Time Series Algorithms Recipes: Implement Machine Learning and Deep Learning Techniques with Python

© Akshay R Kulkarni, Adarsha Shivananda, Anoosh Kulkarni, V Adithya Krishnan 2023

A. R. Kulkarni et al.Time Series Algorithms Recipeshttps://doi.org/10.1007/978-1-4842-8978-5_3

3. Advanced Univariate and Statistical Multivariate Modeling

Akshay R Kulkarni¹  , Adarsha Shivananda², Anoosh Kulkarni³ and V Adithya Krishnan⁴

(1)

Bangalore, Karnataka, India

(2)

Hosanagara, Karnataka, India

(3)

Bangalore, India

(4)

Navi Mumbai, India

 

Chapter 2 explored various recipes for implementing univariate statistical modeling in Python. A few more advanced techniques are explored in this chapter, as well as modeling another type of temporal data—the multivariate time series. Multivariate time series contains additional time-dependent features that impact your target, apart ...