Articles in this series
Time Series Forecasting - Part I · A time series is a series of data points ordered in time. Time is often the independent variable and the objective is...
Time Series Forecasting - Part II · ARIMA models are a simple but powerful way of modelling time series. We saw that in the previous part. An...
Time Series Forecasting - Part III · Time series can be seasonal. What does this mean? It means that our data exhibits a season or cycle that regularly...
Time Series Forecasting - Part IV · Volatility is a statistical measure of the dispersion of data or variance around its mean over a certain period of...
Time Series Forecasting - Part V · ARCH/GARCH models can assist or improve the forecast of ARIMA models. Firstly, time series data must be stationary for...
Time Series Forecasting - Part VI · When working with time series data, it is important to assess the quality of a model in a way that accurately...
