From the course: Data Science Foundations: Data Mining in Python
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ARIMA - Python Tutorial
From the course: Data Science Foundations: Data Mining in Python
ARIMA
- [Instructor] When working with data over time, decomposition, which I showed you earlier, is a great way to visualize the general pattern of what's happening. but to make specific predictions, you're going to have to do something more sophisticated than that, and one of the most common approaches is ARIMA, which is a portmanteau for auto-regressive integrated moving average. To do ARIMA in Python, you're first going to need to install a new library, pmdarima. Now, you only have to do this once on the machine. You might be able to do it by un-commenting this code and running it, or in my case, I used this code. I un-commented that and ran it. But let's load the libraries and special functions here, and then let's bring in the AirPassengers data. We can plot the data overall. This is the entirety of the data, but we're going to split this data into a training and testing part, which is especially tricky when you're looking at…
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