Full review of major time series analysis tasks
Setup python environment
-
create environment
python3 -m venv env -
activate environment
source env/bin/activate (*nix)
env\Scripts\activate.bat (windows)
- install all dependencies
pip install -r requirements.txt
Contents
All materials also have solution versions, you can identify those by _solution.ipynb prefixes
ts_walkthrough - main jupyter notebook with all theoretical materials and tasks, you should start here
arima.ipynb - separate jupyter notebook for arima task
supervised.ipynb - separate jupyter notebook for supervised ML task
plotting.py - helper script for plotting utilities (used in notebooks as is, not a task)
dataset.py - helping script for data handling utilities (used in notebooks as is, not a task)
data - contains all series, used in tutorial
test.md - short test on basic time series concepts