PROJECT \u2013 Time Series Forecasting by Akshay Kharote.pdf - PROJECT \u2013 TIME SERIES FORECASTING Australian Monthly Gas Production Report TABLE OF

PROJECT u2013 Time Series Forecasting by Akshay...

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PROJECT – TIME SERIES FORECASTING Australian Monthly Gas Production - Report
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TABLE OF CONTENTS 1. Project Objective ………………………………………………………………….. . ………1 2. Data assumptions ……………………………………………… ... …….…….…… . ……...1 3. Steps for ARIMA & Auto ARIMA Analysis …………….…..……………..……… .. …..… 2 i. Load the data & Visualization ………………………………………………………………..3 ii. Preprocessing the data ……………………………………………………………………….. 6 iii. Check/Make series stationary ………………………………………………….………….. 11 iv. Determine d value …………………………………………………………………..……….. 13 v. Determine the p and q values ………………………………………… ... …………………. 13 vi. Fit ARIMA Model/Calculate MAPE/RSME …………………………… . ………………….. 15 vii. Compare models using accuracy measures ……………………………………………… 15 viii. Make prediction …………………………………………………………………..………….. 41 ix. Predict values on validation set ……………………………………………………………. 42 x. Auto ARIMA Model ……………………………………………………….……………. . 4. Appendix A Source Code ……………………………………………… . ……… . . .… 43
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