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 ...
richardhansson's user avatar
2 votes
2 answers

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 ...
Jose_Peeterson's user avatar
3 votes
0 answers

Car rental time series forecasting [closed]

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 ...
Jose_Peeterson's user avatar
10 votes
2 answers

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 ...
Dylan Solms's user avatar
1 vote
0 answers

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 ...
Manjot Kaur's user avatar
4 votes
1 answer

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 ...
Ethan S's user avatar
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5 votes
3 answers

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 ...
Amin's user avatar
  • 2,150
5 votes
2 answers

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 ...
Luke's user avatar
  • 53