Example of a Time Series

Components of Time Series Analysis

Trend

Seasonality

Forecasting Models

Arima Model

Exponential Smoothing

Exponential Smoothings

Implementation

Pandas

Cross-sectional data

Visualizing Time Series Data

Aggregating time series data

Time series data for individual customers

Conclusion

Example of a time series plot

Summary

Seasonal Patterns

Changing the scale on the y-axis

Building time series models

Constant trend, additive seasonality

Polynomials

Global Average Temperature Change

Laundry Days

Conclusion

What is a time series?

Examples of time series

Four aspects of time series data

Seasonality and cycles

Random variation

Conclusion

Intro

Why I am making this course

What are time series

Python example

What is forecasting

Intro

Importing plotly

Changing formatting

Minimum and maximum

Labels for the plot

Renaming columns

Resample frequency

Moving averages

Average time series

Conclusion

Visual considerations

Locking down interactivity

Manipulation of time series visuals

Value scale for time series plot

Logarithmic scaling

Growth on a log scale

Percentage change over time

Percentage change graph

Smoothing for a time series plot

Conclusion

What is a time series dataset?

Univariate time series

Bivariate time series

Multivariate time series

Wide format

Long Format

Multivariate time series datasets in long format

Advantages of long format

Choosing a format

Conclusion

Intro

What will we cover?

Crossing quarters

Calculating Percent Movements

Time series notation

General formula

Important takeaways

Measuring forecast error

Basic measures

Intro

Cross Sectional VS. Time Series

Why is Time Series Important

Creating Your Time Series Problem

Time Series Components

Decomposition Model

Autoregression

Moving Average

Stationarity and Augmented Dickey-Fuller Test

Integration - ARIMA Model

Residual Analysis

Ljung-Box Test

Aditional Questions

Autocorrelation Function

Interpretating ACF and PACF Plots

Interpreting Seasonal Orders

Conclusion

Intro

Basic Time Series Notation

Reference Point

Forecast values

Mean square error

Sigma Notation

Mean square forecast error formula

Averaging the last 3 days

Forecast Error Tip

Calculating forecast values

Time Series Databases Introduction

Database purpose built to store time series data

Sequence of Data Points over a time interval

How is time series data unique?

What are some Time Series Databases?

What is a time series?

Example of a time series

Time series plot

Plotting moving averages

Trend line

Forecasting

What is a trend?

Trend and Graphs

Seasonal variation

Removing seasonal variation

Outline

Exponential Smoothing

Arima

Machine Learning

Aws Forecast

Guard Method

Intro

Intention of Timeseries Analysis

Downloading the Dataset

Data Preparation

Dataset info

Timeseries Analysis

Handling Missing Data

AutoML Training

AutoML Model Selection

Conclusion

Intro

Why PyMC?

Linear trend with PyMC3

Seasonal components in PyMC3

Y and Z Models

Prophet's Fluent API

Multiplicative Time Series Model

Conclusion

Hierarchical Time Series Models

Future Work