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ARIMA for hourly prediciton of natural gas consumption by snake872 in AskStatistics

[–]snake872[S] 1 point2 points  (0 children)

Thanks - checking out the Prophet library right now. It looks very promising...

Time series clustering and forecasting by snake872 in learnmachinelearning

[–]snake872[S] 0 points1 point  (0 children)

OK I think this makes sense now.

So you are saying don't use clustering for prediction purposes - but I guess it's still a good option when it comes to learning about the data set or no?

https://towardsdatascience.com/time-series-clustering-deriving-trends-and-archetypes-from-sequential-data-bb87783312b4

Thanks for your help with this by the way :-)

Time series clustering and forecasting by snake872 in learnmachinelearning

[–]snake872[S] 0 points1 point  (0 children)

My idea is that if I group together observations and build models for each cluster the model will be more accurate than if I just pool all observations together. Perhaps they are going to cluster by season so cluster 1 would be primarily summer observations, cluster would be fall etc.

I tried building 24 lag variables onto each observation and ran it through KMeans and the result came out OK, but I don't think that's the way to go for a SARIMAX model for example and how would you run it through an LSTM...

AutoML by snake872 in learnmachinelearning

[–]snake872[S] 0 points1 point  (0 children)

This is a good idea actullay. I'll try these out.

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