Sales Forecast using a Machine Learning Time Series model.

Jorge Alberto Najera

Keywords: Time Series, Econometrics, Data Science, Machine Learning

Abstract: The following document has as objective to elaborate a model of time series that allows to efficiently carry out the forecast of sales using the STL model. The reason for this document, therefore, is to illustrate the appropriate process to elaborate an STL model using an optimal value of Span, and to compare the results obtained from the residuals of the model, and in turn, with the result of the final RSME. .