https://win-vector.com/2023/05/07/a-time-series-apologia/

< return
[                    ] 
  * About Us
      + Company Information
      + Staff
      + Example Engagements
  * Service Offerings
      + Consulting
      + Training Overview
      + Use Cases
  * Blog
  * Talks and Presentations
  * Contact
  * Practical Data Science with R

Menu Home

  * Win-Vector Blog
  * Company
  * @WinVectorLLC Twitter

Win Vector LLC

Data science advising, consulting, and training

A Time Series Apologia

By John Mount on May 7, 2023 * ( Leave a comment )

I would like to share a new article on some of the methods and
pitfalls of time series forecasting: "A Time Series Apologia". In it
I work the seemingly simple problem of forecasting a noisy copy of
sin(t). The purpose of the article is to demonstrate using ARIMA
methods, and to show that it is okay to also try non-ARIMA methods.
We also share a very important, but under-taught, method for choosing
the MA degree of an ARIMA model.



NOAA Tide Predicting Machine No. 2NOAA Tide Predicting Machine No. 2
                 NOAA Tide Predicting Machine No. 2


Share this:

  * Twitter
  * LinkedIn
  * Facebook
  * Reddit
  * Email
  * 

Like this:

Like Loading...

Categories: Opinion Pragmatic Data Science Statistics To English
Translation Tutorials

Tagged as: forecasting R rstats Statistics as it should be time
series

[a4b2fbd7b2c8d][a4b2fbd7b2c8d]

John Mount

It Isn't Just the AIs Hallucinating

Leave a Reply Cancel reply

Site Map

  * Blog
  * About Us
  * Practical Data Science with R
  * Company Information
      + Staff
      + Example Engagements
  * Service Offerings
      + Consulting
      + Training Overview
      + Use Cases
  * Talks and Presentations
  * Contact

Recent Posts

  * A Time Series Apologia
  * It Isn't Just the AIs Hallucinating
  * The Sell [?] [?] as [?] [?] Scam
  * A Pandas/Polars Rosetta Stone
  * Fun Introduction to the Ideas of A/B testing

search

[                    ]  
Categories

  * Statistics (435)
  * Tutorials (431)
  * Opinion (296)
  * data science (252)
  * Pragmatic Data Science (245)

search

%d bloggers like this: