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Time series are data observed over time (either in continuous time or at discrete time periods).

2 votes
1 answer
546 views

In a time series forecasting, should we apply differencing on entire dataset if one or two f...

I'm working on a time series forecasting model using VAR (Vector Autoregression). I have 6 features, out of which 2 features are not stationary. If I apply first-order differencing on those features, …
MasterBlasterCoder's user avatar
1 vote
0 answers
29 views

How to analyze data before building a timeseries forecasting model?

I want to build a timeseries forecasting model which uses LSTM layers, I want to know what analysis we have to do prior to fitting the model? My data is recorded every 20 minutes, I performed Dickey f …
MasterBlasterCoder's user avatar
4 votes
2 answers
8k views

How to inverse-difference time series data?

I'm preparing a time series model with LSTM, I noticed that the time series data is not stationary so I used diff(period=1) in pandas. I fitted the LSTM model and it looks good. I invert the differenc …
MasterBlasterCoder's user avatar