Questions tagged [time-series]

For questions about sequential data indexed by time. Time intervals between data may be regular or irregular.

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2 votes
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Loglog transformation of optimization problem, how can the solution be equal to the nontransformed counterpart?

Consider the following two functions: $$y_t = e^{lt} \cdot e^{st} \cdot \prod_{p=0}^{n} x_{tp}^{b_{tp}}\tag1$$ Where $e^{lt}$ captures the trend, $e^{st}$ captures the seasonality and $x_{tp}$ is our ...
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2 votes
2 answers
54 views

How to verify the correctness of forecast?

I would like to forecast the car rental (count time series). Given hourly integer valued car rentals for a month's period from 24th september to 24th October. I need to forecast car rental demand ...
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3 votes
0 answers
61 views

Car rental time series forecasting

I have the time series of car rentals/demand in a location. The time axis is every hour for 3 months. The y-axis is number of car rentals/demand. I want to do prediction for future hours given this ...
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9 votes
2 answers
479 views

Significant bias introduced into simple simulation

This question has been asked on Cross Validated Introduction Service is allocated to an infinite source of customers i.e. there is always a service in progress. The duration of the $i^{th}$ service ...
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1 vote
0 answers
66 views

Facility location over time - Parameter

I'm trying to model this scenario that each population group gets assigned to a hospital over a period of time. The time is divided into say a period of 30 weeks, and I have about 8 age-wise ...
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4 votes
1 answer
96 views

Approximately evenly-spaced subsequence

Suppose you have $n$ time series data where the times are in arithmetic series with difference $d$, and suppose further that some of the data are missing at random (say, $p=.30$). Now suppose you want ...
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5 votes
3 answers
845 views

How to handle many time series?

At first, I should apologize if this question is not relevant to this website, but since there are some researchers from the management science community, I ask the question here. I have data for ...
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5 votes
2 answers
272 views

Meaning of Moving Average Term in ARIMA

I am working on a forecasting project and want to reaffirm my knowledge on different techniques before blindly hitting run in my Python code. I am testing several forecasting techniques such as ...
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