Good afternoon,
I wonder how to forecast or predict values for a "Time Series", when the existing data from the past has gaps, or Zeros.
- Should I use "Event Series"?
- Or Predict?
- Or change the Prediction Method of the Time Series?
If we have data consisting of pairs of date and an amount (e.g. Sales, or kilometers run on that date), how can we create a "Forecast", if that data is not continuous? (Example Data below.)
I tried to create a "Event Series", but it seems as if TimeSeriesModelFit cannot be used on EventSeries (?). But when creating a TimeSeries instead, the values for each day/date that is not given is interpolated (= not zero).
To avoid that, I filled the dates where "nothing happened" with Zeros. But not only does this make the plot look horrible, it also then uses the Moving Average as default calculation for a TimeSeriesModel. Resulting in a Forecast that is a horizontal line.
Should I just override that? Or what else can I do to build a forecast with data where, at some days, the value is Zero? (Actually, where most dates don't even exist in the list.)
(Sorry, all this TimeSeries stuff is still new to me.)
Thanks a lot for your help already!
Oliver
Example Data, from attached Notebook:
{{DateObject[{2010, 1, 4}, "Day", "Gregorian", 2.], 453.}, {DateObject[{2010, 1, 5}, "Day", "Gregorian", 2.], 511.},
{DateObject[{2010, 1, 6}, "Day", "Gregorian", 2.], 493.}, {DateObject[{2010, 1, 7}, "Day", "Gregorian", 2.], 530.},
{DateObject[{2010, 1, 8}, "Day", "Gregorian", 2.], 449.}, {DateObject[{2010, 1, 11}, "Day", "Gregorian", 2.], 484.},
{DateObject[{2010, 1, 12}, "Day", "Gregorian", 2.], 518.}, {DateObject[{2010, 1, 14}, "Day", "Gregorian", 2.], 533.},
{DateObject[{2010, 1, 15}, "Day", "Gregorian", 2.], 465.}, {DateObject[{2010, 1, 18}, "Day", "Gregorian", 2.], 456.},
{DateObject[{2010, 1, 20}, "Day", "Gregorian", 2.], 455.}, {DateObject[{2010, 1, 21}, "Day", "Gregorian", 2.], 473.},
{DateObject[{2010, 1, 22}, "Day", "Gregorian", 2.], 501.}, {DateObject[{2010, 1, 27}, "Day", "Gregorian", 2.], 454.},
{DateObject[{2010, 1, 29}, "Day", "Gregorian", 2.], 497.}, {DateObject[{2010, 2, 1}, "Day", "Gregorian", 2.], 508.},
{DateObject[{2010, 2, 2}, "Day", "Gregorian", 2.], 497.}, {DateObject[{2010, 2, 3}, "Day", "Gregorian", 2.], 520.},
{DateObject[{2010, 2, 4}, "Day", "Gregorian", 2.], 460.}, {DateObject[{2010, 2, 5}, "Day", "Gregorian", 2.], 464.},
{DateObject[{2010, 2, 12}, "Day", "Gregorian", 2.], 536.}, {DateObject[{2010, 2, 15}, "Day", "Gregorian", 2.], 563.},
{DateObject[{2010, 2, 17}, "Day", "Gregorian", 2.], 495.}, {DateObject[{2010, 2, 22}, "Day", "Gregorian", 2.], 539.},
{DateObject[{2010, 2, 23}, "Day", "Gregorian", 2.], 560.}, {DateObject[{2010, 2, 26}, "Day", "Gregorian", 2.], 547.},
{DateObject[{2010, 3, 2}, "Day", "Gregorian", 2.], 482.}, {DateObject[{2010, 3, 9}, "Day", "Gregorian", 2.], 537.},
{DateObject[{2010, 3, 10}, "Day", "Gregorian", 2.], 501.}, {DateObject[{2010, 3, 12}, "Day", "Gregorian", 2.], 538.},
{DateObject[{2010, 3, 18}, "Day", "Gregorian", 2.], 582.}, {DateObject[{2010, 3, 22}, "Day", "Gregorian", 2.], 578.},
{DateObject[{2010, 3, 24}, "Day", "Gregorian", 2.], 590.}, {DateObject[{2010, 3, 25}, "Day", "Gregorian", 2.], 516.},
{DateObject[{2010, 3, 29}, "Day", "Gregorian", 2.], 506.}, {DateObject[{2010, 3, 31}, "Day", "Gregorian", 2.], 554.},
{DateObject[{2010, 4, 1}, "Day", "Gregorian", 2.], 533.}, {DateObject[{2010, 4, 5}, "Day", "Gregorian", 2.], 505.},
{DateObject[{2010, 4, 6}, "Day", "Gregorian", 2.], 586.}, {DateObject[{2010, 4, 8}, "Day", "Gregorian", 2.], 505.},
{DateObject[{2010, 4, 9}, "Day", "Gregorian", 2.], 527.}}
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