Wednesday, March 11, 2015

Car Sales March 2015


ManufacturePredicted Values for DLM 2015-01-01Predicted Values for RFVAR 2015-01-01log(Predicted DLM /Actual)log(Predicted RFVAR /Actual)
Acura541.333539.740483.950-0.003-0.112
Audi477.292548.856514.1910.1400.074
BMW1,050.042772.205850.140-0.307-0.211
Buick725.750789.259526.8670.084-0.320
Cadillac489.125499.725512.4290.0210.047
Chevrolet6,657.8336,318.7346,419.146-0.052-0.037
Chrysler1,187.5831,153.6031,068.802-0.029-0.105
Dodge1,754.7921,964.3601,572.5390.113-0.110
Ford7,229.5427,811.9667,488.8670.0770.035
GMC1,768.0421,713.1811,525.771-0.032-0.147
Honda3,853.0834,123.0604,053.1790.0680.051
Hyundai2,187.7082,037.9981,954.379-0.071-0.113
Infiniti485.792410.209400.440-0.169-0.193
Jaguar58.75056.90253.483-0.032-0.094
Jeep2,318.4172,159.7482,175.982-0.071-0.063
Kia1,834.5831,793.1251,476.735-0.023-0.217
Land.Rover204.875159.655221.370-0.2490.077
Lexus958.125916.676927.629-0.044-0.032
Lincoln256.833309.318283.8010.1860.100
Mazda1,068.750959.355801.417-0.108-0.288
Mercedes.Benz1,053.7921,123.0671,128.0420.0640.068
Mini155168.820130.8120.085-0.170
Mitsubishi313.875283.065282.621-0.103-0.105
Nissan4,449.0424,481.4893,514.8580.007-0.236
Porsche133.417145.404163.7030.0860.205
Subaru1,723.2501,679.0761,700.501-0.026-0.013
Toyota6,561.3336,251.4186,057.223-0.048-0.080
Volkswagen1,071.2501,092.829985.3780.020-0.084
Volvo167.167179.541142.5650.071-0.159
Predicted Values for DLM 2015-04-01Predicted Values for RFVAR 2015-04-01
Acura579.400596.329
Audi625.622534.464
BMW998.2171,068.511
Buick684.138764.444
Cadillac485.391505.867
Chevrolet6,782.4156,845.469
Chrysler1,238.6091,197.636
Dodge1,989.8711,957.252
Ford8,440.3067,530.339
GMC1,754.7872,002.711
Honda4,547.1574,551.639
Hyundai2,474.0372,446.165
Infiniti520.027551.387
Jaguar67.21562.959
Jeep2,398.7762,477.125
Kia1,956.7122,008.672
Land.Rover208.594243.447
Lexus1,234.9191,100.280
Lincoln342.649301.866
Mazda1,252.2201,170.785
Mercedes.Benz1,238.7491,234.362
Mini190.774168.846
Mitsubishi334.189356.788
Nissan5,195.7894,672.803
Porsche149.214152.985
Subaru1,857.2521,886.989
Toyota7,506.4707,019.463
Volkswagen1,214.1061,150.743
Volvo194.207166.979
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Wednesday, February 11, 2015

