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The Supervised Learning Workshop - Second Edition
book

The Supervised Learning Workshop - Second Edition

by Blaine Bateman, Ashish Ranjan Jha, Benjamin Johnston, Ishita Mathur, Tiffany Ford, Sukanya Mandal, Ashish Pratik Patil
February 2020
Beginner to intermediate
532 pages
9h 36m
English
Packt Publishing
Content preview from The Supervised Learning Workshop - Second Edition

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 ...

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Publisher Resources

ISBN: 9781800209046