How to Model Time Series in Python

Understanding the random walk model and the moving average process

Marco Peixeiro
Towards Data Science
6 min readMay 18, 2020

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Photo by insung yoon on Unsplash

In this article, we introduce two models to start modelling time series:

  • random walk
  • moving average process

This article is meant to be hands-on. So make sure to start you Jupyter notebook and follow along!

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Senior data scientist | Author | Instructor. I write hands-on articles with a focus on practical skills.