What makes something easy (or difficult) to forecast? This question was answered by Prof. Rob Hyndman on the Forecasting Impact podcast (February 6, 2021), and it's worth a look at his response. Rob was recently named a Fellow of the International Institute of Forecasters, and is someone who is known
Let's continue now to Nikolaos Kourentzes' blog post on How to choose a forecast for your time series. Using a Validation Sample Nikos first discusses the fairly common approach of using a validation or "hold out" sample. The idea is to build your model based on a subset of the
Sometimes one's job gets in the way of one's blogging. My last three months have been occupied with the launch of SAS® Viya™, our next-generation high-performance and visualization architecture. Please take the time to find more information on the SAS Viya website, and apply for a free preview. Rob Hyndman
