Power Point slides for chapters in Sanchez, J. "Time Series for Data Scientists." CUP 2023
Chapter 1
Introduction to Time Series Data. Data, metadata, cleaning, description
Chapter 2
Smoothing and Decomposing, a Time Series. Classical and modern approaches.
Chapter 3
Summary Statistics of Stationary Time Series
Chapter 4
The Algebra of Differencing and Backshifting.
Chapter 5
Stationary Stochastic Processes
Chapter 6
ARIMA(p,d,q)(P,D,Q)F Modeling and Forecasting
Chapter 7
Multivariate. Latent process models (slides will be posted later).
Chapter 8
Multivariate. Vector Autoregression
Chapter 9
Regression with ARMA residuals
Chapter 10
Modern machine learning methods