From Time Series Confusion to Forecasting London’s NO₂: What My First Real Forecasting Project...
Summary
This article chronicles a practitioner's initial real-world time series forecasting project, centered on predicting nitrogen dioxide (NO₂) levels in London. The author details the practical challenges encountered, beginning with the crucial task of cleaning imperfect air-quality data. The project involved navigating difficulties with established forecasting methodologies, specifically mentioning struggles with both ARIMA and Prophet models. A significant learning point highlighted is the discovery and application of time-based cross-validation, a technique crucial for robust evaluation in time series contexts. The narrative also encompasses the process of comparing different forecasting approaches to achieve reliable predictions for environmental data.
Key takeaway
For data scientists or AI students embarking on their first real-world time series forecasting project, recognize that initial data quality will likely be imperfect, demanding significant cleaning effort. Do not be discouraged if common models like ARIMA or Prophet present challenges; instead, prioritize discovering and implementing appropriate validation strategies such as time-based cross-validation. This approach will ensure your model comparisons are robust and your predictions for complex data, like environmental metrics, are reliable.
Key insights
Real-world time series forecasting demands robust data cleaning and appropriate validation beyond standard models.
Principles
- Imperfect data necessitates thorough cleaning.
- ARIMA and Prophet models may prove challenging.
- Time-based cross-validation improves robustness.
Method
Clean imperfect data, experiment with models like ARIMA and Prophet, then apply time-based cross-validation for robust comparison.
In practice
- Clean real-world air-quality datasets.
- Test ARIMA and Prophet for NO₂.
- Apply time-based cross-validation.
Topics
- Time Series Forecasting
- Air Quality Data
- NO₂ Prediction
- Data Cleaning
- ARIMA Model
- Prophet Model
- Time-based Cross-Validation
Best for: Data Scientist, AI Student
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Editorial summary, takeaway, and curation by AIssential. Original article published by Data Science on Medium.