2,263 questions
0
votes
0
answers
23
views
How to run MLLib random forest in Databricks on time series data?
I try to forecast time series data, namely the "outgoing_quantity". My data consists of two "ID" columns ("gtin" and "location_id"). For each combination of ...
- 579
2
votes
1
answer
59
views
skforecast insample predictions
Using skforecast, it's straightforward to perform out-of-sample predictions starting from the dates in the last_window_.index of a ForecasterRecursive object. However, I’m unable to find a clear ...
- 478
1
vote
1
answer
50
views
Time series data in R - seasonal plot using ggseasonalplot and autoplot
I have two months daily time series data starting from 1st january 2025.The data shows high value on weekdays and dip on sat and sunday. Also weekdays of 1st two weeks of the month have high value as ...
- 521
0
votes
1
answer
65
views
How to add legend for a single series in Fable autoplot and autolayer, similar to forecast::autolayer?
The forecast package version of autolayer has this nice series argument for adding a legend to one's forecast plots.
library(feasts)
library(forecast)
ETS <- forecast(ets(AirPassengers), h=5)
...
- 144
0
votes
2
answers
68
views
How to adjust Fable forecast .mean before autoplot?
I have been following the fpp3 textbook and using packages: fpp3, tidyverse.
I have a Fable forecast, but would like to make manual modifications to the .mean. This is easily done by accessing those ...
- 144
1
vote
2
answers
46
views
Eliminate forecast for past dates
Following on from How attach actuals and forecast in a Line Chart, what I want to do now is to show the forecast but only for dates from today.
This is the code:
Forecast Engine =
SUMX(
DISTINCT('...
- 12.8k
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votes
0
answers
48
views
Python PyTorch DeepAR forecasting model with weighted loss
I have a problem of 20 timeseries groups. I need to forecast them for a horizon of 180 days. I am having a context length of 365 days as I only have 4 years of data for them.
I coded timeseriesdataset,...
- 31
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0
answers
51
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Error when using inverse_transform with Diff() in Darts: "Expected series to begin at time X"
I am working on a time series forecasting problem using the Darts library in Python. My goal is to forecast non-stationary time series data, specifically groundwater level data, using various models ...
- 25
2
votes
2
answers
117
views
Weibull Predictions using R and current component hours
I have failure data for tire removals that I have fitted to a weibull distribution, which has parameters beta = 1.09 and eta = 2750. Using the weibull parameters I would like to apply this to another ...
- 21
0
votes
0
answers
98
views
How to Perform Out-of-Sample Forecast for a Hybrid VAR-LSTM Model?
I have built a hybrid model that combines a Vector Autoregressive (VAR) model and a Long Short-Term Memory (LSTM) network. The VAR model is used to capture linear dependencies between macroeconomic ...
0
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0
answers
49
views
TypeError: unsupported operand type(s) for +: 'Timestamp' and 'NoneType' when using exogenous features in skforecaster ForecasterRecursive
I am trying to implement a forecasting model, and have followed this Medium guide. I have changed the code minimally, to get it working with the most recent version of skforecast (e.g. changing ...
- 1
0
votes
1
answer
62
views
HORIZON in CREATE_MODEL statement for BigQuery ML forecast using ARIMA_PLUS
What's the purpose of HORIZON in bqml CREATE_MODEL statement for ARIMA_PLUS?
The resulting model doesn't have any forecast and I think CREATE_MODEL will fit the model based on all data points, without ...
0
votes
1
answer
35
views
Troubleshooting LSTM Forecasting Function: What am I doing wrong?
I have three inputs to my LSTM (x,y,z). My LSTM model is used to predict the next time step of z. I have a lookback period of 9 timesteps. I then need to forecast the next time steps of z using a ...
- 37
-1
votes
1
answer
260
views
Why do I get "AttributeError: 'str' object has no attribute 'value'" when trying to use darts ExponentialSmoothing with a "trend" argument?
Here is the code I have:
# Define models
models = {
'ExponentialSmoothing': [
ExponentialSmoothing(trend='add', seasonal='add', seasonal_periods=52),
ExponentialSmoothing(trend='add', ...
- 1,134
0
votes
0
answers
27
views
recommendation engine for frequently bought products
I have the Sales billed data to a customer, where i want to develop a recommendation engine which will recommend the product purchased with minimum frequency of 8 times and the quantity of those ...
- 1
0
votes
0
answers
29
views
Alternative to forecast sequential regressions
Seeking advice on how I could forecast the below better. Ultimately I am looking to build a 5-year rent growth forecast, but as part of the forecasting process, I will need other variables.
Currently, ...
- 313
0
votes
0
answers
41
views
Missing a required argument: 'dec_input' in Transformer Model
I am busy with a forecasting model, and have turned to Transformers to see if they will be able to perform better than other sequence models.
I keep getting the error:
TypeError ...
- 49
1
vote
0
answers
54
views
ARIMA model with seasonal adjusted series
I want to forecast the series with trend and seasonal components using ARIMA model. But is that posible that I use the seasonally adjusted data for ARIMA model to gain the forecast data, then add the ...
- 11
2
votes
0
answers
127
views
How to Exclude Weekends in Prophet Model for Forex Data?
Question:
I'm working on a time series forecasting project using Prophet to predict foreign exchange (forex) rates, specifically USD to MXN. Since the forex market does not operate on weekends, I need ...
1
vote
1
answer
398
views
BigQuery Arima Plus forecasts are higher than expected
I am trying to predict values from a lot of different devices (1000s, testing on a few hundred for performance reasons) on 15 min resolution. All of the devices log: name and value. I have tried ...
- 11
0
votes
1
answer
64
views
How to inversely transform time series predictions to add seasonality back in? [closed]
I have transformed some data to make it stationary before fitting an ARIMA(1,0,1) model.
I specifically want to manually transform the data to better understand the process.
I can successfully fit a ...
- 47
-1
votes
1
answer
131
views
forecast payment terms by calculating payment by month and stop calculating on need date
I'm trying to forecast payments into the future and calculate the cost per month from the order date to need date and stop calculating the month of the need date. I'm tracking multiple orders under ...
0
votes
0
answers
148
views
Why does my forecast/prediction using a VAR in statsmodels quickly converge to zero?
Outline: I am using a vector autoregression (VAR) model from the statsmodel package https://www.statsmodels.org/stable/vector_ar.html#var.
My two time-series, let us call them time-series 1) ts1 and 2)...
- 415
0
votes
1
answer
374
views
I want to predict stock price in next 60 days by machine learning
I wanted to predict stock price in the next 60 days but after I finished writing the code, it predicted backward instead. Can anyone advise me? How can I do it? I revised my code but it's not working.
...
- 77
-1
votes
1
answer
55
views
LSTM forecasting predicts zeros
i'm building an LSTM model to forecast future total number of cases for covid 19 using OWID dataset
i use a multivariate series of 6 columns including the date column,
the Problem is i get all zero ...
