Skip to content

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 

History

64 Commits
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 

Repository files navigation

Python Pandas Statsmodels Prophet

Time Series Models

Time series analysis and forecasting with statistical models, exponential smoothing, and curve-fitting techniques.

Models

  • AR, MA, ARMA – autoregressive and moving average models.
  • ARIMA, SARIMA, SARIMAX – forecasting non-stationary and seasonal time series.
  • VAR – multivariate time series forecasting.
  • ARCH & GARCH – volatility modeling.
  • Classical Decomposition – trend, seasonality, and residual analysis.
  • Moving Average & Centered Moving Average (CMA) – trend estimation.
  • Holt-Winters – exponential smoothing for trend and seasonality.
  • Prophet – additive forecasting model with automatic trend and seasonality detection.

Techniques

  • Time series decomposition
  • Stationarity testing (ADF)
  • Residual diagnostics
  • ACF & PACF analysis
  • Model selection (AIC/BIC)
  • Forecast evaluation (RMSE, MAE, MAPE)
  • Rolling forecasting & backtesting

About

Time series analysis and forecasting with statistical models, exponential smoothing, and curve-fitting techniques.

Topics

Resources

Stars

Watchers

Forks

Releases

Packages

Contributors

Languages