/Forecasting-and-anomaly-detection-

Forecasting-and-anomaly-detection holts winter

Primary LanguageJupyter Notebook

Installation guide

git clone https://github.com/KrishnanSG/holt-winters.git
cd holt-winters/
pip install -r requirements.txt

Jupyter Notebook

The notebook contains the sales data analysis along with the following:

  • What is seasonal decomposition of a time series?
  • Model selection and validation.
  • Model summary and conclusion.

Python Script

For those who prefer python script over jupyter notebook.

Generating the analysis

python analysis.py

Anomaly Detection

anomaly_detection.py script contains the implementation of brutlag algorithm to find anomalies in average temperature of India dataset.

python anomaly_detection.py

anomaly_detection.ipynb notebook contains a detailed analysis of anomaly detection using Holt-Winter model and brutlag algorithm.

Note: The datasets used for the analysis can be found under the dataset folder.