Time Series Analysis and Forecasting

  1. Data Preprocessing and Exploration
    1. Data Collection and Quality
      1. Data sources and acquisition
        1. Data quality assessment
          1. Completeness and consistency checks
            1. Temporal alignment issues
            2. Time Series Visualization
              1. Basic Time Plots
                1. Line plots
                  1. Scatter plots over time
                    1. Multiple series plotting
                    2. Seasonal Visualization
                      1. Seasonal plots
                        1. Seasonal subseries plots
                          1. Polar plots for seasonality
                          2. Distribution Analysis
                            1. Histograms by time period
                              1. Box plots by season
                                1. Density plots
                                2. Relationship Analysis
                                  1. Lag plots
                                    1. Scatter plot matrices
                                      1. Autocorrelation plots
                                    2. Time Series Decomposition
                                      1. Classical Decomposition
                                        1. Moving average methods
                                          1. Trend estimation
                                            1. Seasonal factor calculation
                                              1. Remainder computation
                                              2. X-11 Decomposition
                                                1. Methodology and steps
                                                  1. Seasonal adjustment
                                                  2. STL Decomposition
                                                    1. Seasonal and Trend decomposition using Loess
                                                      1. Advantages over classical methods
                                                        1. Parameter selection
                                                          1. Robustness features
                                                          2. Additive vs Multiplicative Decomposition
                                                            1. Model selection criteria
                                                              1. Transformation considerations
                                                            2. Transformations for Stationarity
                                                              1. Differencing Operations
                                                                1. First-order differencing
                                                                  1. Second-order differencing
                                                                    1. Seasonal differencing
                                                                      1. Combined differencing
                                                                        1. Over-differencing issues
                                                                        2. Variance Stabilization
                                                                          1. Logarithmic transformation
                                                                            1. Square root transformation
                                                                              1. Box-Cox transformation
                                                                                1. Parameter estimation for Box-Cox
                                                                                2. Trend Removal
                                                                                  1. Detrending methods
                                                                                    1. Linear detrending
                                                                                      1. Polynomial detrending
                                                                                    2. Handling Missing Values
                                                                                      1. Missing Data Patterns
                                                                                        1. Missing completely at random
                                                                                          1. Missing at random
                                                                                            1. Missing not at random
                                                                                            2. Detection Methods
                                                                                              1. Visual inspection
                                                                                                1. Statistical tests
                                                                                                2. Imputation Techniques
                                                                                                  1. Forward fill
                                                                                                    1. Backward fill
                                                                                                      1. Linear interpolation
                                                                                                        1. Spline interpolation
                                                                                                          1. Seasonal interpolation
                                                                                                            1. Model-based imputation
                                                                                                            2. Impact Assessment
                                                                                                              1. Sensitivity analysis
                                                                                                                1. Validation of imputation methods

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                                                                                                            3. Fundamental Concepts

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                                                                                                            5. Classical Forecasting Models