Hands-on Time Series Analysis with Python: From Basics to Bleeding Edge Techniques

© B V Vishwas and Ashish Patel 2020

B. V. Vishwas, A. PATELHands-on Time Series Analysis with Pythonhttps://doi.org/10.1007/978-1-4842-5992-4_4

4. Regression Extension Techniques for Time-Series Data

B V Vishwas¹  and Ashish Patel²

(1)

Infosys, Bengaluru, India

(2)

Cygnet Infotech Pvt Ltd, Ahmedabad, India

 

In this chapter, you will learn how to leverage regression techniques to solve time-series problems efficiently. Regression is a supervised learning technique in machine learning where you try to estimate target variables using one or multiple regressors. In this chapter, you will learn what stationary means in time-series data as well as how to make data stationery, how to interpret p-values, and how to test whether a series is stationary. Finally, ...