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Aileen Neilsen did a 3 hr session discussing timeseries analysis SciPy 2016. Each chapter is a Python Notebook. The ARIMA model figures prominently in chapter 7
by harleyk 7y ago
Aileen Neilsen did a 3 hr session discussing timeseries analysis SciPy 2016. Each chapter is a Python Notebook. The ARIMA model figures prominently in chapter 7 Forecasting. I find her session tremendously helpful when analyzing ts data especially her discussion of seasonality.
Youtube walkthrough: https://www.youtube.com/watch?v=JNfxr4BQrLk https://www.youtube.com/watch?v=JNfxr4BQrLk
Github data: https://github.com/AileenNielsen/TimeSeriesAnalysisWithPython https://github.com/AileenNielsen/TimeSeriesAnalysisWithPytho...
- yuy910616 7y agoshe also did it in Pycon 2017 https://www.youtube.com/watch?v=d3PtB5z9MyE https://www.youtube.com/watch?v=d3PtB5z9MyE and she has an upcoming oreilly book on TS analysis. Preorder now! (no AF, just a fan of her) https://www.amazon.com/Practical-Time-Analysis-Prediction-Statistics/dp/1492041653/ https://www.amazon.com/Practical-Time-Analysis-Prediction-St...
- jldugger 7y agoThis seems like the one to watch. Not sure why but the 2016 version didn't much cover forecasting. Thanks!