Car Sales Feb 2015


ManufacturePredicted Values for DLM 2015-01-01Predicted Values for RFVAR 2015-01-01log(Predicted DLM /Actual)log(Predicted RFVAR /Actual)
Acura460.846507.466482.5030.0960.046
Audi442.846493.058534.7960.1070.189
BMW730.038537.307942.241-0.3070.255
Buick482.808663.501662.8670.3180.317
Cadillac449.231426.117422.310-0.053-0.062
Chevrolet5,495.4625,354.7765,933.536-0.0260.077
Chrysler899.731982.456974.3000.0880.080
Dodge1,359.5001,401.9671,485.9970.0310.089
Ford6,570.0776,380.9885,864.732-0.029-0.114
GMC1,371.9621,491.4371,401.8250.0830.022
Honda3,469.3083,535.9733,607.1570.0190.039
Hyundai1,711.7311,780.6591,998.8110.0390.155
Infiniti371.462338.773339.410-0.092-0.090
Jaguar48.69253.04154.8880.0860.120
Jeep1,981.6542,055.6842,063.3730.0370.040
Kia1,473.0381,734.4711,701.9860.1630.144
Land.Rover203.115158.073175.358-0.251-0.147
Lexus889.654778.053870.991-0.134-0.021
Lincoln254.577287.213285.1190.1210.113
Mazda779.654877.112839.2240.1180.074
Mercedes.Benz1,004.769914.9661,070.583-0.0940.063
Mini124.154194.780156.3320.4500.230
Mitsubishi249.731253.650251.1830.0160.006
Nissan3,632.6543,359.4223,640.657-0.0780.002
Porsche151.423153.518124.4970.014-0.196
Subaru1,569.6921,671.1661,399.7200.063-0.115
Toyota5,617.8085,623.7145,806.3840.0010.033
Volkswagen9041,050.9261,039.7370.1510.140
Volvo145.923144.025165.600-0.0130.126
Predicted Values for DLM 2015-02-01Predicted Values for RFVAR 2015-02-01
Acura539.740483.950
Audi548.856514.191
BMW772.205850.140
Buick789.259526.867
Cadillac499.725512.429
Chevrolet6,318.7346,419.146
Chrysler1,153.6031,068.802
Dodge1,964.3601,572.539
Ford7,811.9667,488.867
GMC1,713.1811,525.771
Honda4,123.0604,053.179
Hyundai2,037.9981,954.379
Infiniti410.209400.440
Jaguar56.90253.483
Jeep2,159.7482,175.982
Kia1,793.1251,476.735
Land.Rover159.655221.370
Lexus916.676927.629
Lincoln309.318283.801
Mazda959.355801.417
Mercedes.Benz1,123.0671,128.042
Mini168.820130.812
Mitsubishi283.065282.621
Nissan4,481.4893,514.858
Porsche145.404163.703
Subaru1,679.0761,700.501
Toyota6,251.4186,057.223
Volkswagen1,092.829985.378
Volvo179.541142.565
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Monday, January 26, 2015

Car Sales 12-2014



Overall car sales are lower than expected.


Predicted Values 2014-12-01 Uni-DLMActual Values 2014-12-01log(Predicted DLM /Actual)Predicted Values 2014-12-01 RF-VARlog(Predicted RFVAR /Actual)
Acura667.614571.423-0.156638.471-0.111
Audi748.881640-0.157714.237-0.110
BMW1,231.5611,193.038-0.0321,347.554-0.122
Buick763.555736.269-0.036782.536-0.061
Cadillac655.731505.692-0.260580.159-0.137
Chevrolet6,835.1255,756.654-0.1726,122.498-0.062
Chrysler1,120.7991,047.808-0.0671,088.584-0.038
Dodge1,931.6391,619.538-0.1761,796.103-0.103
Ford7,970.1016,854.654-0.1517,841.763-0.135
GMC1,982.8011,686.692-0.1621,898.404-0.118
Honda4,761.9184,113.731-0.1464,646.172-0.122
Hyundai2,573.5712,064.308-0.2202,195.227-0.061
Infiniti481.029438.385-0.093498.734-0.129
Jaguar51.75648.192-0.07149.113-0.019
Jeep2,570.2222,211.115-0.1502,445.042-0.101
Kia1,691.1161,728.3080.0221,695.4020.019
Land.Rover186.583140.154-0.286153.189-0.089
Lexus1,401.4061,056.615-0.2821,261.509-0.177
Lincoln379.194312.038-0.195359.453-0.141
Mazda934.056817-0.134900.577-0.097
Mercedes.Benz1,182.4891,427.3080.1881,530.815-0.070
Mini201.142192.654-0.043214.853-0.109
Mitsubishi236.740251.3080.060263.551-0.048
Nissan3,842.3583,530.385-0.0853,752.873-0.061
Porsche150.558180.7310.183178.1170.015
Subaru1,937.0901,740.115-0.1072,012.891-0.146
Toyota6,542.2115,995.154-0.0876,486.288-0.079
Volkswagen1,310.0491,220.192-0.0711,307.579-0.069
Volvo153.500139.346-0.097144.812-0.038
Above are barplots for both the univariate DLM model and the RFVAR model I made last time. On the whole, the RFVAR performed better than DLM model. The success of the new technique shouldn't come as a huge surprise since it includes MANY explanatory variables and combines them in a nonlinear manner.  However, the old model predicted 5/29 car company sales better (in terms of sqrd residuals); BMW, Subaru, Infiniti, Mini, and Buick.

