AnnaValentinaHirsch/OCTimeSeriesPrediction

First part - Classical Time-Series-Models (AR-MA-ARMA-ARIMA-SARIMA-SARIMAX-VAR)

ALL REQUIRED:

https://www.youtube.com/playlist?list=PLqYFiz7NM_SMC4ZgXplbreXlRY4Jf4zBP

https://www.youtube.com/playlist?list=PL_iP0SGUzx9SvI_loo4I6orC-6o5-7hKp

https://www.youtube.com/playlist?list=PLtIY5kwXKny91_IbkqcIXuv6t1prQwFhO

https://www.youtube.com/playlist?list=PLvcbYUQ5t0UHOLnBzl46_Q6QKtFgfMGc3

OPTIONAL:

https://www.youtube.com/playlist?list=PL0vEWJI_pj7SWa-cOUZZlHtpMQ7ULrTdY

GARCH-Models:

REQUIRED:

https://www.youtube.com/playlist?list=PLzAfHlPtM1I4bPhNE5FKOi0S7erZqm5pg

https://www.youtube.com/playlist?list=PLzAfHlPtM1I7jej6_SxBAbBR-XQM0SBn0

OPTIONAL:

Copula:

REQUIRED:

https://www.youtube.com/watch?v=d_qvLDhkg00

https://www.youtube.com/watch?v=IaSGqQa5O-M

https://www.youtube.com/playlist?list=PLJYjjnnccKYDppALiJlHskU8md904FXgd

OPTIONAL:

Spectral Methods:

REQUIRED:

https://www.youtube.com/watch?v=Gka11q5VfFI

https://www.youtube.com/watch?v=WMOrCBxxgvA

https://www.youtube.com/watch?v=Prpu_U5tKkE

https://www.youtube.com/watch?v=spUNpyF58BY

https://www.youtube.com/watch?v=sa7E9qUHYXw

https://www.youtube.com/watch?v=s2K1JfNR7Sc

https://www.youtube.com/watch?v=jnxqHcObNK4

OPTIONAL:

https://www.youtube.com/playlist?list=PL6Vi_EcJpt8E96_JTKoOKY3HYWVGjf6b4

https://www.youtube.com/playlist?list=PLMrJAkhIeNNT_Xh3Oy0Y4LTj0Oxo8GqsC

https://www.youtube.com/playlist?list=PLMrJAkhIeNNSVXUvppZTYNHKQUD-oWys9

Second part - ML-Methods: From Trees to Transformers

Trees - Random Forest - Boosting:

ALL REQUIRED:

https://www.youtube.com/playlist?list=PLblh5JKOoLUKAtDViTvRGFpphEc24M-QH

https://www.youtube.com/playlist?list=PLblh5JKOoLUIE96dI3U7oxHaCAbZgfhHk

https://www.youtube.com/playlist?list=PLblh5JKOoLUJjeXUvUE0maghNuY2_5fY6

XGBoosting - LightGBM - CatBoost:

ALL REQUIRED:

https://www.youtube.com/playlist?list=PLblh5JKOoLULU0irPgs1SnKO6wqVjKUsQ

https://www.youtube.com/watch?v=KXOTSkPL2X4

https://www.youtube.com/watch?v=3Bg2XRFOTzg

https://www.youtube.com/watch?v=R5FB1ZUejXM

https://www.youtube.com/watch?v=o7cUF25hAbo

https://www.youtube.com/watch?v=ajI8y8wnV1I

RNNs + LSTMs + GRUs + LMUs:

https://www.youtube.com/watch?v=AsNTP8Kwu80

https://www.youtube.com/watch?v=YCzL96nL7j0

https://www.youtube.com/watch?v=viZrOnJclY0

https://www.youtube.com/watch?v=8t64QaTdBcU

https://www.youtube.com/watch?v=2ekL5oG6RVo

Facebook-Prophet + Amazon-DeepAR/GPVAR:

https://www.youtube.com/watch?v=j0eioK5edqg

https://www.youtube.com/watch?v=KvLG1uTC-KU

https://www.youtube.com/watch?v=xcbj0RE3kfI

https://www.youtube.com/watch?v=B_a0K2Uj85Q

Transformers + TFTs:

https://www.youtube.com/watch?v=viZrOnJclY0

https://www.youtube.com/watch?v=L8HKweZIOmg

https://www.youtube.com/watch?v=PSs6nxngL6k

https://www.youtube.com/watch?v=zxQyTK8quyY

https://www.youtube.com/watch?v=bQ5BoolX9Ag

https://www.youtube.com/watch?v=Zyj8iFSK7xY

NBEATS(x) + NHITS(x)

https://www.youtube.com/watch?v=p3Xc_TJU8SI

https://www.youtube.com/watch?v=i7JNt5qN2Sg

https://www.youtube.com/watch?v=Zyj8iFSK7xY

https://www.youtube.com/watch?v=vmb79c-RsIU