Tom Reilly

Waging a war against how to model time series vs fitting

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FPro vs Autobox

Posted by on in Forecasting
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This graph is from a client and while it is only one series, it is so illustrative. The lesson here is to model and not fit. There might not be strong enough seasonality to identify it when you only have a few months that are seasonal, unless you are LOOKING for exactly that.  Hint: The residuals are gold to be mined.

This will be our shortest BLOG ever, but perhaps the most compelling? Green is FPro.  Red is Autobox. Actuals are in Blue.

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