Time Series and Advanced Analytics
Chandrasekar Vuppalapati · 2023
This chapter introduces Time Series (TS) Modeling techniques. In accordance with classical data science KDD, the chapter starts with exploratory data analysis. Fundamental time series validations techniques such as autocorrelation and partial autocorrelation are introduced. The chapter provides an in-depth view on detecting non-stationary time series and fixing to stationary before Modeling the TS. Time Series Modeling techniques detailed next. Multivariate Vector Auto Regressive (VAR), Regressive Models, and Prophet model techniques studied. Finally, applied times series analysis on USDA All dairy products (milk-fat milk-equivalent basis): Supply, CPI Averages prices, and Energy Imported Oil prices to develop predictive models. Finally, the chapter concludes evaluation of time series mode models.