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Scaled Forecasting with Python

Please see the scalecast project for an updated and more dynamic version of the Forecaster module.

Builds the Forecaster object to create easily accessed forecasts for many time series

Scenario

  • Our company is wanting to expand into a new state
  • As part of this decision, our role is to forecast the economic outlooks of all 50 states
  • For each state, we will attempt to forecast a leading indicator, coincidental indicator, and unemployment rate (150 total time series of varying lengths, each with its own peculiarities)

Installation

  • Be running Python 3.6+ on an Anaconda interpreter
  • Run all commands in requirements.txt on command line/terminal

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