Çarpımsal vs toplamsal mevsimsellik

İlk karar vermen gereken şey, zaman serisine dönüşüm uygulayıp uygulamayacağın. Son birkaç egzersizde CO\(_2\) zaman serisine ilişkin bir tahmin oluşturmaya doğru ilerleyeceksin. Aşağıda bunun ve elektrik üretimine ait başka bir zaman serisinin grafikleri yer alıyor.

Yukarıdaki zaman serilerinden hangisi, varsa, log dönüşümüne tabi tutulmalı?

Bu egzersiz

Python'da ARIMA Modelleri

kursunun bir parçasıdır

Kursu Görüntüle

Uygulamalı interaktif egzersiz

İnteraktif egzersizlerimizden biriyle teoriyi pratiğe dökün

Egzersizi başlat

Bu egzersiz

Python'da ARIMA Modelleri

kursunun bir parçasıdır

AvançadoNível de habilidade

4.9+

Kursa Ücretsiz Başlayın

Dive straight in and learn about the most important properties of time series. You'll learn about stationarity and how this is important for ARMA models. You'll learn how to test for stationarity by eye and with a standard statistical test. Finally, you'll learn the basic structure of ARMA models and use this to generate some ARMA data and fit an ARMA model.

Exercise 1: Intro to time series and stationarity Exercise 2: Exploration Exercise 3: Train-test splits Exercise 4: Is it stationary Exercise 5: Making time series stationary Exercise 6: Augmented Dicky-Fuller Exercise 7: Taking the difference Exercise 8: Other tranforms Exercise 9: Intro to AR, MA and ARMA models Exercise 10: Model order Exercise 11: Generating ARMA data Exercise 12: Fitting Prelude

What lies ahead in this chapter is you predicting what lies ahead in your data. You'll learn how to use the elegant statsmodels package to fit ARMA, ARIMA and ARMAX models. Then you'll use your models to predict the uncertain future of stock prices!

Exercise 1: Fitting time series models Exercise 2: Fitting AR and MA models Exercise 3: Fitting an ARMA model Exercise 4: Fitting an ARMAX model Exercise 5: Forecasting Exercise 6: Generating one-step-ahead predictions Exercise 7: Plotting one-step-ahead predictions Exercise 8: Generating dynamic forecasts Exercise 9: Plotting dynamic forecasts Exercise 10: Intro to ARIMA models Exercise 11: Differencing and fitting ARMA Exercise 12: Unrolling ARMA forecast Exercise 13: Fitting an ARIMA model Exercise 14: Choosing ARIMA model

In this chapter, you will become a modeler of discerning taste. You'll learn how to identify promising model orders from the data itself, then, once the most promising models have been trained, you'll learn how to choose the best model from this fitted selection. You'll also learn a great framework for structuring your time series projects.

Exercise 1: Intro to ACF and PACF Exercise 2: AR or MA Exercise 3: Order of earthquakes Exercise 4: Intro to AIC and BIC Exercise 5: Searching over model order Exercise 6: Choosing order with AIC and BIC Exercise 7: AIC and BIC vs ACF and PACF Exercise 8: Model diagnostics Exercise 9: Mean absolute error Exercise 10: Diagnostic summary statistics Exercise 11: Plot diagnostics Exercise 12: Box-Jenkins method Exercise 13: Identification Exercise 14: Identification II Exercise 15: Estimation Exercise 16: Diagnostics

In this final chapter, you'll learn how to use seasonal ARIMA models to fit more complex data. You'll learn how to decompose this data into seasonal and non-seasonal parts and then you'll get the chance to utilize all your ARIMA tools on one last global forecast challenge.

Exercise 1: Mevsimsel zaman serileri Exercise 2: Mevsimsel ayrıştırma Exercise 3: Mevsimsel ACF ve PACF Exercise 4: SARIMA modelleri Exercise 5: SARIMA modellerini uydurma Exercise 6: SARIMA derecesini seçme Exercise 7: SARIMA ve ARIMA tahminleri Exercise 8: Otomasyon ve kaydetme Exercise 9: Otomatik model seçimi Exercise 10: Modelleri kaydetme ve güncelleme Exercise 11: SARIMA ve Box-Jenkins Exercise 12: Çarpımsal vs toplamsal mevsimsellik

Geçerli Egzersiz

Exercise 13: SARIMA model tanılaması Exercise 14: SARIMA tahmini Exercise 15: Tebrikler!