Questions tagged [automatic-algorithms]
The automatic-algorithms tag has no summary.
26 questions
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Automatic ARIMA model selection
There are many resources explaining why automatic variable selection is bad (e.g. here).
Regarding the selection of $p$, $d$, $q$ parameters in ARIMA models, the Hyndman-Khandakar algorithm combines ...
- 600
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47
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How to automatically filter out models fitted with auto.arima function based on bad residual properties?
I am looking for an easy way to filter out "bad" models fitted by auto.arima function.
These are SARIMA models with different parameters and by a "good" model I mean model with ...
- 361
1
vote
1
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251
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Choosing correct forecasting model
What are techniques or best practises to choose a forecasting model in an automatic way?
In our company, we have more than 10,000 articles with different sales characteristics. We have no chance to ...
- 25
1
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0
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Automated Machine Learning (autoML) progress comparable with normal machine learning? [closed]
autoML is a very convenient model for beginner to explore on Machine Learning and Deep Learning. The process itself rapidly growing and many ML algorithm can be found in autoML, but hardly to be ...
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0
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1
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Statistical/Automated method for identifying a dataset suitable for Machine Learning Modelling
Given a folder which has 10k Excel files, the objective is to identify the datasets suitable for Machine Learning Modelling Approach.
We use a script right now which performs this operation and call ...
- 149
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0
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63
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Comparing quality of automatically labeled data
I have two algorithms for automatically labeling data for a computer vision task. The dataset is large, and it's not feasible to inspect visually.
Can I determine which labeling is higher quality ...
- 176
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65
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Automated model selection functions in statistics
I am aware of auto.arima() in R for the automatic selection of a seasonal ARIMA (time series) model in R and functions such as leaps() in R that do automatic best subset feature selection in linear ...
0
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Is it possible to create a general forecast model working on several data sets?
I am working on a project, where the task is to create forecast models that can be used on a wide variaty of data sets. Some of which are stationary and some which aren't. Both ARIMA and Exponential ...
- 23
2
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1
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294
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Which ICC model to use for computer vs. human agreement
I have an agreement study with the following basic construction:
~ 400 items are rated by (1) a computer algorithm, and (2) a human rater. The ratings are on a continuous scale. I would like to ...
- 63
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52
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Automated Normalization?
The most widely used statistical techniques assume a normal distribution for inputs. The most widely used normalization procedures take a:
square root (assuming polynomial distribution),
log (...
- 281
1
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0
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Data Dredging or valid?
Hi Cross Validated community,
I have been reading answers posted previously on the topic of automated model selection and whether it is data dredging. This has led me to doubting the validity of my ...
- 11
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2
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What is an appropriate amount of data to take in a moving average?
For instance, lets say I have 10,000 data points to work with for a single plot of data. I want to smooth this data using a moving average and I want this to be automated (I have already written the ...
- 11
5
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2
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1k
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Automatic threshold selection for POT analysis
I have got > 100 river daily flow time series and I need to select a threshold for each of them in order to perform a Peak Over Threshold extreme value analysis.
I know that I can select a threshold ...
- 366
0
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1
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2k
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Error in ARIMA function in R [closed]
I am analyzing time series data with 'Arima' function in R.
As you know, to find optimum model, I have tried lots of cases.
But, I am tired of finding and ...
- 47
5
votes
2
answers
3k
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Automated forecasting of 1000 weekly time series (food product retail)
I have a set of 1000 time series with weekly data.
These time series data are concerning the sales of food product retail.
Can anyone suggest me the best/correct way to make good forecasts of this set ...
- 101
6
votes
1
answer
806
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General-to-specific subset selection ("Autometrics") performing well in macroeconomics
I wonder why general-to-specific (GETS) subset selection and particularly the Autometrics algorithm are performing well in macroeconomic modelling/forecasting.
How does Autometrics work?
Doornik "...
- 71.5k
1
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0
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62
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Validating regression - common and best practice
Is there a reference setting out a best practice way to validate a regression (such as Lasso, but in general any automated regression), and what is done in practice?
My motivation for the question is ...
- 161
2
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2
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1k
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How does TextRank differentiate between keywords and simply frequent words, such as "is"
I am trying to understand how TextRank document summary algorithm works.
A few articles that I've read so far introduce text rank as a modification of page rank (e.g. article in wikipedia). However, ...
- 123
0
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1
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127
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Algorithm to determine a point in time series data, after which probability of increase in value is very low
I am working with dataset which contains number of movie tickets sold per day. This is basically a count of total number of tickets sold, for a particular movie, for each day after its release date. I ...
3
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2
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1k
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Can we identify ARIMA model without looking at ACF and PACF plot?
Can we identify ARIMA($p,d,q$) model without looking at the ACF and PACF plots?
I am trying to write a generalized R programme for fitting time series models.
We may find out the orders $p$, $d$ and $...
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3
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1
answer
8k
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Frequency parameter and its impact on auto.arima results
auto.arima returns two different models weather I define my time series with frequency=1 (default value) or ...
- 453
3
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2
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4k
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Automated multi-product demand forecasting
I am looking for references regarding the forecasting of the demand for multiple products in an automated manner (no human intervention). Specifically, I have a number of clustered products for which ...
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12
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5
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3k
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Is automated machine learning a dream?
As I discover machine learning I see different interesting techniques such as:
automatically tune algorithms with techniques such as grid search,
get more accurate ...
- 460
14
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4
answers
15k
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Are models identified by auto.arima() parsimonious?
I have been trying to learn and apply ARIMA models. I have been reading an excellent text on ARIMA by Pankratz - Forecasting with Univariate Box - Jenkins Models: Concepts and Cases. In the text the ...
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3
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1
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auto.arima from Forecast package
I am trying to fit a time series using the function auto.arima and I face some strange results.
As a first try, I use the command
...
- 303
18
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3
answers
5k
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Auto.arima vs autobox do they differ?
From reading posts on this site I know there is an R function auto.arima (in the forecast package). I also know that IrishStat, ...
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