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ARIMA Models in Python

高级技能水平
更新时间 2023年11月
Learn about ARIMA models in Python and become an expert in time series analysis.
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PythonMachine Learning
4小时
15 视频
57 道练习
4,850 XP
24,857
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课程描述

Have you ever tried to predict the future? What lies ahead is a mystery that is usually only solved by waiting. In this course, you can stop waiting and dive into the world of time series modeling using ARIMA models in Python to forecast the future.

Time series data

Start by learning the basics of time series data, including the concept of stationarity—crucial for working with ARMA models. You'll learn how to test for stationarity both visually and statistically, generate ARMA data, and fit ARMA models to get a solid foundation.​

Statsmodels package

As you progress, explore the powerful Statsmodels package for fitting ARMA, ARIMA, and ARMAX models. You'll get hands-on experience using your models to predict future values like stock prices.

Making these concepts easy to grasp and apply, you’ll uncover generating one-step-ahead predictions, dynamic forecasts, and fitting ARIMA models directly to your data.

ACF and PACF plots

One of the highlights is learning how to choose the best model using ACF and PACF plots to identify promising model orders. You'll learn about criteria like AIC and BIC for model selection and diagnostics, helping you refine your models to perfection​​.

SARIMA models

The course wraps up with seasonal ARIMA (SARIMA) models, perfect for handling data with seasonal patterns. You'll learn to decompose time series data into seasonal and non-seasonal components and apply your ARIMA skills in a global forecast challenge.

This final project ties everything together, giving you a comprehensive understanding of ARIMA modeling.

先决条件

Supervised Learning with scikit-learn
1

ARMA Models

Dive straight in and learn about the most important properties of time series. You'll learn about stationarity and how this is important for ARMA models. You'll learn how to test for stationarity by eye and with a standard statistical test. Finally, you'll learn the basic structure of ARMA models and use this to generate some ARMA data and fit an ARMA model.
开始章节
2

Fitting the Future

What lies ahead in this chapter is you predicting what lies ahead in your data. You'll learn how to use the elegant statsmodels package to fit ARMA, ARIMA and ARMAX models. Then you'll use your models to predict the uncertain future of stock prices!
开始章节
3

The Best of the Best Models

In this chapter, you will become a modeler of discerning taste. You'll learn how to identify promising model orders from the data itself, then, once the most promising models have been trained, you'll learn how to choose the best model from this fitted selection. You'll also learn a great framework for structuring your time series projects.
开始章节
4

Seasonal ARIMA Models

In this final chapter, you'll learn how to use seasonal ARIMA models to fit more complex data. You'll learn how to decompose this data into seasonal and non-seasonal parts and then you'll get the chance to utilize all your ARIMA tools on one last global forecast challenge.
开始章节
ARIMA Models in Python
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