Time Series

Notes on time-series structure, dependence, ARIMA models, exponential smoothing, and practical simulations.

• Characteristics

  Formulations, measures of dependence, and exercises.

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• ARIMA

  Backward shifts, smoothing, AR, MA, ARMA, ARIMA, and a walkthrough.

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• Exponential smoothing

  Simple, trend-aware, and seasonal exponential smoothing.

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• Code and simulations

  Python implementations for ACF, PACF, ARIMA, SARMA, and smoothing.

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