Learning Objectives
- Why ARIMA Model?
- What is ARIMA Model?
- What is Auto-ARIMA Model?
- ARIMA Model - Implementation
- Notebook
Why ARIMA Model?
- ARIMA Model is the reduced form equivalent of many time series models.
- ARIMA is generally preferred when the data is stationary.
What is ARIMA Model?
- The name ARIMA stands for Autoregressive Integrated Moving Average.
- The tutor in the upcoming video explains the ARIMA model with easy explanation and also points out why we are using the ARIMA model in the given example and why not the ARMA model.
- Go through the video slowly and understand each part of the video one by one.
ARIMA Model - Implementation
In the video below, the instructor will discuss the following things:
- What is Auto - ARIMA?
- Build a time series model using Auto - ARIMA
Notebook
https://github.com/srivatsan88/End-to-End-Time-Series/blob/master/Time_Series_Auto_ARIMA.ipynb