Practical Time Series Analysis

What this book covers

Chapter 1, Introduction to Time Series, starts with a discussion of the three different types of datasets—cross-section, time series, and panel. The transition from cross-sectional to time series and the added complexity of data analysis is discussed. Special mathematical properties that make time series data special are described. Several examples demonstrate how exploratory data analysis can be used to visualize these properties.

Chapter 2, Understanding Time Series Data, covers three topics, advanced preprocessing and visualization of time series data through resampling, group-by, and calculation of moving averages; stationarity and statistical hypothesis testing to detect stationarity in a time series; and various ...