Time Series Revisited
I have been asked a couple of times for a script that would reproduce the results in the time series forecasting series. I finally managed to do it. In the process I found out that a couple of the queries needed to be tuned:
- In the airline example described in Part 2, the normalization shift and scale parameters were computed using the whole data. A better methodology would be to use only the training data for computing these parameters. This alternative normalization scheme also impacts the results for the airline example described in Part 3 as the latter builds on the transformations described on Part 2
- The results for the electric load example in Part 3 did not reflect the forecasting query. They reflected an earlier version of the query. The correct results are a little better
I have also made some edits to the Part 2 and Part 3 posts to reflect the points described above.
Labels: Time Series