Time Series Analysis and Forecasting

  1. Advanced Topics and Applications
    1. Anomaly Detection
      1. Statistical Methods
        1. Control charts
          1. Z-score methods
            1. Isolation forests
            2. Machine Learning Approaches
              1. One-class SVM
                1. Autoencoders
                  1. LSTM-based detection
                  2. Time Series Specific Methods
                    1. Seasonal decomposition
                      1. ARIMA residuals
                        1. Change point detection
                      2. Structural Breaks and Change Points
                        1. Detection Methods
                          1. CUSUM tests
                            1. Chow test
                              1. Bai-Perron test
                              2. Segmentation Algorithms
                                1. Binary segmentation
                                  1. Optimal partitioning
                                    1. PELT algorithm
                                    2. Model Adaptation
                                      1. Regime-switching models
                                        1. Time-varying parameters
                                      2. Multiple Seasonalities
                                        1. Complex Seasonal Patterns
                                          1. Multiple seasonal cycles
                                            1. Nested seasonalities
                                              1. Irregular seasonal patterns
                                              2. Specialized Models
                                                1. TBATS models
                                                  1. Prophet model
                                                    1. Fourier series methods
                                                    2. Decomposition Methods
                                                      1. Multiple seasonal decomposition
                                                        1. X-13ARIMA-SEATS
                                                      2. Hierarchical Time Series
                                                        1. Hierarchical Structure
                                                          1. Aggregation levels
                                                            1. Grouping variables
                                                              1. Cross-temporal hierarchies
                                                              2. Forecasting Approaches
                                                                1. Bottom-up approach
                                                                  1. Top-down approach
                                                                    1. Middle-out approach
                                                                    2. Forecast Reconciliation
                                                                      1. Optimal reconciliation
                                                                        1. MinT reconciliation
                                                                          1. Coherent forecasts
                                                                        2. Probabilistic Forecasting
                                                                          1. Prediction Intervals
                                                                            1. Parametric intervals
                                                                              1. Bootstrap intervals
                                                                                1. Quantile regression
                                                                                2. Density Forecasting
                                                                                  1. Full predictive distributions
                                                                                    1. Kernel density estimation
                                                                                      1. Mixture models
                                                                                      2. Bayesian Approaches
                                                                                        1. Bayesian time series models
                                                                                          1. MCMC methods
                                                                                            1. Variational inference
                                                                                          2. High-Frequency Time Series
                                                                                            1. Intraday Patterns
                                                                                              1. Microstructure effects
                                                                                                1. Seasonality patterns
                                                                                                  1. Volatility clustering
                                                                                                  2. Modeling Challenges
                                                                                                    1. Irregular spacing
                                                                                                      1. Market microstructure noise
                                                                                                        1. Jumps and outliers
                                                                                                        2. Specialized Methods
                                                                                                          1. Realized volatility
                                                                                                            1. GARCH-type models
                                                                                                              1. Point processes
                                                                                                            2. Forecasting at Scale
                                                                                                              1. Automated Forecasting
                                                                                                                1. AutoML approaches
                                                                                                                  1. Model selection automation
                                                                                                                    1. Parameter tuning
                                                                                                                    2. Computational Efficiency
                                                                                                                      1. Parallel processing
                                                                                                                        1. Distributed computing
                                                                                                                          1. GPU acceleration
                                                                                                                          2. Production Systems
                                                                                                                            1. Model deployment
                                                                                                                              1. Monitoring and maintenance
                                                                                                                                1. A/B testing frameworks
                                                                                                                                2. Large-Scale Applications
                                                                                                                                  1. Retail demand forecasting
                                                                                                                                    1. Energy load forecasting
                                                                                                                                      1. Financial risk management

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                                                                                                                                  8. Model Evaluation and Validation

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                                                                                                                                  1. Introduction to Time Series Data