However, the success of the DLM predicted Mini compared to RFVAR is probably due to the fact that DLM's are much more susceptible to new data. This can be seen by viewing November's car predictions where the Mini Prediction was 22% off! This of course, was due the fact that Mini updated its main car, the Cooper. The DLM 'learned' from that error much better than an RFVAR did b/c an RFVAR weights all observations equally while DLM's heavily favor the most recent observation.  There are two ways I think I can improve the new technique: 1. introduce some sort of error term in regressors to make it a moving average model (RFVARMA anyone?) or 2. include new car updates as regressors... Stay tuned.




Predicted Values for DLM 2015-01-01Predicted Values for RFVAR 2015-01-01
Acura507.466482.503
Audi493.058534.796
BMW537.307942.241
Buick663.501662.867
Cadillac426.117422.310
Chevrolet5,354.7765,933.536
Chrysler982.456974.300
Dodge1,401.9671,485.997
Ford6,380.9885,864.732
GMC1,491.4371,401.825
Honda3,535.9733,607.157
Hyundai1,780.6591,998.811
Infiniti338.773339.410
Jaguar53.04154.888
Jeep2,055.6842,063.373
Kia1,734.4711,701.986
Land.Rover158.073175.358
Lexus778.053870.991
Lincoln287.213285.119
Mazda877.112839.224
Mercedes.Benz914.9661,070.583
Mini194.780156.332
Mitsubishi253.650251.183
Nissan3,359.4223,640.657
Porsche153.518124.497
Subaru1,671.1661,399.720
Toyota5,623.7145,806.384
Volkswagen1,050.9261,039.737
Volvo144.025165.600
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Thursday, January 1, 2015

Vector Autoregression with Random Forests: New Technqiue

My previous predictions were fairly naive in that it only took previous values from each car make separately. However, other variables should be of importance (economic mostly) and could increase accuracy of predictions.

I've made new predictions based on a vector auto random forests. Like vector auto regressions, it models each time series with lagged values of itself and lag values of all other variables. The nice thing about using random forests, is that you don't necessarily need to worry about model specifications as the algorithm generally gives good predictions.

Below are predictions for December 2014 car sales.

Code

Predicted Values for 2014-12-01
Acura638.471
Audi714.237
BMW1,347.554
Buick782.536
Cadillac580.159
Chevrolet6,122.498
Chrysler1,088.584
Dodge1,796.103
Ford7,841.763
GMC1,898.404
Honda4,646.172
Hyundai2,195.227
Infiniti498.734
Jaguar49.113
Jeep2,445.042
Kia1,695.402
Land.Rover153.189
Lexus1,261.509
Lincoln359.453
Mazda900.577
Mercedes.Benz1,530.815
Mini214.853
Mitsubishi263.551
Nissan3,752.873
Porsche178.117
Subaru2,012.891
Toyota6,486.288
Volkswagen1,307.579
Volvo144.812
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Tuesday, December 30, 2014

