Time Series Forecasting Part 2 - ARIMA Modeling and Tests

What you'll be able to do

• Complete understanding of the ARIMA Algorithm
• Variations of ARIMA models, handling seasonality, exogenous variables
• Statistician's method of finding p,d,q parameters
• Post hoc analysis
• How to extend and build Autoarima and fine tune.
• Hands-on working session of model building process using Python - Statsmodels

1. 01Course resources1 lesson · 1 min

   1. Download Resources1:00
2. 02Introduction to ARIMA modeling1 lesson · 22 min

   1. What is ARIMA Modeling?21:30
3. 03Stationarity tests4 lessons · 24 min

   1. Why make the series Stationary?2:46
   2. How to find the order of differencing (d) in ARIMA model3:04
   3. Understanding Augmented Dickey Fuller Test (ADF Test)12:04
   4. How to determine number of differencing required to make the time series stationary?5:57
4. 04AR and MA Modelling4 lessons · 19 min

   1. Course Review1:00
   2. Understanding Formula behind AR and MA Model6:17
   3. Find the order of AR Term (p)5:02
   4. Find the order of MA Term (p)6:48
5. 05Build and Tune ARIMA3 lessons · 20 min

   1. Building the ARIMA Model9:16
   2. How to find the optimal ARIMA Model manually using Out-of-Time Cross Validation?8:53
   3. Accuracy Metrics of Time Series Forecast1:59
6. 06How AutoARIMA works?2 lessons · 5 min

   1. How to do Auto ARIMA Forecast in Python?3:12
   2. How to interpret residual plots in ARIMA Model?1:28
7. 07SARIMA and SARIMAX2 lessons · 20 min

   1. How to build SARIMAX Model with exogenous variable?8:04
   2. How to automatically build SARIMA Model in Python?11:28

What you need

• Basics of Python
• Foundational knowledge of Data Science
• High school maths

Who this course is for

• Data Science Aspirants
• Data Science Professionals
• Software/Data engineers interested in quantitative analysis
• Professionals working with large datasets
• Data analysts, economists, researchers

Your instructor

Prabhakaran S

Principal Data Scientist

My name is Selva, and I am super excited to mentor you on this course!

I head the Data Science team for a global Fortune 500 company and over the last 10 years of my data science experience I've deployed 20+ global products. I'm also the Founder and Chief Author of Machine Learning Plus, which has over 4M annual readers.

I specialize in covering the in-depth intuition and maths of any concept or algorithm. And based on my existing student requests, I've put up the series of courses and projects with detailed explanations, just like on-the-job experience. Hope you love it!

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