Integrating Predictions in Time Series Model Selection

dc.contributor.authorBögl, Markusen_US
dc.contributor.authorAigner, Wolfgangen_US
dc.contributor.authorFilzmoser, Peteren_US
dc.contributor.authorGschwandtner, Theresiaen_US
dc.contributor.authorLammarsch, Timen_US
dc.contributor.authorMiksch, Silviaen_US
dc.contributor.authorRind, Alexanderen_US
dc.contributor.editorE. Bertini and J. C. Robertsen_US
dc.date.accessioned2015-05-24T19:45:52Z
dc.date.available2015-05-24T19:45:52Z
dc.date.issued2015en_US
dc.description.abstractTime series appear in many different domains. The main goal in time series analysis is to find a model for given time series. The selection of time series models is done iteratively based, usually, on information criteria and residual plots. These sources may show only small variations and, therefore, it is necessary to consider the prediction capabilities in the model selection process. When applying the model and including the prediction in an interactive visual interface it is still difficult to compare deviations from actual values or benchmark models. Judging which model fits the time series adequately is not well supported in current methods. We propose to combine visual and analytical methods to integrate the prediction capabilities in the model selection process and assist in the decision for an adequate and parsimonious model. In our approach a visual interactive interface is used to select and adjust time series models, utilize the prediction capabilities of models, and compare the prediction of multiple models in relation to the actual values.en_US
dc.description.sectionheadersTime-series and Temporal Dataen_US
dc.description.seriesinformationEuroVis Workshop on Visual Analytics (EuroVA)en_US
dc.identifier.doi10.2312/eurova.20151107en_US
dc.identifier.pages73-77en_US
dc.identifier.urihttps://doi.org/10.2312/eurova.20151107en_US
dc.publisherThe Eurographics Associationen_US
dc.subjectG.3 [Mathematics of Computing]en_US
dc.subjectProbability and Statisticsen_US
dc.subjectTime Series Analysis H.5.2 [Information Interfaces and Presentation]en_US
dc.subjectUser Interfacesen_US
dc.subjectGraphical user interfacesen_US
dc.titleIntegrating Predictions in Time Series Model Selectionen_US
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