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 |
|---|---|
|
Stationarity, autocorrelation, decomposition |
|
ARIMA, SARIMA, Exponential Smoothing |
|
Prophet for business forecasting |
|
LSTM, Temporal Convolutional Networks, Transformers |
|
Anomaly detection, multivariate forecasting |
|
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 β Start here
02_classical_statistical_methods.ipynb
03_facebook_prophet.ipynb β Practical and fast
04_deep_learning_time_series.ipynb
05_advanced_techniques_applications.ipynb
06_practical_applications_exercises.ipynb