Classical Methods for Time Series Forecasting

Coding, Python and R, from classical methods applying in time series forecasting

Resources

• An Introductory Study on Time Series Modeling and Forecasting

• https://machinelearningmastery.com/time-series-forecasting-methods-in-python-cheat-sheet/

• https://towardsdatascience.com/machine-learning-part-19-time-series-and-autoregressive-integrated-moving-average-model-arima-c1005347b0d7

• https://towardsdatascience.com/econometric-approach-to-time-series-analysis-seasonal-arima-in-python-28f5782ee23

Methods

• Moving Average
• ARMA
• ARIMA
• SARIMA
  • The statsmodels implementation called this SARIMAX because the “X” addition to the method name means that the implementation also supports exogenous variables.

Packages

• Python-SARIMAX
• R- Time series Analysis