Time Series Forecasting with Regression Model

Published: 10 February 2023
on channel: NPTEL-NOC IITM
9,956
73

Time Series Forecasting with Regression Model. Here, we focus on how the regression model technique can be implemented for long-term and short-term forecasting. We develop a long-term forecasting model by modelling the trend and seasonality as a function of time. On the other hand, we develop the short-term forecasting model using the Auto-regressive model. We used the AirPassengers dataset.


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