Useful Links
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
Foundational Concepts and Data Preparation
Time Series Objects and Data Structures
Data Formats
Arrays and Matrices
DataFrames
Specialized Time Series Objects
Indexing and Slicing
Time-Based Indexing
Range Selection
Conditional Selection
Software-Specific Structures
Python pandas
R ts and xts Objects
Other Statistical Software
Handling Time and Date Information
Timestamps and Periods
Date and Time Formats
Parsing Dates and Times
Period vs. Instant Representation
Frequency and Periodicity
Common Frequencies
Frequency Conversion
Irregular Frequencies
Time Zones
Time Zone Localization
Time Zone Conversion
Daylight Saving Time Issues
Resampling and Aggregation
Upsampling
Downsampling
Aggregation Functions
Data Quality and Preprocessing
Data Validation
Consistency Checks
Range Validation
Logical Validation
Handling Missing Values
Identifying Missing Data Patterns
Missing Data Mechanisms
Imputation Methods
Mean and Median Imputation
Last Observation Carried Forward
Next Observation Carried Backward
Model-Based Imputation
Interpolation Techniques
Linear Interpolation
Spline Interpolation
Time-Based Interpolation
Deletion Strategies
Outlier Detection and Treatment
Statistical Methods
Visual Identification
Treatment Strategies
Data Transformations
Variance Stabilization
Logarithmic Transformations
Square Root Transformations
Box-Cox Transformations
Normalization and Standardization
Z-Score Standardization
Min-Max Scaling
Robust Scaling
Economic Adjustments
Deflating for Inflation
Real vs. Nominal Values
Seasonal Adjustment
Differencing
First-Order Differencing
Higher-Order Differencing
Seasonal Differencing
Visualizing Time Series Data
Basic Time Plots
Line Plots
Multiple Series Plots
Subplot Arrangements
Seasonal Visualization
Seasonal Plots
Seasonal Subseries Plots
Polar Seasonal Plots
Correlation Visualization
Lag Plots
Scatter Plot Matrices
Correlation Heatmaps
Distribution Visualization
Histograms
Density Plots
Box Plots by Period
Advanced Visualization
Calendar Plots
Spectral Plots
Phase Plots
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1. Introduction to Time Series
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3. Descriptive Analysis and Decomposition