forecasting

  1. S

    Forecasting with fewer data points

    Hi, Can someone provide more insights on how we can achieve forecasting with fewer data points and come up with more accurate models. I have tried regression however MAD is at 18% and is too high for my model. Thanks!
  2. W

    regression models with mixed types of independent variables

    I am working on building a forecasting model, the independent variables are grouped into three types: some variables are continuous; some variables are ordinal; while some variables are nominal. The dependent variable is continuous. Can the normal multiple regression model handle this kind of...
  3. A

    Batch Forecast Multiple SKU's - Help

    Hello, I am new to R and ran a few tutorials on how to run a forecast for 1 SKU. I have also read this: http://architects.dzone.com/articles/batch-forecasting-r It's not much help though. What if you have 1,000 SKU's to forecast each on its own row with the months in the columns. Like this...
  4. P

    basic 3 year's observations forecasting - need for tips and feedback

    Hello everybody, I need advice about simple forecasting strategies and wondered if anyone here could kindly give me feedback. In each of the four charts shown below we have three results (2011 to 2013) of the number of farmers (above) and school teachers (below) that have enrolled and...
  5. T

    Forecasting or regression?

    Hello! I am currently writing a research paper on energy tax impact on individual sector production and I've got quite a problem with my statistical research. Maybe someone will be able to help me? So I have annual data (2001 - 2012) on production, energy tax tariffs and energy use. My...
  6. S

    Time Series Forecast

    I have a time series data of hourly consumption of electricity for 720 data points and I want to make a forecast for 25 time points after the 720th time point. I am using the software R for this purpose. First I have decompose the series into three parts: (i) Trend (by method of Moving...
  7. I

    Fix holes in the sales history for forecast preperation

    I have to forecast about +/- 700 products for my company and I am planning on using some kind of smoothing method like Holt-Winter. The problem i have, is that the history has "holes" in it, meaning there are dips in the sales history due to out of stock situations. Before i can calculate a...
  8. H

    Re: Help needed for forecasting model

    Hi, I have a dataset of some monthly usage values. I have to forecast the for the next 12 months. I have taken log of data for ease of use. It seems to me that ARMA(2,0,2) model fits best for it. Can you confirm if I am right or wrong? If it is, please tell me which one fits the best. Also...
  9. L

    Help for beginner - forecasting events

    Hi, I'm looking for general pointers regarding forecasting events. We have a process where sales of services are made. These sales go through a lengthy admin and approval process. I'm looking to predict how many approved sales will complete the process in the current month. I have a table of...
  10. Y

    Holt-Winter forecasting for many future events

    Hello, I have been investigating and testing forecasting methods for incoming call volumes. I have many months of data. The data exhibits a clear seasonality depending on the day of the week. I have created a Holt-Winter model for the data with a period of 7, similar to the method...
  11. G

    How to use output of acf2ar() function (matrix) for linear prediction

    This is my code. I am using acf.mrw from the mrw(multiplicative random walk) package: library(mrw) require(graphics) R = 149.49; lambda = 0.334; n = 60 h = 0:n ACF <-acf.mrw( q=1 , h ,lambda ,R ,type="cov", sigma=0.9) # "covariance" plot(h,ACF,type="l")...
  12. B

    Sports Forecasting - a million iterations

    Hello, I am working on a forecasting project and would like to create a script that automates the following steps: order data by X characteristic Create groupings 1...N. (Say deciles) run regression on the sample data for each decile group arranged by X Determine result. (A mathematical...
  13. E

    forecasting method

    Please I wanted to determine forecasted prices of coton which are as follow year Prices january 2008/april 2009 636.921 january 2009/april 2010 635.219 january 2010/april 2011...
  14. T

    Simple Question Seasonal Autoregressive Model

    Hi, I hope I'm posting this in an appropriate place. It's not exactly linear regression. If you have a seasonal moving average model like \displaystyle ARIMA(0,0,0)(0,0,1)_{12}, and you want to find the expectation of \displaystyle y_t, then you just use the fact that expectation is a linear...
  15. I

    Forecasting with stochastic trends and unit roots

    I'm dealing with a set of data with a unit root and a stochastic trend for class and am trying to make a forecast. any help would be greatly appreciated
  16. M

    regression time series

    Dear Members, I need to do time series analysis. I have retail sales data of a retail company since January 2006(every month). I need to forecast 2012. But I have other variables that effect the sales such as number of stores, supply ...It seems time is not only the variable that has impacts...
  17. N

    Good Resources for understanding Time Series Analysis

    Hi All, I am new to time series analyst community. Basically I am an IT capacity planner and need to understand the concepts of Time series analysis. I am not from statistics background, so avoiding books covering the formula derivations, too much theory. I have SAS ETS and HPF modules...