Re:Show HN: Unplugg: An automated Forecasting API for times...
by ramblenode on Monday February 27, 2017 @02:39PM
(#13747204)
That's a fair answer. Your target audience is interested in prediction rather than inferring parameters.
I do think the confidence intervals/prediction intervals should be accessible and should probably be adjustable (e.g. 99%, 95%, 80%).
Re:Show HN: Unplugg: An automated Forecasting API for times...
by mr_pink on Tuesday February 28, 2017 @05:40PM
(#13758916)
> I do think the confidence intervals/prediction intervals should be accessible and should probably be adjustable (e.g. 99%, 95%, 80%).
Definitely, this is arguably the most important feature.
What kind of details would you say can be inspected to see if the model is reliable? AR or MA orders, inferred seasonalities? They can give me some notion of what kinds of assumptions were created about my data, but do not guarantee that it will perform :/
For instances where that kind of insight is needed, I don't think our way is the way to go, but rather the use of some forecasting package (R's Forecast or FB's Prophet) and a more exploratory work. But we're looking more at instances where what matters are the forecasted values and not so much the information underneath - automated anomaly detection systems, consumer-facing apps, and along those lines.