Python - Time Series Forecast - 5. Regression

Time Series Forecast Steps:

1. Identification of time series type

2. Seasonality tests

3. Stationarity tests

4. Decomposition

5. Regression

6. Deep learning

5. Regresssion Types for Time Series

AR - Autoregressive Model

ARIMA - Autoregressive Integrated Moving Average Model

MA - Moving Average Model

ARMA - Autoregressive Moving Average Model

SARIMA - Seasonal Autoregressive Integrated Moving Average Model

CNN - Convolutional neural networks for classification and regression analysis of one-dimensional spectral data.

LSTM - Long Short-Term Memory, a model initially proposed in 1997.

ResNet - Optimal deep residual regression model is built for nonliear regression.

VARMAX - The VARMAX class in statsmodels allows estimation of VAR, VMA, and VARMA models (through the order argument), optionally with a constant term (via the trend argument).

https://otexts.com/fpp2/regression.html

https://builtin.com/data-science/time-series-forecasting-python

https://machinelearningmastery.com/time-series-forecasting-methods-in-python-cheat-sheet/

https://machinelearningmastery.com/time-series-trends-in-python/

https://towardsdatascience.com/lstm-and-bidirectional-lstm-for-regression-4fddf910c655

https://coderzcolumn.com/tutorials/data-science/how-to-remove-trend-and-seasonality-from-time-series-data-using-python-pandas

https://towardsdatascience.com/time-series-forecasting-arima-models-7f221e9eee06

https://towardsdatascience.com/removing-non-linear-trends-from-timeseries-data-b21f7567ed51

https://towardsdatascience.com/transformer-unleashed-deep-forecasting-of-multivariate-time-series-in-python-9ca729dac019

https://people.duke.edu/~rnau/arimrule.htm

https://bookdown.org/JakeEsprabens/431-Time-Series/modelling-time-series.html

https://towardsdatascience.com/transformer-unleashed-deep-forecasting-of-multivariate-time-series-in-python-9ca729dac019

https://arxiv.org/pdf/1803.08450.pdf

https://towardsdatascience.com/the-complete-guide-to-time-series-analysis-and-forecasting-70d476bfe775

https://people.cs.pitt.edu/~milos/courses/cs3750/lectures/class16.pdf

https://towardsdatascience.com/which-evaluation-metric-should-you-use-in-machine-learning-regression-problems-20cdaef258e

https://www.statsmodels.org/dev/examples/notebooks/generated/statespace_varmax.html

https://www.fingent.com/blog/5-time-series-analysis-methods-for-better-business-decision-making/