Forecasting and Analytics with the Augmented Dynamic Adaptive Model Adam Svetunkov Ivan
Forecasting and Analytics with the Augmented Dynamic Adaptive Model Adam Svetunkov Ivan Forecasting and Analytics with the Augmented Dynamic Adaptive Model (ADAM) focuses on a time series model in…
Specifikacia Forecasting and Analytics with the Augmented Dynamic Adaptive Model Adam Svetunkov Ivan
Forecasting and Analytics with the Augmented Dynamic Adaptive Model Adam Svetunkov Ivan
Forecasting and Analytics with the Augmented Dynamic Adaptive Model (ADAM) focuses on a time series model in Single Source of Error state space form, called "ADAM" (Augmented Dynamic Adaptive Model). At the moment, there is no other tool in R or Python that would be able to model both intermittent and regular demand, would support both ETS and ARIMA, work with explanatory variables, be able to deal with multiple seasonalities (e.g. The book demonstrates a holistic view to forecasting and time series analysis using dynamic models, explaining how a variety of instruments can be used to solve real life problems.
ADAM can do all of that in one and the same framework. for hourly demand data) and have a support for automatic selection of orders, components and variables and provide tools for diagnostics and further improvement of the estimated model. Given the rising interest in
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