The purpose of this project is to process the time series, identify its nature, choose the suitable model, find the optimal combination of parameters and finally make future prediction.
1.Import the necessary dependencies In this project i use Python 3.0. and Python libraries are also required:
NumPy Pandas matplotlib scikit-learn statsmodels pmdarima
2.Load the data 3.Explore and identify the nature of the series
- Time Series Decomposition
- Testing For Stationarity (ADF test)
4.Identify the optimal combination of parameters for the model
5.Train the SARIMA model
6.Investigate the residual plot of the model
7.Test The model
8.Forcast the future
Hasnae Talibi