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