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Time_Series Data Forecasting (END TO END)

This is my take on Time Series Data. Taking Sunspot data, I have tried to explain every step involved and links are provided for further study.I have analysed two more Data Set so that few more steps/processes can be shown used while dealing Time Series data.

Concept covered:

EXAMPLE1: Sunspot Data

  1. Time series Exploratory Analysis
  2. Concepts of different Averages used for approximating TS
  3. lag plots
  4. Stationarity
  5. Autocorrelation/Partial autocorrelation
  6. How to select (p,q) for ARIMA models
  7. AutoArima
  8. Forecasting a few time steps in the future.
  9. Many other helping operations in pandas

EXAMPLE2: ENZ_DATA (Daily Energy consumption Data for one year of a Data Center at IITD)

  1. One Non-stationary data is also analyzed where stationarity is achieved through the decomposition and trend is subtracted.ENZ_DATA_CENTER
  2. Converting predicted value back to its original scale.

EXAMPLE3: Air Passenger Data

  1. In this example Stationary is achieved through log and differenciation.
  2. After prediction for conveting back to its original scale cumsum and antilog steps are taken.

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