In this IPython Notebook, I have documented my exploration of time series modeling techniques using Python. The main objective was to analyze and model time series data, focusing on popular approaches such as autoregressive models, exponential smoothing, Facebook Prophet, SARIMAX, and seasonal decomposition.
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Data Preparation
- Loading the time series dataset
- Exploratory data analysis (EDA)
- Handling missing values and outliers
- Data preprocessing and feature engineering
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Autoregressive (AR) Models
- Introduction to autoregressive models
- Implementing AR models in Python using the
statsmodels
library
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Exponential Smoothing
- Understanding exponential smoothing methods
- Implementing single, double, and triple exponential smoothing models
- Tuning model parameters and forecasting future values
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Facebook Prophet
- Introduction to Facebook Prophet library for time series forecasting
- Model fitting and training with trend, seasonality, and holiday components
- Visualizing and evaluating Prophet forecasts
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SARIMAX
- Introduction to Seasonal Autoregressive Integrated Moving Average with Exogenous Variables (SARIMAX) models
- Implementing SARIMAX models using the
statsmodels
library - Incorporating seasonality and exogenous variables for improved forecasting
-
Seasonal Decomposition
- Decomposing time series data into trend, seasonality, and residual components
- Applying seasonal decomposition using the
statsmodels
orseasonal_decompose
library - Visualizing and interpreting decomposition results
Through this IPython Notebook, I have demonstrated my proficiency in processing time series data, applying various time series modeling techniques, and evaluating their performance. By utilizing Python libraries such as statsmodels
, prophet
, and others, I have showcased my ability to forecast future values, handle seasonality, incorporate exogenous variables, and decompose time series data into its components.
This exploration of time series modeling techniques demonstrates my strong analytical skills and expertise in utilizing Python for time series analysis. I am confident that my knowledge and experience in this field will be valuable in solving complex time-dependent problems and making accurate predictions.