How to Model Residual Errors to Correct Time Series Forecasts with Python

From Blog – Machine Learning Mastery
January 10, 2017 - 1:00pm

The residual errors from forecasts on a time series provide another source of information that we can model. Residual errors themselves form a time series that can have temporal structure. A simple autoregression model of this structure can be used to predict the forecast error, which in turn can be used to correct forecasts. This […] The post How to Model Residual Errors to Correct Time Series Forecasts with Python appeared first on Machine Learning Mastery.



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