I have a time series in a quarter hourly resolution (see attachment). I permanently need a forecast of the values for the next 2 hours with a best bet and a distribution with probabilities aound the expected value.
The stochastic process behind the data is probably some kind of mean reverting process. This stochastic process should be identified and used in the forecasting model. There is not a lot but a bit of seasonality in the data depending on the hour and the week day. However, a time series component modelling this seasonality should be incorporated in the model.
The final model must be automated in MS Excel.
After arranging a small task for testing, I would like to arrange a fixed price.
12 freelancers estão ofertando em média $12/hora para este trabalho
I have previous experience with stochastic models related with financial modeling. Also, as a production engineering student, I also know some forecasting methods and algorithms
Hello I'm a phd researcher so I do this every day. By away teach excel and forecasting to Msc students. I'm new here but I have a lot of experience. Sincerely sigmundojr at gmail com