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О том как смотреть в будущее - svetunkov.ru

4 комментария. Введение Некоторые люди считают, что главная идея прогнозирования заключается в том, чтобы как можно более точно предсказать будущее. У меня для них плохие новости. На самом ...

Forecasting.svetunkov.ru

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Современное прогнозирование | ВКонтакте

Сообщество сайта о прогнозировании forecasting.svetunkov.ru | 51 подписчик. 50 записей. 4 фотографии.

Vk.com

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2.1 Measuring accuracy of point forecasts | Forecasting and …

2.1. Measuring accuracy of point forecasts. We start with a setting in which we are interested in point forecasts only. In this case, we typically begin by splitting the available data into training and test sets, applying the models under consideration to the former, and producing forecasts on the latter, hiding it from the models.

Openforecast.org

DA: 16 PA: 24 MOZ Rank: 42

R函数-时间序列ETS参数说明_weixin_34375251的博客 ... - CSDN

R函数-时间序列ETS参数说明. alpha\beta\gamma分别代表水平、趋势、季节分量的平滑参数α、β、γ。. 这三个参数我们希望接近于0,以便于更平滑,即越小越平滑。. 在乘法模型的情况下,参数需要非常低,否则模型会对噪声太敏感。. "sigma" :Standard deviation of residuals ...

Blog.csdn.net

DA: 13 PA: 41 MOZ Rank: 57

cma: Centered Moving Average in smooth: Forecasting Using …

Otherwise an AR (order+1) model is constructed with the preset parameters: phi_i = 0.5,1,1,...,0.5 / order. This then corresponds to the centered MA with 0.5 weight for the first observation and 0.5 weight for an additional one. e.g. if this is monthly data and we use order=12, then half of the first January and half of the new one is taken ...

Rdrr.io

DA: 7 PA: 25 MOZ Rank: 36

Demand forecasting using complex-valued autoregressive models

Demand forecasting using complex-valued autoregressive models Sergey Svetunkov, Ivan Svetunkov OR60 13/09/2018 . Introduction • There are many pairs of interchangeable and complementary groups of products in retail: • Cheese and wine, • Cleanser and sponge, • Paint and brush, • etc. • Sales of one group might influence sales of the other. Motivation • A …

Lancaster.ac.uk

DA: 19 PA: 50 MOZ Rank: 45

Ivan Svetunkov (0000-0001-7826-0281) - ORCID

Forecasting, exponential smoothing, complex exponential smoothing, arima, ets . Countries. expand_less. United Kingdom . account_circle. Is this you? Sign in to start editing. print Printable version. Published name. Ivan Svetunkov. Name. Ivan Svetunkov Activities. Collapse all. expand_more. Employment (2) sort Sort. Lancaster University: N/A, GB . Employment Show …

Orcid.org

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sma function - RDocumentation

Forecast - the point forecast. lower - the lower bound of prediction interval. When interval=FALSE then NA is returned. upper - the higher bound of prediction interval. When interval=FALSE then NA is returned. residuals - the residuals of the estimated model. errors - …

Rdocumentation.org

DA: 22 PA: 42 MOZ Rank: 71

Accuracy function - RDocumentation

Measuring Forecasting Accuracy: The Case Of Judgmental Adjustments To Sku-Level Demand Forecasts. International Journal of Forecasting, 29(3), 510-522. International Journal of Forecasting, 29(3), 510-522.

Rdocumentation.org

DA: 22 PA: 47 MOZ Rank: 77

R: Error measures for the provided forecasts

Measuring Forecasting Accuracy: The Case Of Judgmental Adjustments To Sku-Level Demand Forecasts. International Journal of Forecasting, 29(3), 510-522. doi: 10.1016/j.ijforecast.2012.09.002 Examples

Search.r-project.org

DA: 20 PA: 40 MOZ Rank: 69

R函数-时间序列ETS参数说明_weixin_33896726的博客 ... - CSDN

基于R,仅供自食。相信自己,每天多学一点。连续因变量的预测:stats包lm函数,实现多元线性回归stats包 glm函数,实现广义线性回归stats包 nls函数,实现非线性最小二乘回归rpart包rpart函数,基于CART算法的分类回归树模型RWeka包M5P函数,模型树算法,集线性回归和CART算法的优点adabag包 bagging函数 ...

Blog.csdn.net

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Иван Светуньков - Директор по ... - LinkedIn

Просмотрите профиль участника Иван Светуньков в LinkedIn, крупнейшем в мире сообществе специалистов. В профиле участника Иван указано 5 мест работы. Просмотрите полный профиль участника Иван в LinkedIn и узнайте о его(ее ...

Uk.linkedin.com

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MAE function - RDocumentation

Measuring Forecasting Accuracy: The Case Of Judgmental Adjustments To Sku-Level Demand Forecasts. International Journal of Forecasting, 29(3), 510-522. International Journal of Forecasting, 29(3), 510-522.

Rdocumentation.org

DA: 22 PA: 42 MOZ Rank: 76

Error in polyroot(polysos.ar) : root finding code failed - GitHub

The text was updated successfully, but these errors were encountered:

Github.com

DA: 10 PA: 27 MOZ Rank: 50

Краткосрочное экономическое прогнозирование …

The article discusses the possibility of short-term economic forecasting using autoregressive models of complex variables. A classification of possible modifications of complex-valued autoregressive models is given, and the main properties of each of the classes of these models are shown. One of the varieties of these complex-valued models uses current and past errors …

Ecr-journal.ru

DA: 18 PA: 22 MOZ Rank: 54

auto.msarima: Automatic Multiple Seasonal ARIMA in smooth: …

Description. Function selects the best State Space ARIMA based on information criteria, using fancy branch and bound mechanism. The resulting model can be not optimal in IC meaning, but it is usually reasonable. This mechanism is described in Svetunkov & …

Rdrr.io

DA: 7 PA: 34 MOZ Rank: 56

legion: Legion package in legion: Forecasting Using Multivariate …

Ivan Svetunkov Kandrika Pritularga Maintainer: Ivan Svetunkov <[email protected]> References. de Silva A., Hyndman R.J. and Snyder, R.D. (2010). The vector innovations structural time series framework: a simple approach to multivariate forecasting. Statistical Modelling, 10 (4), pp.353-374

Rdrr.io

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error-measures: Error measures in greybox: Toolbox for Model …

Details. In case of sMSE, scale needs to be a squared value. Typical one – squared mean value of in-sample actuals. If all the measures are needed, then measures function can help. There are several other measures, see details of pinball and hm.

Rdrr.io

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tsutils package - RDocumentation

The tsutils package provides functions to support various aspects of time series and forecasting modelling. In particular this package includes: (i) tests and visualisations that can help the modeller explore time series components and perform decomposition; (ii) modelling shortcuts, such as functions to construct lagmatrices and seasonal dummy ...

Rdocumentation.org

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cma function - RDocumentation

Forecast - NAs, because this function does not produce forecasts. residuals - the residuals of the SMA / AR model. s2 - variance of the residuals (taking degrees of freedom into account) of the SMA / AR model. y - the original data. ICs - values of information criteria from the respective SMA or AR model. Includes AIC, AICc, BIC and BICc. logLik - log-likelihood of the SMA / AR model ...

Rdocumentation.org

DA: 22 PA: 42 MOZ Rank: 83

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