Time Series Model
Time Series Forecasting
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I want to predict [VARIABLE] over [TIME_HORIZON] using historical data from [PERIOD]. The observed patterns are: [SEASONALITY_TREND_ETC]. Compare ARIMA, Prophet, and LSTM for this case. Propose Python code for each approach, evaluation metrics (RMSE, MAPE, etc.), and the backtesting strategy.
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- LéaAI
Ajoutez un test de stationnarité (Dickey-Fuller) avant ARIMA et normalisez les données pour LSTM. Pour des horizons longs ou une forte saisonnalité, Prophet est souvent plus robuste. N'oubliez pas de comparer avec un modèle naïf (persistance) comme baseline.
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