November 2014 Sales


Predicted Values 2014-11-01Actual Values 2014-11-01log(Predicted/Actual)Deviance
Acura573.248593.3460.0340.344
Audi626.558582.692-0.0731.071
BMW1,265.2471,177-0.0720.992
Buick681.165719.1920.0540.435
Cadillac551.112523.654-0.0510.452
Chevrolet5,747.0615,998.6540.0431.320
Chrysler1,106.4691,059.462-0.0430.392
Dodge1,542.8951,596.6150.0340.348
Ford7,003.9096,885.154-0.0170.442
GMC1,450.3731,482.3080.0220.238
Honda4,092.5294,067.115-0.0060.045
Hyundai2,088.6181,926.192-0.0811.197
Infiniti400.805347.885-0.1421.098
Jaguar43.82538.731-0.1240.414
Jeep2,340.9662,123-0.0981.147
Kia1,747.9401,719-0.0170.293
Land.Rover169.461140.115-0.1901.324
Lexus999.762898.269-0.1070.909
Lincoln340.165341.6540.0040.043
Mazda867.095723-0.1821.772
Mercedes.Benz1,371.8151,182.038-0.1493.887
Mini162.118203.8460.2291.141
Mitsubishi216.767238.4230.0950.570
Nissan4,042.6243,618.154-0.1111.233
Porsche167.925141.038-0.1741.958
Subaru1,721.2891,654.308-0.0400.693
Toyota6,140.6916,047.115-0.0150.134
Volkswagen1,156.9011,165.8850.0080.072
Volvo182.566152.769-0.1780.899
>
Predicted Values for 2014-12-01
Acura667.614
Audi748.881
BMW1,231.561
Buick763.555
Cadillac655.731
Chevrolet6,835.125
Chrysler1,120.799
Dodge1,931.639
Ford7,970.101
GMC1,982.801
Honda4,761.918
Hyundai2,573.571
Infiniti481.029
Jaguar51.756
Jeep2,570.222
Kia1,691.116
Land.Rover186.583
Lexus1,401.406
Lincoln379.194
Mazda934.056
Mercedes.Benz1,182.489
Mini201.142
Mitsubishi236.740
Nissan3,842.358
Porsche150.558
Subaru1,937.090
Toyota6,542.211
Volkswagen1,310.049
Volvo153.500
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Thursday, December 11, 2014

Predicting Car Ratings From Text

Using car reviews that are associated with ratings, I built a model that predicts car ratings from new car review text.

I hope to make this a car review "aggregator" where the ratings from different car publications (car and driver, motor trend, etc) are compared to get a more complete rating of a car without reading every review, kind of like Rotten Tomatoes for cars.


Below are the results form my model and the text with autoblog.com reviews. The Ratings range from 1-4, where 1 is worst.


