/TimeSeriesAnalysis-Technique

This repository is a record of studying while participating in the agricultural product price prediction competition I took the course for a deep understanding of the ARIMA model

Time series analysis technique

  • Week 1. 시계열 평활기법
  • Week 2. ARMA 모형
  • Week 3. ARMA 모형의 식별 및 예측
  • Week 4. ARIMA - 비정상적 시계열
  • Week 5. ARCH/GARCH 모형
  • Week 6. 벡터자기회귀모형(VAR)
  • Week 7. 상태공간모형