Allen Downey
Allen Downey is a professor emeritus at Olin College and Principal Data Scientist at PMC Labs. He is the author of several books -- including Think Python, Think Stats, and Probably Overthinking It -- and a blog about programming and data science. He is a consultant and instructor specializing in Bayesian statistics. He received a Ph.D. in computer science from the University of California, Berkeley, and Bachelor's and Masters degrees from MIT.
Sessions
Time series analysis provides essential tools for modeling and predicting time-dependent data, especially data exhibiting seasonal patterns or serial correlation. This tutorial covers tools in the StatsModels library including seasonal decomposition and ARIMA. We'll develop the ARIMA model bottom-up, implementing it one piece at a time, and then using StatsModels. As examples, we'll look at weather data and electricity generation from renewable sources in the United States since 2004 -- but the methods we'll cover apply to many kinds of real-world time series data.