ARIMA Time Series Forecasting

Personal project in which I create a time series forecast by leveraging the auto ARIMA model in Python.

Language: Python

Packages/modules used:

• pandas
• numpy
• pmdarima (auto_arima)
• warnings
• sklearn.metrics (mean_absolute_error, mean_squared_error)

Techniques/Concepts covered:

• Importing data (pd.read_csv)
• NULL handling
• Data manipulation: set_index(), shape, copy(), dtypes,
• Data visualization: wordcloud, bar chart, regplot, boxplot, correlation heatmap
• Correlation analysis
• Moving average
• Train/Test split
• Auto ARIMA time series forecasting
• Model evaluation (MSE, MAE)