Time Series Analysis using Python| ARIMA & SARIMAX Model Implementation | Stationarity Handling

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"What is Time Series Analysis", "How to Make Time Series Forecasting Model ARIMA or SARIMAX in Python", "What is Stationarity in Time Series Analysis and How to Reduce it in it", "What is ACF, PACF in Time Series Analysis"... if you have any of this kind of question and what to have the understanding from beginner level then you are going to have all these concepts clarified in this vide.

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Tags -
Time Series Analysis,
Time Series Modelling,
Components of Time Series,
Trending Time Series,
Cyclic Time Series,
Seasonal Time Series,

#DataScience #TimeSeries #PyhonProgramming #Python #learnerea
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One of the best ARIMA implementation tutorials I have seen. I’m a bit frustrated I found it after I had used ARIMA for a project. I can’t even tell you how much time I had wasted going online and on forums, trying to understand how it works.
But hey, now that I learned it the hard way it better be sticking. 😂
Appreciate it!

iustinatorul
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Incredible video, thank you! I kept trying to train my model with the Differenced data and was not getting good results but I caught my error because of this video.

Beanzmai
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I have come across many blogs and videos to understand the time series process, but I didn't get a clear picture. However, this video gave me a clear understanding of the process. Really great work! Much appreciated.

rajaganesh
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This is one of the best video on Timeseries in youtube .Well Explained.Content is very nice.

cvrbcheppali
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Thanks for the video. There is a mior mistake in ADF I noticed is that you cannot accept the null hypothesis and you can only reject the null hypothesis.

erinbai
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So informative. I do not see a relation between the transformation (Log&Sqrt&Shift) which makes the data stationary and the ARIMA model you build. I'm so confused at this step. I tried with my data and noted that the ShiftDiff transformation makes my data stationary but when it comes to building the model, it does not fit well. Thank in advance.

melainetape
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one of the best video i have ever seen base on the time series in yt. Thanks for making it.

fayezullah
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If you use the time shift method, d will be the interval for the shift. What happens if you use any other method like the log or square root? What will d be?

queenx
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I have a doubt... at 54 mins when you are using ARIMA model and you started with the original data. Then why did you transform the data to stationary data since you used the original data instead?Thank you so much.

erinbai
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You really did justice to this topic. Very well done!

oladayoojekunle
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Its really a crazy explanation. I would recommend this in my org, Jio. Keep it up man. God bless you!

rishabhpandey
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as you said you were trying to keep it to the beginner's level that's why it's kind of more understandable to the smallest degree possible, except you just got it wrong about the model, it's not ARIMA model that is working bad, it's you trying to predict a whole range of values with the same training data. it means, it'd work well on the first few values but not for all. you have to use the walk forward variation, that is basically to update you training set each time you predict a new value, Thats my idea.
and thank you for the good video.

borisgisagara
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if I am dealing with time series data with hourly frequency data collected for 2 years. What should I take as lag (shift) value.

madhuripatel
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Hi, Content is very good and very well explained. thanks for sharing it. Can you please help me understand that we have tried to identify the stationarity but did not use it in modelling. and even identifying the stationarity was not concluded. we did not get desired results.

xpbxtwx
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Basic Question...Why did we run the model on original set and towards the end you mentioned on running model on altered data set basically diff/square root ?

vanikmalhotra
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you are great! helped me with my project last minute thanks for the video!!

pepsibrandambassador
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Your content is too good. I am not able to understand why yiu have such a low views on this video. One suggesgion please make the thumnail little bit eye catchy.

surendrabera
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Thank you so much for this vedio, studying since last 3 years, taken some expensive courses, this is the best explanation, kept me motivated to explore and learn throughout the vedio...let us know how we can support you to make more learning vedio thanks.

mzfddrg
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You are amazing. I love the way you explain. Can you do the same for multidimensional data sets?

julianatorressanchez
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Hello sir,
I don't know whats your mistake
But i got desired results using arima model at time 1:13;45
Instead of the line at the bottom i got desired results.
And I followed all things teached by you.

saurabharbal