nayefahmad/time-series-notes

Notes on time series and forecasting methods

Time series notes

Notes on time series and forecasting methods

Contents

1. Generating date ranges in pandas
2. Croston's method for forecasting intermittent demand
3. Demonstrating that t-tests should not be used for time series data
4. Modeling autocorrelations: Newey-West HAC and ARIMA models
5. Trend-stationary versus difference-stationary time series

Repo structure

• src directory: code files
• .pre-commit-config.yaml: config for use with pre-commit. It specifies what hooks to use. Once this file is created, if you run pre-commit install, the pre-commit tool will populate the pre-commit file in the ./.git/hooks directory. Helpful references:
  • Automate Python workflow using pre-commits: black and flake8
  • Keep your code clean using Black & Pylint & Git Hooks & Pre-commit
  • pre-commit docs
• .flake8: config for Flake8. Mainly used to specify max-line-length=88, to match Black's default
• requirements.txt: python packages used