🤘 Welcome to the comprehensive guide on Time-Series Analysis and Forecasting using Python 👨🏻💻. This repository is designed to equip you with the knowledge, tools, and techniques to tackle the challenges of analyzing and forecasting time-series data. Whether you're a beginner curious about the basics of time-series analysis or an advanced practitioner aiming to delve into the depths of forecasting models, this guide has something for you🫱🏻🫲🏼.
🚀 The contents are structured to provide a logical progression, starting with an introduction to the concepts and practices of time-series analysis, followed by data visualization techniques, exploratory data analysis (EDA), and more in-depth data analysis. We then transition 💥 into various forecasting methodologies, including classical statistical models, cutting-edge deep learning approaches, and the application of Facebook's Prophet tool for both univariate and multivariate forecasting 🌟 scenarios.
Cheers!! 🍻
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Introduction to Time Series Analysis(Theory)🕰
- Taxonomy of Time Series Analysis Domain
- Best Practices for Forecasting Model Selection
- Simple and Classical Forecasting Methods
- Time Series to Supervised Learning Problem
- Deep Learning for Time Series Forecasting
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Time Series Data Visualization📉
- Plotting of Pandas Df
- Adding title
- Adding Axis label
- X limits by slice
- X limit by argument
- Color and Style
- X ticks spacing
- Date formatting
- Major and Minor axis values
- Gridlines
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- Introduction with time series data
- Time resampling
- Time downsampling/upsampling
- Time Shifting
- forward shift
- backward shift
- Rolling window mean
- Expanding window mean/cumulative mean
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- Introduction to statsmodels
- Hodrick Prescott filter - Trend/cyclical components
- Time Series Stationarity
- Augmented Dickey-Fuller Test
- Granger Causality Tests
- Time series decomposition
- Additive/multiplicative models
- Moving Average
- Simple Exponentially weighted moving average(EWMA)
- Double EWMA
- Holt-Winters Method(Triple EWMA)
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Time Series Forecasting Classical Methods🤖
- Forecasting with Holts-Winter Method
- Autocorrelation function(ACF)
- Partial autocorrelation function(PACF)
- Autocovariance for 1D
- Autocorrelation for 1D
- Autoregressive model(AR(p))
- Autoregressive Moving Average(ARMA) Model
- Autoregressive Integrated Moving Average(ARIMA)
- Error/Trend/Seasonal Decomposition(ETS Decomposition)
- Seasonal Autoregressive Integrated Moving Averages(SARIMA)
- Seasonal AutoRegressive Integrated Moving Average with EXogenous Variable.
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Time Series Forecasting with Deep Learning🕸️
- MLPs for time series forecasting
- LSTMs for time series forecasting
- CNNs for time series forecasting
- Transformers for time series forecasting(under construction)