Time Series Forecasting

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See how to:

• Launch Time Series Forecasting specialized modeling
• Understand how a recommended set of models are automatically fit to the time series and how optimal models are used for forecasting
• Select and interpret forecast settings, including NAhead, Period, NHoldout, Preserve Model Selection Criterion, Forecast Interval Level and Imputation for Applicable Models
• Interpret best forecasting models for each series
• Save forecasts
• Understand technical details about time series components and state space smoothing models
• Handle missing values and choose imputation method
• Forecast using Graph Builder
• Use JMP 16 Holdback capability   

Q&A is interspersed beginning at ~ Time 28:00.

 

Resources

• 2022 Mastering JMP video and materials on Buidling and Interpreting ARIMA and Seasonal ARIMA Models
• 2021 JMP Discovery video presentation and materials by Liu and Cao on JMP 16 Time Series platform updates.
• 2019 JMP Discovery materials for Building Better Forecasting Models with Transfer Functions