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Time Series Analysis

42 terms

Terms in this group

Trend
Seasonality
Stationarity
Autocorrelation
Partial Autocorrelation
Cross-Correlation

Decomposition and Components

8 terms

Trend Component
Seasonal Component
Cyclical Component
Irregular Component
Additive Decomposition
Multiplicative Decomposition
Classical Decomposition
STL Decomposition

Stationarity and Transformations

10 terms

Weak Stationarity
Strict Stationarity
Trend Stationarity
Difference Stationarity
Order of Integration
Unit Root Process
Augmented Dickey-Fuller (ADF) Test
Differencing
Log Transformation
Box-Cox Transformation

Time Series Models

10 terms

Autoregressive (AR) Model
Moving Average (MA) Model
ARMA Model
ARIMA Model
Seasonal ARIMA (SARIMA) Model
ARIMAX Model
Vector Autoregression (VAR) Model
State Space Model
Hidden Markov Model (HMM)
Granger Causality

Forecasting Methods

8 terms

Naive Forecasting
Simple Exponential Smoothing (SES)
Holt's Linear Trend Method
Holt-Winters Method
ARIMA Forecasting
Multi-step Forecasting
Rolling Forecast Origin
Ensemble Forecasting

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