Time Series Analysis is different than other forms of data analysis. In this Julia Probabilistic Programming tutorial, you'll learn a Bayesian approach to time series analysis by creating a Bayesian Autoregressive AR(2) model using the Turing.jl package. You'll also learn a Bayesian approach to making predictions into the future. 00:00 Intro 00:58 Concepts 06:30 Set-up 08:00 Data 11:18 Bayesian Autoregressive AR(2) Time Series Model 19:42 Predictions 28:13 Final Thoughts 29:01 Outro ############################## # Links for this tutorial ############################## # Code for this tutorial (GitHub) https://github.com/julia4ta/tutorials/tree/master/Series%2009/Tutorial%2009x07 # ritvikmath. "Bayesian Time Series : Time Series Talk". 2021. (YouTube) https://youtu.be/mu-l-K8-8jA # ritvikmath. Python code for ritvikmath YouTube video. https://github.com/ritvikmath/YouTubeVideoCode/blob/main/Bayesian%20Time%20Series.ipynb # "TypeError when sampling AR(2) process using Turing.jl". 2021. Stack Overflow. https://stackoverflow.com/questions/67730294/typeerror-when-sampling-ar2-process-using-turing-jl # "Bayesian Time Series Analysis". Turing.jl Tutorials. https://turinglang.org/dev/tutorials/13-seasonal-time-series/ ############################## # Links for this series ############################## # Link to Series 9 Playlist [Julia Probabilistic Programming for Beginners] https://www.youtube.com/watch?v=zU30QOsShls&list=PLhQ2JMBcfAsgU7kZ-Ee_SDrjhJIehICmR # Turing.jl Documentation https://turinglang.org/stable/docs/using-turing/ # Turing.jl (GitHub) https://github.com/TuringLang/Turing.jl # Turing.jl Website https://turinglang.org/stable/ # StatsPlots.jl Documentation https://docs.juliaplots.org/latest/generated/statsplots/ # StatsPlots.jl (GitHub) https://github.com/JuliaPlots/StatsPlots.jl # Distributions.jl Documentation https://juliastats.org/Distributions.jl/stable/ # Distributions.jl (GitHub) https://github.com/JuliaStats/Distributions.jl # The Julia Programming Language https://julialang.org/ https://docs.julialang.org/en/v1/ https://www.youtube.com/@TheJuliaLanguage # VS Code https://code.visualstudio.com/ # Pluto.jl https://plutojl.org/ https://github.com/fonsp/Pluto.jl ############################## Join Button (Channel Membership): If you like what I do, then please consider Joining and becoming a Channel Member. https://www.youtube.com/channel/UCQwQVlIkbalDzmMnr-0tRhw/join Thank you!