers
148 views

Naive/ Persistent Models & 7 Day Forecasts

When determining the baseline performance using a persistent or naive model I understand it to be using the value of the previous time step as the prediction for the next time step and then ...
1
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0answers
201 views

Regression (and Forecasting) on Rent

The data table below contains cash flows going into an account. At index 0 the account starts with 50 in debt, is charged a monthly Rent of 90, and pays a certain amount every month, as well as ...
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0answers
40 views

Joint distribution of density forecasts

I have a panel data set and I have created a model and finally I have obtained some density forecasts. That is, I run my model for the $y_{it}$ and i obtain predictions for $\hat{y_{i,t+1}}$ , $\hat{...
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0answers
493 views

Predicting purchase order?

What is the best option or rather options to predict how much order a customer will place in the future, say next 3 months on a monthly basis. Also will a customer place an order. I used ARIMA to ...
1
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0answers
659 views

R lm(log(y)~x,data) models and predict, need to remember the exp. R2 differences

I noticed a difference between R and Excel when it comes to trend lines. Basically I am automating a simple process that someone does. He/she takes web traffic and finds the best trend line by ...
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0answers
13 views

Forecast methodology for geographic variables that are somewhat related

I'm creating time series forecasts for different geographies and wanted an expert opinion on how I can take into account geographic relationship to improve my model. Is there an algorithm that's ...
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0answers
15 views

Demand Forecasting - Error in predictions

I've been trying to do daily demand forecasting using the H2O AutoML package for using 4 years of daily sales data as the training set. However, the daily estimates always seems to find a range around ...
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0answers
22 views

Multiple Values for One Day

I have two questions. 1- I have weather data of 10 turbines and I know their collective production(Power).I also know maximum power a turbine can make. How can I forecast collective production if I ...
0
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1answer
157 views

Sliding window approach using SVR & LightGBM

I'm working on a multivariate time series forecast using a couple of ML algorithms (Neural Networks, Support Vector Machines & Gradient boosting algorithms). I need to measure the performance of ...
0
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0answers
2k views

How to fix "'The `start` argument could not be matched to a location related to the index of the data." Error?

When I try to predict the results using ARIMA for a specific train/test split, its throwing an error like this: "'The start argument could not be matched to a ...
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0answers
16 views

How to explain calm period in energy consumption

I have a dataset of energy consumption that looks like this: I got it from Kaggle.com and all it says is that it's energy consumption data from PJM (this is the PJMW_hourly that corresponds to the ...
0
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2answers
866 views

Fitting an arimax model on out of sample dataset

I have built an arimax model where we have sales data across time as the response variable and price is one of the external variables. I used the below code to build a simple arimax model. I had data ...
-1
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1answer
236 views

nnetar giving different output each time

I am using nnetar package for time series forecasting in R.But each time when I run the model, I am getting different output. i guess this is related to different random weight initialization at each ...