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59 lines
2.5 KiB
59 lines
2.5 KiB
{
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"metadata": {
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"language_info": {
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"codemirror_mode": {
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"name": "ipython",
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"version": 3
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},
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"file_extension": ".py",
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"mimetype": "text/x-python",
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"name": "python",
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"nbconvert_exporter": "python",
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"pygments_lexer": "ipython3",
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"version": 3
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},
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"orig_nbformat": 2,
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"coopTranslator": {
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"original_hash": "523ec472196307b3c4235337353c9ceb",
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"translation_date": "2025-11-18T19:26:24+00:00",
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"source_file": "7-TimeSeries/2-ARIMA/working/notebook.ipynb",
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"language_code": "pcm"
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}
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},
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"nbformat": 4,
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"nbformat_minor": 2,
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"cells": [
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{
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"source": [
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"# Time series forecasting wit ARIMA\n",
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"\n",
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"For dis notebook, we go show how to:\n",
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"- prepare time series data wey we go use train ARIMA time series forecasting model\n",
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"- do simple ARIMA model wey go fit forecast di next HORIZON steps ahead (time *t+1* go reach *t+HORIZON*) for di time series\n",
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"- check how di model dey perform\n",
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"\n",
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"Di data wey we dey use for dis example na from GEFCom2014 forecasting competition<sup>1</sup>. E get 3 years hourly electricity load and temperature values from 2012 go reach 2014. Di work na to forecast di future values of electricity load. For dis example, we go show how to forecast one time step ahead, using only di historical load data.\n",
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"\n",
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"<sup>1</sup>Tao Hong, Pierre Pinson, Shu Fan, Hamidreza Zareipour, Alberto Troccoli and Rob J. Hyndman, \"Probabilistic energy forecasting: Global Energy Forecasting Competition 2014 and beyond\", International Journal of Forecasting, vol.32, no.3, pp 896-913, July-September, 2016.\n"
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],
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"cell_type": "markdown",
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"metadata": {}
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {},
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"outputs": [],
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"source": [
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"pip install statsmodels"
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"---\n\n<!-- CO-OP TRANSLATOR DISCLAIMER START -->\n**Disclaimer**: \nDis dokyument don use AI transleto service [Co-op Translator](https://github.com/Azure/co-op-translator) do di translation. Even as we dey try make am correct, abeg sabi say machine translation fit get mistake or no dey accurate well. Di original dokyument wey dey for im native language na di one wey you go take as di correct source. For important mata, e good make professional human transleto check am. We no go fit take blame for any misunderstanding or wrong interpretation wey fit happen because you use dis translation.\n<!-- CO-OP TRANSLATOR DISCLAIMER END -->\n"
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]
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}
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]
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} |