mihaelagrigore / Time-series-exploration-Crypto-Price

I wanted to see a notebook / tutorial that would take me through the basics of working with time series. Most notebooks I found were not very rigorous. So I wrote my own. This is: 1. a good starting point for understanding time series data and how it differs from problems with other type of tabular data 2. a cookbook to be used for exploration when starting to work with a new dataset

Tutorial-Time-series-exploration-Crypto-Price

I wanted to see a notebook / tutorial that would take me through the basics of working with time series.

Most notebooks I saw were either not very rigorous or they took me straight into price prediction using some methods, which is not what I needed right away.

So I wrote my own introductory notebook. I acquired most of the information I used here through reading Introduction to Time Series Forecasting With Python by Jason Brownlee.

What this notebook is:

• a good starting point for understanding time series data and how it differs from problems with other type of tabular data
• a cookbook to use for exploration when starting to work with a new dataset

What this notebook is not:

• it is not about prediction. It stops at exploration and understanding the data.
• it's not meant for advanced practitioners of asset price prediction - unless you want to revisit some concepts.

Contents

1. Quick overview
2. Dataset description
3. Basic trading data visualization
4. Preprocessing
5. Feature engineering
6. Typical time series visualizations
7. Power transforms
8. Temporal structure of time series data
9. Model evaluation