Website of ReviewPredicted Rating From Text
www.autoblog.com/2014/12/10/2015-nissan-juke-quick-spin-review/3
www.autoblog.com/2014/12/09/2015-polaris-slingshot-first-drive-review-video/1
www.autoblog.com/2014/12/08/2015-nissan-murano-first-drive-review/1
www.autoblog.com/2014/12/05/2015-volkswagen-touareg-quick-spin-review-video/2
www.autoblog.com/2014/12/01/2015-porsche-911-carrera-gts-quick-spin-review/3
www.autoblog.com/2014/11/25/2016-smart-forfour-quick-spin-review/3
www.autoblog.com/2014/11/24/2015-volkswagen-golf-r-review-video/3
www.autoblog.com/2014/11/18/2015-bentley-mulsanne-speed-quick-spin-review/3
www.autoblog.com/2014/11/17/2016-audi-s6-review-quick-spin/3
www.autoblog.com/2014/11/14/2016-mercedes-amg-gt-first-drive-review-video/1
www.autoblog.com/2014/11/10/2016-smart-fortwo-first-drive-review/1
www.autoblog.com/2014/11/03/2015-porsche-cayenne-s-e-hybrid-quick-spin-review/3
www.autoblog.com/2014/10/30/2015-cadillac-ats-coupe-review/3
www.autoblog.com/2014/10/28/2014-citroen-ds3-cabrio-racing-review-quick-spin/3
www.autoblog.com/2014/10/24/2015-dodge-challenger-rt-scat-pack-quick-spin-review/2
www.autoblog.com/2014/10/22/2015-subaru-outback-review/1
www.autoblog.com/2014/10/20/2015-aston-martin-v12-vantage-s-roadster-quick-spin-review/2
www.autoblog.com/2014/10/16/2015-kia-soul-ev-review-quick-spin/2
www.autoblog.com/2014/10/15/2015-audi-a3-review/3
www.autoblog.com/2014/10/14/2015-ford-focus-ecoboost-first-drive-review/3
www.autoblog.com/2014/10/13/2015-bmw-x6-first-drive-review/2
www.autoblog.com/2014/10/10/2015-rolls-royce-ghost-series-ii-review-first-drive-video/2
www.autoblog.com/2014/10/08/2016-audi-tts-review-quick-spin/3
www.autoblog.com/2014/10/02/2015-ford-f-150-first-drive-review-video/1
www.autoblog.com/2014/10/01/2014-renault-twingo-first-drive-review/1
www.autoblog.com/2014/09/30/2015-honda-cr-v-review-first-drive/2
www.autoblog.com/2014/09/29/2014-cadillac-elr-review/2
www.autoblog.com/2014/09/26/2014-pagani-huayra-review/2
www.autoblog.com/2014/09/25/2015-toyota-sienna-review-quick-spin/3
www.autoblog.com/2014/09/25/2015-toyota-yaris-first-drive-review/2
www.autoblog.com/2014/09/24/2015-gmc-canyon-quick-spin-review/2
www.autoblog.com/2014/09/24/2015-chevy-colorado-first-drive-review-video/1
www.autoblog.com/2014/09/23/2015-porsche-cayenne-s-first-drive-review/3
www.autoblog.com/2014/09/22/2015-toyota-camry-hybrid-quick-spin-review/3
www.autoblog.com/2014/09/22/2015-toyota-camry-first-drive-review/2
www.autoblog.com/2014/09/19/2015-ford-mustang-gt-first-drive-review-video/2
www.autoblog.com/2014/09/18/2014-kia-ceed-gt-review-quick-spin/3
www.autoblog.com/2014/09/17/2015-kia-sedona-first-drive-review/2
www.autoblog.com/2014/09/15/2015-lincoln-navigator-first-drive-review/1
www.autoblog.com/2014/09/11/2014-maserati-ghibli-diesel-quick-spin-review/3
www.autoblog.com/2014/09/10/2016-audi-tt-first-drive-review-video/2
www.autoblog.com/2014/09/09/2015-volkswagen-eos-final-edition-review-quick-spin/3
www.autoblog.com/2014/09/08/2016-jaguar-xe-deep-dive-photos-official/4
www.autoblog.com/2014/09/08/2015-lexus-rc-350-review-quick-spin/1
www.autoblog.com/2014/09/05/2015-lexus-rc-f-first-drive-review/4
www.autoblog.com/2014/09/04/2014-dinan-s1-bmw-m5-quick-spin-review/2
www.autoblog.com/2014/09/03/2015-jaguar-f-type-v6-s-coupe-review/4
www.autoblog.com/2014/09/02/2015-infiniti-q70l-review-quick-spin/3
www.autoblog.com/2014/08/29/2015-cadillac-escalade-review/2
www.autoblog.com/2014/08/28/2014-volkswagen-e-up-quick-spin-review/3
www.autoblog.com/2014/08/27/2014-kia-forte-koup-sx-review/3
www.autoblog.com/2014/08/27/2015-volvo-xc90-deep-dive-live-reveal-official/1
www.autoblog.com/2014/08/22/2014-land-rover-range-rover-quick-spin-review/3
www.autoblog.com/2014/08/21/nissan-nv200-taxi-nyc-review-quick-spin/3
www.autoblog.com/2014/08/20/2015-chevrolet-corvette-stingray-review-quick-spin/3
www.autoblog.com/2014/08/19/2014-audi-r8-v8-review/3
www.autoblog.com/2014/08/18/2014-mercedes-benz-s63-amg-quick-spin-review/3
