I am trying to do out of sample forecasting using python statsmodels. I do not want to just forecast the next x number of values from the end of the training set but I want to forecast one value at...

I'm working on a multivariate (100+ variables) multi-step (t1 to t30) forecasting problem where the time series frequency is every 1 minute. The problem requires to forecast one of the 100+ variabl...

I am running a time series forecast using forecast::auto.arima, and I was trying to see if there is a way to extract the values assigned to p, d, q (and seasonally as well if applicable) from the f...

I am trying to predict weekly sales using ARMA ARIMA models. I could not find a function for tuning the order(p,d,q) in statsmodels. Currently R has a function forecast::auto.arima() which will tun...

I am trying to predict a seasonal time series using SARIMAX. The time series consits of daily maximum values for PV-feed-in, which leads to the assumption of a 365 day periodicity. Here is my code...

I have a Dataframe with around 80.000 observations taken every 15 min. The seasonal parameter m is assumed with 96, because every 24h the pattern repeats. When I insert these informations in my aut...

Please see this example as the project I am working on is quite similar, but with ~8 regressors instead of 2 and I need to understand how each regressor is impacting the forecast model: https://tow...

I have been using Prophet from Facebook and so far it has been produced some great results. Having looked in the docs and googling, there doesn't seem to be an automatic way to extract the seasonal...

using facebooks 'Prophet' package in R for forecasting. Was wondering if there is a way use it, such that it does not forecast negative values? Thanks!

I want to implement vector autoregression in python. My data is saved as a list of 3 lists. I found this - http://statsmodels.sourceforge.net/stable/vector_ar.html#var, but could not figure out th...

I am trying Forex prediction with Keras and Tensorflow using a LSTM Network. I of course want it to train on many days of trading but to do that I would have to give it sequential data with big jum...

I have a .csv file containing a 5-year time series, with hourly resolution (commoditiy price). Based on the historical data, I want to create a forecast of the prices for the 6th year. I have rea...

I came across Joseph Owen code here for batch forecasting. I have a dataset containing close to ~19k rows but the issue is even with the batch forecasting methodology applied my code still runs sup...

I'm trying to do hierarchical forecasting after the fashion of Rob Hyndman's Rstudio.conf workshop, and running into some problems. Here is my code: library(dplyr) library(tsibbledata) library(tsi...

I recently updated R to 3.1.0. I tried to move my packages over to 3.1 inside the R.Framework (I'm running OSX Mavericks) and somehow made a mess of it, so did a complete uninstall of everything be...

I have an already existing ARIMA (p,d,q) model fit to a time-series data (for ex, data[0:100]) using python. I would like to do forecasts (forecast[100:120]) with this model. However, given that I ...

Good Evening, I am trying to estimate the remaining time to the end of a loop; I've used: start = datetime.now() progress = 0 for i in range(1000): #do a few calculations progress += 1 st...

I want to forecast the number of customers entering a shop during service hours. I have hourly data for Monday to Friday 8:00 to 18:00 Thus, I assume my time series is in fact regular, but atyp...

I have signals recorded from machines (m1, m2, so on) for 28 days. (Note: each signal in each day is 360 length long). machine_num, day1, day2, ..., day28 m1, [12, 10, 5, 6, ...], [78, 85, 32, 12,...

I am forecasting with forecast package.Below is results from my forecasting. #CODE library(forecast) DATA_SET<-data.frame(TEST=c(200,220,200,260,300,290,320,340,360,500,200,300,400,250,350,39...

I tried forecasting with holt-winters model as shown below but I keep getting a prediction that is not consistent with what I expect. I also showed a visualization of the plot Train = Airline[:130...

I want to write a function that gets a time series and a standard deviation as parameters and returns an adjusted time series which looks like a forecast. With this function I want to test a syste...

I have a time series data with a frequency = 7 as follows: combo_1_daily_mini <- read.table(header=TRUE, text=" region_1 region_2 region_3 date incidents USA CA San Francisco 1/1/15 37 USA CA S...

final String FORECAST_BASE_URL = "http://api.openweathermap.org/data/2.5/forecast/daily?"; final String QUERY_PARAM = "q"; Hello. I'm making a weather forecast app. But when I use "http://openwe...

I try to estimate Bass Curves to analyse diffusion of innovation for different groups. Until now I use nlsLM() of the minpack.lm package to estimate the parameter of the curve/to fit the curve. I l...