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A Deep Dive on ARIMA Models

From white noise to SARIMAX and beyond

Matt Sosna
Towards Data Science
24 min readAug 12, 2021

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Photo by dastan khdir on Unsplash

Predicting the future has forever been a universal challenge, from decisions like whether to plant crops now or next week, marry someone or remain single, sell a stock or hold, or go to college or play music full time. We will never be able to perfectly predict the future [1], but we can use…

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Sr ML Engineer @ Meta. Princeton PhD. Dad. Write about data science, machine learning, statistics, Python. Addicted to learning how things work. Views my own.