Last Updated on August 14, 2020 Differencing is a popular and widely used data transform for time series. In this tutorial, you will discover how to apply the difference operation to your time series data with Python. After completing this tutorial, you will know: About the differencing operation, including the configuration of the lag difference and the difference order. How to develop a manual implementation of the differencing operation. How to use the built-in Pandas differencing function. Kick-start your project […]

Last Updated on August 28, 2019 The Autoregressive Integrated Moving Average Model, or ARIMA, is a popular linear model for time series analysis and forecasting. The statsmodels library provides an implementation of ARIMA for use in Python. ARIMA models can be saved to file for later use in making predictions on new data. There is a bug in the current version of the statsmodels library that prevents saved models from being loaded. In this tutorial, you will discover how to diagnose […]

Last Updated on August 21, 2019 Machine learning methods have a lot to offer for time series forecasting problems. A difficulty is that most methods are demonstrated on simple univariate time series forecasting problems. In this post, you will discover a suite of challenging time series forecasting problems. These are problems where classical linear statistical methods will not be sufficient and where more advanced machine learning methods are required. If you are looking for challenging time series datasets to practice […]

Last Updated on August 21, 2019 The Python ecosystem is growing and may become the dominant platform for applied machine learning. The primary rationale for adopting Python for time series forecasting is because it is a general-purpose programming language that you can use both for R&D and in production. In this post, you will discover the Python ecosystem for time series forecasting. After reading this post, you will know: The three standard Python libraries that are critical for time series […]

Last Updated on August 14, 2020 White noise is an important concept in time series forecasting. If a time series is white noise, it is a sequence of random numbers and cannot be predicted. If the series of forecast errors are not white noise, it suggests improvements could be made to the predictive model. In this tutorial, you will discover white noise time series with Python. After completing this tutorial, you will know: The definition of a white noise time […]

Last Updated on August 21, 2019 Time series forecasting is typically discussed where only a one-step prediction is required. What about when you need to predict multiple time steps into the future? Predicting multiple time steps into the future is called multi-step time series forecasting. There are four main strategies that you can use for multi-step forecasting. In this post, you will discover the four main strategies for multi-step time series forecasting. After reading this post, you will know: The […]