Questions tagged [forecasting]

Forecasting is the process predicting future values based on historic and current data, typically for time-series datasets.

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12
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1answer
14k views

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

I just built this LSTM neural network with Keras ...
5
votes
1answer
6k views

Is there an R tutorial of using LSTM for multivariate time series forecasting?

There is a great blog post about how to use keras stateful LSTM in R to forecast sunspots. I applied it to financial ts data ...
5
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3answers
3k views

Is time series forecasting possible with a transformer?

For my bachelor project I've been tasked with making a transformer that can forecast time series data, specifically powergrid data. I need to take a univariate time series of length N, that can then ...
2
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0answers
971 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 ...
4
votes
2answers
252 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 ...
1
vote
1answer
99 views

Best Approach to Forecasting Numerical Value Based on time series and categorical data?

Consider a dataset of thousands of car repairs that have been performed. In simplest of terms, the columns to consider are the time of year when it was broken (seasonal changes in demand for car ...
0
votes
1answer
270 views

Problems to understand how to create the input data for time series forecasting with a recurrent neural network in Keras

I just started to use recurrent neural networks (RNN) with Keras for time-series forecasting and I found this tutorial Forecasting with RNN. I have difficulties understanding how to build the training ...
3
votes
1answer
2k 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: ...
3
votes
2answers
4k 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 ...
2
votes
2answers
85 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
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0answers
30 views

Price Predition for Irregular spaced historic data of non independent Prices

I am a little unsure how to proceed. I am not an expert but on a decent intermediate level when it comes to regular Timeseries. Now i am faced with a problem that first seemed related, but is an ...
1
vote
1answer
401 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 ...