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Notes on time series forecasting

  • Forecasting: Principles and Practice - Rob J Hyndman and George Athanasopoulos [open notes]

  • Forecasting at Scale - Sean J. Taylor and Benjamin Letham [open notes]

  • Statistical forecasting: notes on regression and time series analysis - Robert Nau [open notes]

Example forecast applications

Temperature forecast for some Brazilian cities

Open jupyter notebook [ipynb]

temp-forecast temp-forecast-components temp-forecast-mape

Gas Prices in Brazil

Open jupyter notebook [ipynb]

gas-forecast

Beer consumption São Paulo

Open jupyter notebook [ipynb]

beer-sarimax beer-forecast