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09/11/2021

Temporal Structure - Part 1 - A Gentle Introduction to White Noise

White noise is an important concept in time series forecasting. If a time series is white noise, it is a sequence of random numbers and cannot be predicted. If the series of forecast errors are not white noise, it suggests improvements could be made to the predictive model. 

In this tutorial, you will discover white noise time series with Python. After completing this tutorial, you will know:
  • The definition of a white noise time series and why it matters.
  • How to check if your time series is white noise.
  • Statistics and diagnostic plots to identify white noise in Python.

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