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timeseries's Introduction

ct_intel_timeseries

Prerequisites:

  • Python programing
  • Working knowledge of Pandas and Sklearn
  • Basic statistics

Lesson 1 - Introduction to Time Series

Learning Objectives:

  • Define time series
  • Explain why time series analysis is important
  • Identify time series applications
  • Explain how to decompose trend, seasonality, and residuals
  • Explain how to decompose additive, multiplicative, pseudo-additive models
  • Use Python to create a time series forecasting model

Topics:

  • Introduction to time series
  • Applications of time series
  • Examples of time series
  • Time series decomposition: Trends, Seasonality, Residuals
  • Time series decomposition models: Additive, Multiplicative, Pseudo-Additive

Lesson 2 - Stationarity

Learning Objectives:

  • Define stationarity
  • Explain how to transform nonstationary time series data
  • Describe methods for determining stationarity
  • Use Python identify nonstationary time series data

Topics:

  • What is stationarity?
  • Why is stationarity important?
  • Mathematical transformations: differencing, detrending, logarithms
  • Determining stationarity: visualization, gaussian distribution, summary statistics, statistical tests

Lesson 3 - Smoothing

Learning Objectives:

  • Explain the need for data smoothing
  • List common data smoothing techniques
  • Explain how common data smoothing techniques work
  • Use Python to smooth time series data

Topics

  • Naive Implementation
  • Simple Average
  • Moving Average
  • Weighted Moving Average
  • Single Exponential Smoothing
  • Double Exponential Smoothing
  • Triple Exponential Smoothing (Holt-Winters)

Lesson 4 - Autocorrelation

Learning Objectives:

  • Define autocorrelation
  • Describe the autocorrelation and partial autocorrelation functions
  • Explain how autoregressive and moving average models work
  • Use Python to build autocorrelation models

Topics

  • Autocorrelation Function (ACF)
  • Partial Autocorrelation Function (PACF)
  • Autoregressive Models (AR)
  • Moving Average Models (MA)
  • Identifying AR or MA model

Lesson 5 - ARMA, ARIMA, and SARIMA

Learning Objectives:

  • Explain how ARMA, ARIMA, and SARIMA models work
  • Describe how to determine the order of p and q
  • List common guidelines for building ARMA and ARIMA models
  • Use Python to implement ARMA, ARIMA, and SARIMA models

Topics

ARMA, ARIMA, and SARIMA Models Determining the order of p and q Guidelines SARIMA

Lesson 6 - Advanced Time Series

Learning Objectives:

  • Describe how to use control charts for anomaly detection
  • Explain Kalman filters
  • Use Kalman filters for time series analysis

Topics

  • Anomaly Detection: Control Charts
  • Kalman Filters

Lesson 7 - Signal Transformations

Learning Objectives:

  • Identify the varieties and usefulness of signal transformations
  • Differentiate between various signal transformation techniques

Topics

  • Sine Wave
  • Fourier Transform (FT) and Inverse Fourier Transform (IFT)
  • Properties of FT
  • Common FT
  • Transfer Functions and Bode Plots
  • Filters: low pass, high pass, band pass, band stop
  • Butterworth Filters
  • Window Functions: Hann and Tukey

Lesson 8 - Time Series through Deep Learning

Learning Objectives:

  • Explain how deep learning is used in time series analysis
  • Describe RNN and LSTM architectures
  • Use Python to implement deep learning models for time series forecasting

Topics:

  • One to One and One to Many Problem
  • Recurrent Neural Networks (RNN)
  • Long Short Term Memory (LSTM)

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