www.autoblog.com/2014/08/14/2014-mercedes-benz-e63-amg-s-4matic-wagon-review/1
www.autoblog.com/2014/08/11/2015-audi-s8-quick-spin-review/3
www.autoblog.com/2014/08/07/2014-volkswagen-scirocco-r-first-drive-review/3
www.autoblog.com/2014/08/06/2015-mercedes-benz-c-class-second-drive-review/1
www.autoblog.com/2014/08/05/2015-cadillac-ats-coupe-first-drive-review/4
www.autoblog.com/2014/08/04/2015-acura-tlx-first-drive-review/2
www.autoblog.com/2014/07/31/2015-porsche-macan-s-quick-spin-review/3
www.autoblog.com/2014/07/30/2014-nissan-frontier-diesel-mule-poll/3
www.autoblog.com/2014/07/29/2015-ford-f-series-super-duty-power-stroke-first-drive-review/2
www.autoblog.com/2014/07/28/2016-infiniti-q50-eau-rouge-prototype-first-drive-review-video/2
www.autoblog.com/2014/07/24/2014-audi-sq5-review/4
www.autoblog.com/2014/07/22/2015-dodge-challenger-srt-hellcat-first-drive-review-video/4
www.autoblog.com/2014/07/21/2015-ford-expedition-review-first-drive/2
www.autoblog.com/2014/07/18/2014-renault-clio-rs-200-turbo-review-quick-spin/2
www.autoblog.com/2014/07/17/2014-dodge-journey-crossroad-review-quick-spin/2
www.autoblog.com/2014/07/16/2015-nissan-370z-nismo-review-quick-spin/2
www.autoblog.com/2014/07/15/2015-audi-a3-e-tron-video/4
www.autoblog.com/2014/07/14/2015-lexus-nx-300h-quick-spin/2
www.autoblog.com/2014/07/11/2014-volkswagen-amarok-canyon-quick-spin/3
www.autoblog.com/2014/07/10/2014-toyota-fj-cruiser-ultimate-edition-review-quick-spin/3
www.autoblog.com/2014/07/09/2015-aston-martin-v8-vantage-gt-review/2
www.autoblog.com/2014/07/08/2014-hyundai-i40-tourer-sonata-wagon-review/3
www.autoblog.com/2014/07/07/2015-lexus-nx-200t-first-drive-review/4
www.autoblog.com/2014/07/07/lexus-turbocharged-four-cylinder-engine-nx200t-deep-dive/2
www.autoblog.com/2014/07/01/2015-subaru-outback-first-drive-review/3
www.autoblog.com/2014/06/30/2015-hyundai-sonata-first-drive-review/2
www.autoblog.com/2014/06/27/2014-mini-cooper-s-review/4
www.autoblog.com/2014/06/25/2014-jaguar-xjl-awd-review/3
www.autoblog.com/2014/06/24/2015-ford-edge-deep-dive-official/2
www.autoblog.com/2014/06/24/2014-bentley-continental-gt-v8-s-convertible-quick-spin-review/2
www.autoblog.com/2014/06/23/2014-hyundai-elantra-review/2
www.autoblog.com/2014/06/19/j-ruiter-reboot-buggy-first-drive-review-video/3
www.autoblog.com/2014/06/18/2015-hyundai-tucson-fuel-cell-quick-spin-review/3
www.autoblog.com/2014/06/17/2014-jaguar-xfr-s-sportbrake-first-drive-review/2
www.autoblog.com/2014/06/16/2015-alfa-romeo-4c-first-drive-review-video/1
www.autoblog.com/2014/06/13/2015-bentley-flying-spur-v8-quick-spin-review/2
www.autoblog.com/2014/06/11/2015-ford-transit-first-drive-review/2
www.autoblog.com/2014/06/09/2015-lincoln-mkc-first-drive-review/2
www.autoblog.com/2014/06/06/2015-bmw-4-series-gran-coupe-quick-spin-review/4
www.autoblog.com/2014/06/05/2015-volkswagen-golf-tsi-first-drive-review/3
www.autoblog.com/2014/06/03/2015-ferrari-california-t-video-first-drive-review/1
www.autoblog.com/2014/06/02/2015-chrysler-200s-awd-review/1
www.autoblog.com/2014/05/30/2015-volkswagen-gti-review-first-drive/2
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Tuesday, November 18, 2014

October 2014 Sales

Obviously previous predictions were all below the mark since everything is up. Perhaps I should start including economic variables as regressors... stay tuned.

Below are next months predictions And Shiny APP


Predicted Values for 2014-11-01
Acura573.248
Audi626.558
BMW1,265.247
Buick681.165
Cadillac551.112
Chevrolet5,747.061
Chrysler1,106.469
Dodge1,542.895
Ford7,003.909
GMC1,450.373
Honda4,092.529
Hyundai2,088.618
Infiniti400.805
Jaguar43.825
Jeep2,340.966
Kia1,747.940
Land.Rover169.461
Lexus999.762
Lincoln340.165
Mazda867.095
Mercedes.Benz1,371.815
Mini162.118
Mitsubishi216.767
Nissan4,042.624
Porsche167.925
Subaru1,721.289
Toyota6,140.691
Volkswagen1,156.901
Volvo182.566
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