time series forecast

  1. R

    how to create a portfolio using xts time series

    Hello, I have already corrected the stationary of my elements with diff, but to analyze the VaR (), CVaR (). It is necessary to create a portfolio, I have seen many packages that have left me confused. How is the procedure to create a crypto portfolio? that is I must assign all the columns of...
  2. S

    Calculating Conditional Probability of Survival

    I’m looking to analyse a Survival data event relating to lottery draw data. The event being is the time taken for one of the six winning numbers to be drawn again. A table of the data is shown as attached I’d be looking to say, find the conditional probability of this event happening in the next...
  3. Ron04

    Timeseries Multiplicative Triple Forecasting model

    I have developed a Timeseries Multiplicative Triple Forecasting model. (Holt Winters model as baseline) . With my Alpha,Beta and Gamma parameters I am able to forecast future demand.That is not the issue. It provides 26 .8 % reliablity.That obviously has to be at least 60 % or higher. Now for...
  4. Ron04

    Forecast method

    I have developed a Timeseries Multiplicative Triple Forecasting model. (Holt Winters model as baseline) . With my Alpha,Beta and Gamma parameters I am able to forecast future demand.That is not the issue. It provides 26 .8 % reliablity.That obviously has to be at least 60 % or higher. Now for...
  5. S

    Regression for Exponential Distribution

    Hi, I have a set of values which are a time series and follow a decreasing exponential distribution. I would like to understand what the best method might be to predict the next value in the series. Do the options include 1. Transforming the variable to try and get normality. 2. Creating an...
  6. B

    How to continue raw data for Forcasting ~ Holts-Winter

    Hi All, I am new to this forum and i am in need of help regarding the Holt's Winter Method. I've managed to build a forecasting model in excel using the Damped method which works very well. But due to my lack of experience, I am confused on how to continue the raw data as the forecasting...
  7. C

    How to do the Time Series Forecasting, the right way?

    Hello all, I don't know much about the topic, but I want to learn. I have been given a time series in the form of (date, number). and I need to forecast the values for a specific date (continuation of the time-series). What would be the correct procedure to do it and how can I forecast it...
  8. K

    How to correct for autocorrelation in Excel

    I do not understand how to correct for autocorrelation. One website easily describes how to do it in excel however I could not find any sources to verify this: https://analysights.wordpress.com/tag/data-analysis-using-microsoft-excel/ This is the site that explains how to correct, however...
  9. P

    When should a time series model be used

    Consider the following scenario: i have a set of responses y(t),y(t-1),.....y(1), where Y's are continuous and fall between [0,1] , and "t" is the time. A set of predictors x(t),x(t-1),....x(1). Some of these predictors include day of the week, month of the year, etc that "t" falls into. The...
  10. M

    The best formula to use in excel to forecast daily call volume?

    I have used single and double exponential smoothing, but did not know if there is a more accurate approach to predict how many calls that can be expected.
  11. T

    Selection of forecasting method - Winter/ARIMA/TBATS in R

    Please find my dataset and forecast outputs attached. A) First sheet contains March-2011 to February 2014 data and forecast for March-2014 to February 2015 using ARIMA,Winter's,TBATS and BATS method.It also has forecast errors obtained by comparing with actual output. B) Second sheet has...
  12. S

    Time Series Forecast Question - Weekly Sparse Data with Variable Starting Point

    Hi Folks, I am working on building a time series forecast model for a problem which involves dataset of manufacturers and their product offerings in a large retail outlet. The problem is as follows: 1 - Lets say you have thousands of manufacturers. (M1 to Mn) 2 - There is a retail outlet...