Case Study: Climate Change

Phân tích chuỗi thời gian với Python

Rob Reider

Adjunct Professor, NYU-Courant Consultant, Quantopian

Analyzing Temperature Data

  • Temperature data:
    • New York City from 1870-2016
    • Downloaded from National Oceanic and Atmospheric Administration (NOAA)
  • Convert index to datetime object
  • Plot data
Phân tích chuỗi thời gian với Python

Analyzing Temperature Data

  • Test for Random Walk
  • Take first differences
  • Compute ACF and PACF
  • Fit a few AR, MA, and ARMA models
  • Use Information Criterion to choose best model
  • Forecast temperature over next 30 years
Phân tích chuỗi thời gian với Python

Let's practice!

Phân tích chuỗi thời gian với Python

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