Time Series Analysis

home/teaching/timeseries

In Construction

This course does not exist yet, but I already started uploading the course material, it’s all very rough.
Enjoy :)

NaN, outliers, missing data

Graphs, NaN, Missing data, Outliers, resampling, filling missing data, smoothing (moving average, SavGol).
Data for this lecture: file1, file2.

Seasonal decomposition

Split a periodic time series into three components: trend, seasonal (periodic) and residual (all the rest!)

Convolution

Learn about running averages, how to smooth a curve, and what the heck a kernel is :)