Timeseries forecasting model in R - 03/04/2021 05:37 EDT

  • Status: Closed
  • Præmier: ₹3000
  • Modtagne indlæg: 1
  • Vinder: gwfreelancer

Konkurrence Instruktioner

About: Build a timeseries forecasting model is R with mandatory use of LST, GRU, XGBOOST and any other technique of your choice, using ensemble technique. Forecasting period is 5.

Separate model for separate timeseries is allowed

Details: Daily data of 5 instrument is shared and model with minimum MAPE will be considered winner

Note: Organizer reserve the right to decide in case of ambiguity

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  • gwfreelancer
    gwfreelancer
    • 3 år siden

    Thanks for the feedback. Happy to share the R and Python code. I am just working on changing TS3 to a weekly timeseries to look further into any seasonality

    • 3 år siden
  • iqbalshahnawaz
    iqbalshahnawaz
    • 3 år siden

    Is the contest still going ?

    • 3 år siden
    1. ravik09
      Konkurrenceafholder
      • 3 år siden

      yes

      • 3 år siden
  • gwfreelancer
    gwfreelancer
    • 3 år siden

    Hi. Please ignore my last post. I span up a Virtual Machine to access the data. I notice there are some NULL values in there. I am going to replace them with an average of the data in the adjoining cells. There are more complex methods that could be used but this should be OK for a timeseries model. GW

    • 3 år siden
    1. ravik09
      Konkurrenceafholder
      • 3 år siden

      Yes, missing values are expected. timeseries can be volatile and ranges over span of more than years so probably nearest non-missing value would be better choice over average/median value

      • 3 år siden
  • gwfreelancer
    gwfreelancer
    • 3 år siden

    Hi, could you possible paste the data as a CSV file, or put it a Google Sheet file and post the link. I would like to work on this but am always reluctant to open unknown excel files. Thank GW.

    • 3 år siden
    1. ravik09
      Konkurrenceafholder
      • 3 år siden

      Thanks for highlighting. Will surely take care of it in future events.

      • 3 år siden
  • ashikmohann
    ashikmohann
    • 3 år siden

    Working on it #increaseprize #increaseprize

    • 3 år siden
  • palthode
    palthode
    • 3 år siden

    #increaseprize Currently working.

    • 3 år siden
    1. ravik09
      Konkurrenceafholder
      • 3 år siden

      Well taken. This is my first organized competition, will increase based on response.

      • 3 år siden

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