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Practical Predictive Analytics by Ralph Winters

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Exploring time series data

Many time series studies start out by exploring one data metric which has been measured across equally spaced time intervals. From a data science perspective, we could be interested in identifying various segments of a time series which could be exhibiting interesting trends, or cyclical or seasonal patterns. So, we always begin time series by looking at the data graphically, and producing aggregate measures before proceeding with the modeling.

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