Time Series

Time Series refers to datasets whose dependent values change over time. The data points are indexed by time.

Notes mentioning this note

Machine Learning on Sequences without RNNs
Nowadays, the more common approach for problems dealing with sequences...
Statistics
Statistics is the study concerning the collection, processing and analysis...
Prediction Horizon
In Time Series forecasting, the term prediction horizon refers to...
Autoregressive Models
In time series analysis, Autoregressive (AR) Models are models that...
Moving-average Models
In time series analysis, a moving-average model is a model...
Autoregressive-moving-average models (ARMA)
In time series analysis Autoregressive-moving-average models are simply the combination...
Stationarity
When dealing with time series, it is often desirable that...
Seasonality
In time series, seasonality refers to periodic patterns in a...
ARIMA models
In time series forecasting, when dealing with non-stationary data, the...
Rolling Cross Validation for Time Series problems
Due to the sequential nature of the data in time...
Cross-Correlation
Cross-correlation is a measure of similarity between two series, X...

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