/time-series

Example of different time series forecasting models.

Primary LanguageJupyter Notebook

Time Series Tutorials

Time Series Generation

  • Sine Waves and Random Noise
  • ARIMA & STL Simulations

Features Extraction

  • Time Series Features with Kats

Forecasting

  • Prophet
  • XGBoost
  • LightGBM
  • RNN
  • LSTM
  • Transformer

Clustering

  • Dynamic Time Warping