Phase 26: Time Series Analysis β€” Start HereΒΆ

Analyze and forecast sequential data β€” from stock prices to sensor readings to web traffic β€” using classical statistics and modern deep learning.

What Is Time Series Analysis?ΒΆ

Time series are observations ordered in time. The goal is to:

  • Understand patterns: trend, seasonality, cycles

  • Forecast future values

  • Detect anomalies in real time

Notebooks in This PhaseΒΆ

Notebook

Topic

01_time_series_fundamentals.ipynb

Stationarity, autocorrelation, decomposition

02_classical_statistical_methods.ipynb

ARIMA, SARIMA, Exponential Smoothing

03_facebook_prophet.ipynb

Prophet for business forecasting

04_deep_learning_time_series.ipynb

LSTM, Temporal Convolutional Networks, Transformers

05_advanced_techniques_applications.ipynb

Anomaly detection, multivariate forecasting

06_practical_applications_exercises.ipynb

Real datasets: stock, weather, electricity

Methods OverviewΒΆ

Method

Strengths

When to Use

ARIMA

Interpretable, few params

Short univariate series

Prophet

Handles holidays, seasonality

Business KPIs

LSTM

Long-range dependencies

Complex multivariate data

Transformers

Parallelizable, long context

Large-scale forecasting

N-BEATS / N-HiTS

State-of-the-art accuracy

Production forecasting

PrerequisitesΒΆ

  • Python and NumPy/Pandas

  • Basic statistics

  • Neural Networks helpful for DL notebooks

Learning PathΒΆ

01_time_series_fundamentals.ipynb      ← Start here
02_classical_statistical_methods.ipynb
03_facebook_prophet.ipynb              ← Practical and fast
04_deep_learning_time_series.ipynb
05_advanced_techniques_applications.ipynb
06_practical_applications_exercises.ipynb