UsefulLinks
1. Introduction to Time Series
2. Foundational Concepts and Data Preparation
3. Descriptive Analysis and Decomposition
4. Stationarity and Unit Root Analysis
5. Autocorrelation and Dependence Structure
6. Classical Forecasting Methods
7. ARIMA Modeling
8. Seasonal ARIMA Models
9. Advanced Univariate Models
10. Volatility Modeling
11. Multivariate Time Series
12. State Space Models and Kalman Filtering
13. Machine Learning for Time Series
14. Forecasting Evaluation and Model Selection
15. Practical Forecasting Considerations
16. Software and Implementation
  1. Statistics

Time Series Analysis

1. Introduction to Time Series
2. Foundational Concepts and Data Preparation
3. Descriptive Analysis and Decomposition
4. Stationarity and Unit Root Analysis
5. Autocorrelation and Dependence Structure
6. Classical Forecasting Methods
7. ARIMA Modeling
8. Seasonal ARIMA Models
9. Advanced Univariate Models
10. Volatility Modeling
11. Multivariate Time Series
12. State Space Models and Kalman Filtering
13. Machine Learning for Time Series
14. Forecasting Evaluation and Model Selection
15. Practical Forecasting Considerations
16. Software and Implementation
15.
Practical Forecasting Considerations
15.1.
Forecast Horizon Selection
15.1.1.
Short-Term vs. Long-Term
15.1.2.
Forecast Accuracy Decay
15.1.3.
Business Requirements
15.2.
Data Frequency and Aggregation
15.2.1.
Temporal Aggregation Effects
15.2.2.
Mixed Frequency Models
15.2.3.
Bridge Equations
15.3.
Real-Time Forecasting
15.3.1.
Data Revisions
15.3.2.
Nowcasting
15.3.3.
Model Updating
15.4.
Forecast Communication
15.4.1.
Uncertainty Communication
15.4.2.
Scenario Analysis
15.4.3.
Risk Assessment
15.5.
Automated Forecasting
15.5.1.
Model Selection Algorithms
15.5.2.
Parameter Optimization
15.5.3.
Forecast Monitoring
15.6.
Special Situations
15.6.1.
Intermittent Demand
15.6.2.
Count Data
15.6.3.
Hierarchical Forecasting
15.6.4.
Forecast Reconciliation

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14. Forecasting Evaluation and Model Selection

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16. Software and Implementation

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