The Supervised Learning Workshop

4. Autoregression

Overview

This chapter will teach you how to implement autoregression as a method for forecasting values depending on past values. By the end of this chapter, you will be able to create an autoregression model and construct time series regression models using autoregression. You will be fully equipped to use autoregressors to model datasets and predict future values.

Introduction

In the previous chapter, we studied the different methods used to construct linear regression models. We learned how to use the least squares method to develop linear models. We made use of dummy variables to improve the performance of these linear models. We also performed linear regression analysis with a polynomial model to improve the model's ...