Time series
This section is very introductory.
Moving avarage
Take in mind the simple mean (unweighted).
X |
X.shift(1) |
X.shift(2) |
\(x_{1}\) |
NaN |
NaN |
\(x_{2}\) |
\(x_{1}\) |
NaN |
\(x_{3}\) |
\(x_{2}\) |
\(x_{1}\) |
\(x_{4}\) |
\(x_{3}\) |
\(x_{2}\) |
\(x_{5}\) |
\(x_{4}\) |
\(x_{3}\) |
Then you can construct a sum of each column.
Material
Model |
Material |
|---|---|
Introduction financial series |
|
Introduction to decomposition |
|
Introduction to stationarity |
|
Introduction to ARIMA |
|
ARIMA excersice |