June 2022

Time Series Analysis Part 5 – Oxford Temperature

Over the past 4 articles the focus was on applying time series techniques to generated time series data. The last article walked through a build up of a multiple linear regression model while incorporating time lags and trend as features. This resulted in a model with MSE comparable to the…

Time Series Analysis Part 4 – Multiple Linear Regression

byadmin June 2, 2022 Linear Regression Regression Statistics Time Series

Over the past 3 articles on time series we applied ARMA, ARIMA and SARIMA to time series examples and proceeded toward model selection via either AIC (Akaike Information Criterion) or MSE on unseen data. Here, we approach the same time series as found in Time Series Analysis Part 3 – Assessing Model Fit from a Linear Regression point of view