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Time Series Foundations

Stationarity, autocorrelation, ARIMA and state space models, seasonality and honest backtesting.

4concepts
56flashcards
28minutes of reading
Start with Seasonality and Decomposition Drill the deck
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  1. 01 Seasonality and Decomposition Splitting a series into trend, seasonal and remainder components, and the choice between additive and multiplicative structure that determines whether the seasonal pattern grows with the level. beginner 7m 12 cards