I’ve recently released a couple of articles on time series forecasting that I want to re-share: A Time Series Apologia Forecasting in Aggregate Versus in Detail Roughly I am trying to point out alternatives to rushing to ARIMA without trying additional methods. ARIMA is great at handing the issues of […]
I would like to share a new article on some of the methods and pitfalls of time series forecasting: “A Time Series Apologia”. In it I work the seemingly simple problem of forecasting a noisy copy of sin(t). The purpose of the article is to demonstrate using ARIMA methods, and […]
In 1876 A. Légé & Co., 20 Cross Street, Hatton Gardens, London completed the first “tide calculating machine” for William Thomson (later Lord Kelvin) (ref). Thomson’s (Lord Kelvin) First Tide Predicting Machine, 1876 The results were plotted on the paper cylinders, and one literally “turned the crank” to perform the […]