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Kostas Hatalis's Blog Posts Tagged 'time' (2)

Tutorial: Multistep Forecasting with Seasonal ARIMA in Python

When trend and seasonality is present in a time series, instead of decomposing it manually to fit an ARMA model using the Box Jenkins method, another very popular method is to use the seasonal autoregressive integrated moving average (SARIMA) model which is a generalization of an ARMA model. SARIMA models are denoted SARIMA(p,d,q)(P,D,Q)[S], where S refers to the number of periods in each season, d is the degree of differencing (the number of times the…

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Added by Kostas Hatalis on April 12, 2018 at 10:30am — 1 Comment

Probabilistic Forecasting: Learning Uncertainty

The majority of industry and academic numeric predictive projects deal with deterministic or point forecasts of expected values of a random variable given some conditional information. In some cases, these predictions are enough for decision making. However, these predictions don’t say much about the uncertainty of your underlying stochastic process. A common desire of all data scientists is to make predictions for an uncertain future. Clearly then, forecasts should…

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Added by Kostas Hatalis on March 15, 2018 at 12:00pm — No Comments

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