Why has ARIMA Started Skipping Time Series Prediction Dates?
Hi there,
Wondered if anyone could figure out this issue? :
My Dow Jones data and indicators cover the years 2000 to July 29th 2020. I had a Forecast Validation set up with a Window Size = 250, Step = 20 days and Horizon = 5.
I've noticed in "Forecast Validation" an odd thing with the Daily predictions. They work throughout the data but when you get to the bottom this no longer the case with gaps between the days?
Pls see following images.
Scrolling down a little further to the very bottom and the prediction now appears to be every 3 or 4 days? It does this whether the Step is 1, 5 or 20.
And again with a different Step = 1:
I'm not sure why it's skipping prediction forecast days and I don't recall changing anything as it used to work fine and give consecutive prediction days: (This last image from last week)
Any help gratefully appreciated as I can't figure out why it's missing days now!?
Wondered if anyone could figure out this issue? :
My Dow Jones data and indicators cover the years 2000 to July 29th 2020. I had a Forecast Validation set up with a Window Size = 250, Step = 20 days and Horizon = 5.
I've noticed in "Forecast Validation" an odd thing with the Daily predictions. They work throughout the data but when you get to the bottom this no longer the case with gaps between the days?
Pls see following images.
Scrolling down a little further to the very bottom and the prediction now appears to be every 3 or 4 days? It does this whether the Step is 1, 5 or 20.
And again with a different Step = 1:
I'm not sure why it's skipping prediction forecast days and I don't recall changing anything as it used to work fine and give consecutive prediction days: (This last image from last week)
Any help gratefully appreciated as I can't figure out why it's missing days now!?