Data Science and Analytics

Time Series Forecasting Lab

ARIMA-Based Trend and Seasonality Analysis

A multi-dataset forecasting project using decomposition, stationarity testing, and ARIMA modeling to uncover long-term behavior in production, population, and commodity price series.

RARIMATime SeriesADF TestForecasting

Primary audience

Data teamsOperations plannersMarket analysts

Screenshots coming soon

Core Model
ARIMA Forecasting
Data Window
2005 to 2025
Key Tests
Decompose + ADF
Horizon
12-Month Forecast

Story

Why this project stands out

The problem

Raw monthly data alone made long-term movement hard to interpret.

Decision-making needed clearer signals on trend direction, seasonality, and volatility across multiple domains.

The approach

Build a consistent analysis pipeline for decomposition, stationarity, and forecasting.

Applied descriptive analytics, ADF tests, and auto.arima models in R to compare behavior across three separate datasets.

The outcome

A reusable framework for interpreting and forecasting temporal patterns.

The analysis highlighted declining and rising long-run trends, seasonal effects, and confidence-bound uncertainty for forward planning.

Overview

About the Project

This project analyzes monthly time series datasets from 2005 to 2025, including airplane production, population, and rice prices. The workflow combines exploratory statistics, decomposition into trend/seasonal/residual components, Augmented Dickey-Fuller stationarity checks, and ARIMA forecasting for the next 12 months. Built in R with ggplot2, forecast, and tseries, it provides a structured decision-support pipeline for understanding long-horizon dynamics and uncertainty in real-world data.

Capabilities

Key Features

Descriptive and Distribution Analysis

Computed central tendency, dispersion, and histograms to establish baseline behavior and variability for each dataset.

Trend and Seasonality Decomposition

Split each series into trend, seasonal, and residual components to separate long-run movement from cyclical effects.

Stationarity Validation

Applied Augmented Dickey-Fuller testing to identify non-stationarity and guide model assumptions before forecasting.

ARIMA Pipeline

Used auto.arima with monthly frequency settings and generated forward predictions with uncertainty intervals.

Multi-Domain Comparison

Compared behavior across airplane production, population trends, and rice prices to identify dataset-specific dynamics.

Reproducible Analysis Scripts

Documented a clear end-to-end code path for loading, cleaning, testing, modeling, plotting, and reporting.

Engineering

Challenges & Solutions

SolutionValidated stationarity with ADF tests and selected ARIMA configurations appropriate for trend-aware forecasting.

Results

Project Outcomes

Delivered a reusable monthly time-series analytics and forecasting workflow

Identified long-term trends, seasonal behavior, and volatility across multiple domains

Validated non-stationarity and modeled short-term future movement with ARIMA

Produced interpretable visual outputs for stakeholder decision-making

Established a solid foundation for deeper econometric and causal analysis