Posts Tagged ‘stats’
Probabilistic interpretation of linear regression…
September 1, 2024Annotated References on ARIMA
August 12, 2024I had to consult many references to really understand ARIMA. These are listed below.
Main Text: Forte, R. M. (2015). Mastering Predictive Analytics with R. Packt Publishing. ISBN-13: 978-1783982806, ISBN-10: 1783982802.
Suggested: Dalinina, R. (2017). Introduction to Forecasting with ARIMA
in R. https://blogs.oracle.com/ai-and-datascience/post/introduction-to-forecasting-with-arima-in-r
Nice discussion of direct and indirect effect in relation to ACF: Rajbhoj, A. (2021, December 11). ARIMA Simplified. Towards Data Science. Medium.
https://towardsdatascience.com/arima-simplified-b63315f27cbc
Fantastic intuition on MA processes: Sosna, M. (2021). A Deep Dive on ARIMA Models. https://mattsosna.com/ARIMA-deep-dive/#ma-moving-average Very good on the technical details of how exponential smoothing relates to ARIMA:
Nau, R. Introduction to ARIMA Models. Fuqua School of Business. https://people.duke.edu/~rnau/411arim.htm
Other stuff: Ariton, L. (2021, December 27). A Thorough Introduction to ARIMA Models. Analytics Vidhya – Medium.
https://medium.com/analytics-vidhya/a-thorough-introduction-to-arima-models-987a24e9ff71
Other stuff #2: Li, R. (2024, February 7). Prediction: Time Series Forecasting vs Regression. Richard Li – Medium.
https://medium.com/@rdli/prediction-time-series-forecasting-vs-regression-b4ce3159b3f2
Introduction to Forecasting with ARIMA in R
August 11, 2024https://blogs.oracle.com/ai-and-datascience/post/introduction-to-forecasting-with-arima-in-r
Dalinina, R. (2017). Introduction to Forecasting with ARIMA in R.
https://blogs.oracle.com/ai-and-datascience/post/introduction-to-forecasting-with-arima-in-r
