Questions tagged [time]

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How to avoid bias when optimizing time-series model?

I have 4000 days of data. I am trying create a time-series model with parameters P to forecast the value of the target Y using the last N days of data. The parameters P include: lookback window for ...
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90 views

'list' object has no attribute 'values' when we are using append in python

Here I have a dataset with three inputs. Here I generated y value using append. After the append I got the output like this: y.append(rec.iloc[0]['y']) Then I ...
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20 views

Linear correlation and XGboost regression for time series

I am working with sales time-series data, I have a history of 9 years of monthly data. I am trying to forecast sales for the next 12 months. I am using XGboost regression to build multivariate time ...
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19 views

Any previous work to develop time series models for multiple label sets with different sampling rates

We have time series data with multiple labels: one label is sampled every day and the other label is added every one month and we would like to train the model accounting for both labels at the same ...
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10 views

LSTM based anomaly detection scheme too closely tracking long spans of anomalous points

I've built a time series anomaly detection process that accurately predicts the value at the next interval. However, when there are dozens of anomalous events in a row, the model starts to "catch up" ...