Class: STATS 207 - Time Series Analysis
Code (in Python): Google Colab
We sought to build a 3 day ahead prediction for the air quality index of Santa Clara County. We approached the problem with increasingly complex models (ARMA, VARIMA, LSTM) and evaluated the performance increase with a sliding window cross-validation strategy. We specifically included AQI and meteorology data features from surrounding counties and improved performance when using relevant features.
Our presentation slides can be found here.