Time Series Analysis

Basic Statistical Concepts

• Covariate
• Partial Correlation

Classical Time Series Approach

• Time-Series Components
  • Trend
  • Seasonality
  • Cycle
  • Irregularity
• Time-Series Decomposition
  • Additive Decomposition
  • Multiplicative Decomposition
• Stationarity
• Differencing
• Auto-Correlation
  • ACF: Auto-Correlation Function
  • PACF: Partial ACF
• Auto-regressive Model
• Moving-Average Model
• ARMA & ARIMA Model
• SARIMA & SARIMAX Model
• Backshift Operator

Model-based Time Series Approach

• Gaussian Process
• Gaussian Process Regression

DL-based Time Series Approach

• RNN & LSTM

Study Materials

• 『Forecasting: Principles and Practice』 Rob & George