Youtor
MultiVariate Time Series Forecasting VAR Model Complete Python Tutorial
YOUR LINK HERE:
http://youtube.com/watch?v=4jv1NGlAc_0
In this tutorial i guide you through a multi-variate time series forecasting project. I implement the Vector Auto Regression(VAR) model in python. I cover: • 1. Preparing data for time series analysis • 2. Converting non-stationary data to stationary data • 3. Running the granger causality test for vector auto regression • 4. Visualizing your time series data • 5. Using VAR class to find order of your time series • 6. Forecasting into the future using the VARMAX class in python • Do subscribe to the channel and like the video if you want more videos like this! • Github Source Code: https://github.com/nachi-hebbar/Multi... • You can connect with me on my socials: • Linkedin: / nachiketa-hebbar-86186515b • My 2nd Youtube Channel: / @nachitalks • My medium account(I publish blogs here): / nachihebbar • Recommended Books to get better at Time Series Analysis and Python: • 1)Practical Time Series Analysis: https://amzn.to/31lsLhq • 2)Time Series with Python: https://amzn.to/2Ez073m • 3)Hands-On Time Series Analysis with R: https://amzn.to/3aUxuKq
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