/Time_Series_Forecasting_Projects

Different Time Series Forecasting Methods Like Moving Average, ETS, ARIMA, SARIMA, ARCH GARCH VAR

Primary LanguageJupyter Notebook

Time Series Forecasting

1. Simple Methods

a. Simple Moving Average

b. Weighted Moving Average

2. Exponential Smoothing Techniques(ETS)

a. Simple ETS

b. Holt'z Winter with Trend

c. Holt'z Winter with Trend & Seasonality

3. Auto Regression Methods

a. AR

b. MA

c. ARMA

d. ARIMA

e. SARIMA

f. SARIMAX

g. ARIMAX

4. Advanced Methods

a. ARCH

b. GARCH

c. VAR