Multiple Time Series Forecasting with ARIMA in Python
ARIMA is one of the most popular univariate statistical models used for time series forecasting. Here you will learn how to use the StatsForecast library, which provides a fast, scalable and easy-to-use interface for us to train ARIMA models in Python. To understand ARIMA, let’s take an example of sales forecasting. Suppose a retail store has historical sales data for the past 12 months. To make a sales forecast for the next 3 months, we can fit an ARIMA model to this data....