Time Series Analysis and Forecasting

  1. Machine Learning for Time Series
    1. Feature Engineering
      1. Lag Features
        1. Autoregressive features
          1. Lag selection methods
            1. Cross-correlation features
            2. Rolling Window Statistics
              1. Moving averages
                1. Rolling standard deviation
                  1. Rolling minimum and maximum
                    1. Rolling quantiles
                    2. Date and Time Features
                      1. Day of week effects
                        1. Month effects
                          1. Quarter effects
                            1. Year effects
                              1. Holiday indicators
                                1. Special events encoding
                                2. Cyclical Feature Encoding
                                  1. Sine and cosine transformations
                                    1. Fourier features
                                      1. Periodic encoding
                                      2. Technical Indicators
                                        1. Financial market indicators
                                          1. Momentum indicators
                                            1. Volatility indicators
                                          2. Regression-Based Approaches
                                            1. Linear Regression
                                              1. Time series regression
                                                1. Trend and seasonal variables
                                                  1. Assumptions and diagnostics
                                                  2. Polynomial Regression
                                                    1. Overfitting issues
                                                    2. Regularized Regression
                                                      1. Ridge regression
                                                        1. Lasso regression
                                                          1. Elastic net
                                                          2. Time-Varying Coefficient Models
                                                            1. Rolling window regression
                                                              1. Recursive estimation
                                                            2. Tree-Based Models
                                                              1. Decision Trees
                                                                1. Splitting criteria
                                                                  1. Pruning methods
                                                                    1. Time series adaptations
                                                                    2. Random Forests
                                                                      1. Bootstrap aggregating
                                                                        1. Feature importance
                                                                          1. Out-of-bag error
                                                                          2. Gradient Boosting
                                                                            1. Boosting algorithms
                                                                              1. XGBoost implementation
                                                                                1. LightGBM implementation
                                                                                  1. CatBoost implementation
                                                                                  2. Model Interpretation
                                                                                    1. Feature importance measures
                                                                                      1. Partial dependence plots
                                                                                        1. SHAP values
                                                                                      2. Neural Network Models
                                                                                        1. Feedforward Networks
                                                                                          1. Multi-layer perceptron
                                                                                            1. Input window design
                                                                                              1. Architecture selection
                                                                                              2. Recurrent Neural Networks
                                                                                                1. Basic RNN architecture
                                                                                                  1. Vanishing gradient problem
                                                                                                    1. Training challenges
                                                                                                    2. Long Short-Term Memory Networks
                                                                                                      1. LSTM architecture
                                                                                                        1. Gate mechanisms
                                                                                                          1. Memory cell operations
                                                                                                            1. Bidirectional LSTM
                                                                                                            2. Gated Recurrent Units
                                                                                                              1. GRU architecture
                                                                                                                1. Comparison with LSTM
                                                                                                                  1. Computational efficiency
                                                                                                                  2. Convolutional Neural Networks
                                                                                                                    1. 1D convolutions
                                                                                                                      1. Temporal convolutions
                                                                                                                        1. Dilated convolutions
                                                                                                                          1. WaveNet architecture
                                                                                                                          2. Hybrid Architectures
                                                                                                                            1. CNN-LSTM models
                                                                                                                              1. CNN-GRU models
                                                                                                                                1. Attention mechanisms
                                                                                                                              2. Advanced Deep Learning
                                                                                                                                1. Sequence-to-Sequence Models
                                                                                                                                  1. Encoder-decoder architecture
                                                                                                                                    1. Multi-step forecasting
                                                                                                                                      1. Variable length sequences
                                                                                                                                      2. Attention Mechanisms
                                                                                                                                        1. Self-attention
                                                                                                                                          1. Multi-head attention
                                                                                                                                            1. Temporal attention
                                                                                                                                            2. Transformer Models
                                                                                                                                              1. Transformer architecture
                                                                                                                                                1. Positional encoding
                                                                                                                                                  1. Time series transformers
                                                                                                                                                  2. Generative Models
                                                                                                                                                    1. Variational autoencoders
                                                                                                                                                      1. Generative adversarial networks
                                                                                                                                                        1. Normalizing flows

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                                                                                                                                                    6. Advanced Statistical Models

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                                                                                                                                                    8. Model Evaluation and Validation