White Noise Time Series with Python
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 series and why it matters.
- How to check if your time series is white noise.
- Statistics and diagnostic plots to identify white noise in Python.
Kick-start your project with my new book Time Series Forecasting With Python, including step-by-step tutorials and the Python source code files for all examples.
Let’s get started.
- Updated Sept/2019: Updated examples to use latest API.
- Updated Oct/2019: Made the check for white noise clearer (thanks Samuel Corradi)
White Noise Time Series with Python
Photo by Dan Eckert, some rights reserved.