/time_series_demo

Demonstration of a seasonal ARIMA model

Primary LanguageJupyter Notebook

Time series demo

The ipython notebook uses monthly rainfall data from one district in India for a time series demo.

This includes:

  • seasonal decomposition
  • identifying the best parameters for a seasonal ARIMA model
  • running the SARIMA model along with diagnostics
  • generating predictions

The PDF contains a few short slides on definitions and a list of additional resources.

Many thanks to this tutorial which served as the basis for this demo.