A random walk in Time Series Modeling

Andrew Carr
Elastic Engineer

About Me

Agriculture

PlaceHolder: Map

About Me

DevOps

Time Series Learning Resources

Great Learning Resources

Calculus: 3Blue1Brown

Great Learning Resources

Financial markets and software engineering: Part Time Larry (YouTube)

Etherium Modelling

Overall Approach

Etherium Modelling

FastAI Model

50.3% Accuracy

Etherium Modelling

# Python
import pandas as pd
from prophet import Prophet

df = pd.read_csv('https://raw.githubusercontent.com/facebook/prophet/main/examples/example_wp_log_peyton_manning.csv')

m = Prophet()
m.fit(df)

future = m.make_future_dataframe(periods=365)
future.tail()

forecast = m.predict(future)
fig1 = m.plot(forecast)