ARIMA Time Series Modeling Project Template for Python Version 6

As I work on practicing and solving machine learning (ML) problems, I find myself repeating a set of steps and activities repeatedly.

Thanks to Dr. Jason Brownlee’s suggestions on creating a machine learning template, I have pulled together a project template that can be used to support time series analysis using the ARIMA modeling and Python.

Version 6 of the time series template contains minor adjustments and corrections to the prevision version of the template. Also, the new template added and updated the sample code to support:

  • Downloading data from the Federal Reserve Bank’s FRED database.
  • A more flexible out-of-sample forecasting length. The forecasting size used to be equal to the test data size by default.

You will find the Python time series template on the Machine Learning Project Templates page.