Linear Models for Multi-period Probabilistic Forecasting

Chris Kuo/Dr. Dataman
Dataman in AI
Published in
10 min readApr 6, 2024

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Linear regression models, not surprisingly, can do a point estimate for time series. Linear regression models are appealing because they are quick, interpretable, and easy to deploy. It still is a good choice in many organizations. The common type of linear regressions is the autoregressive model, as demonstrated in Chapter 9: Automatic ARIMA. However, many real-world use cases demand us to…

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Chris Kuo/Dr. Dataman
Dataman in AI

The Dataman articles are my reflections on data science and teaching notes at Columbia University https://sps.columbia.edu/faculty/chris-kuo