Min Fang miniaturelle
miniaturelle
/ forecasting-through-decomposition.ipynb
Last active
July 30, 2020 10:36
In this notebook I illustrate a very simple forecasting technique with a toy dataset, namely, forecasting through decomposition. I use the 'seasonal_decompose' function in the 'statsmodels' package to do the decomposition. Then I use a naive forecasting technique and calculate the prediction interval by hand.
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miniaturelle
/ moving-average-window-size-effect.ipynb
Created
July 3, 2020 10:02
I want to illustrate the impact of the window size chosen for doing the moving average when extracting the trend-cycle from a timeseries dataset.
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