Time series example


#1

Hi
Is there a worked out example for time series prediction?
Thanks


#2

You can have a look at this repository: https://github.com/luke14free/pm-prophet


#3

Thanks for your reply, am currently using FB Prophet, however either am not using it properly or its not providing enough information for my use case, I am working with some sensor reads that are collected every five seconds, the reads are bouncing around and sometimes spike, I would like to know the probability of the last read read being a peak or a trough?

Any thoughts / suggestions?

I started looking at PYMC3 as it has a different approach to time series analysis and forecasting I guess, but not being an expert not sure how to use it.

I have uploaded a sample data set or sensor readings

Thankssample-data-pmprophet.csv (120.4 KB)


#4

You might be interested in Gaussian Process Regression, e.g.: https://docs.pymc.io/notebooks/GP-MaunaLoa.html