Questions tagged [forecasting]
Prediction of the future events. It is a special case of [prediction], in the context of [time-series].
3,953 questions
1 vote
0 answers
23 views
Designing a demand forecasting model with a dynamic daily update and a final horizon prediction — best practices to avoid leakage?
I am working on a demand forecasting problem for ferry vehicle capacity. For each voyage, I have daily snapshots of the cumulative reservations from the opening date until departure day. So each ...
1 vote
0 answers
49 views
What is the best statistical approach to forecast cash flow from run-off debt vintages with a growing balance?
community. I'm facing a modeling problem for cash flow forecasting and would like to know what the most robust mathematical/statistical approach is to solve it. The Problem: Debt Recovery Forecasting ...
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1 vote
0 answers
17 views
How to use a hierarchical Bayesian model to combine regional and country-level data for TPES projections?
I’m trying to project TPES (Total Primary Energy Supply) by country in Africa up to the year 2100 under different SSP (Shared Socioeconomic Pathways) scenarios, the same framework used in the latest ...
4 votes
1 answer
143 views
Is using contemporaneous components to forecast an aggregate a valid method or a form of data leakage?
I am in the middle of a deep methodological debate regarding a time series forecasting problem and would appreciate the community's expert opinion. The Context I am trying to forecast an aggregate ...
- 298
0 votes
0 answers
40 views
Forecasting beta distributions
I hope you are doing well. I would appreciate your help with the following questions (listed at the end). Context There is a financial aid program that covers tuition fees for university students for ...
- 133
1 vote
0 answers
45 views
Dynamic Linear Model: Classical vs Discount Approach
I'm working on a time series forecasting problem and trying to decide between the classical approach and discount approach for Dynamic Linear Models (DLMs). Anyone here has experience comparing these ...
- 73
-1 votes
2 answers
190 views
Quantile regression: But which quantiles (conditional on what)?
I have a task of making a quantile regression (5%, 50% and 95%) for tomorrow's power production. However, I am trying to grasp which quantiles we are talking about. Wikipedia (and similar sites) ...
4 votes
1 answer
93 views
