Questions tagged [forecasting]

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12
votes
1answer
11k views

How to Predict the future values of time horizon with Keras?

I just built this LSTM neural network with Keras ...
2
votes
0answers
701 views

Recommended model for univariate or multivariate multistep ahead time series forecasting

I have a dataset consisting of recurring and non-recurring expense transactions from bank accounts, as well as other features describing the bank account and each transation. I aggregate these ...
3
votes
1answer
141 views

When forecasting time series, how does one incorporate the test data back into the model after training?

When you build a classification or regression model, you typically split the data into a train data set and a test data set. The test data is a randomly selected subset of the overall data. Once you ...
3
votes
1answer
1k views

How to predict NaN (missing values) of a dataframe using ARIMA in Python?

I have a dataframe df_train of shape (11808, 1) that looks as follows: ...
2
votes
2answers
3k views

VAR model ValueError: x already contains a constant

I'm using VAR model for multivariate time series. The structure is that although each variable is a linear function of past lags of itself and past lags of the other variables, one and/or two of the ...
1
vote
2answers
45 views

Time series forecasting: prediction and forecast far from the reality

Apologies for the awkward title, but I hope to be able to regain your confidence. Let's start with the final output I got, so at least you can understand why I'm not happy/concerned about the outcome....
1
vote
1answer
89 views

Forecasting time series outside the training/test set

I am trying to predict some time series based on precedent values using LSTM. I have pretty good results when I compare the predicted time series with the test set (0,18% error) I just miss how to ...