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 ---------------------------------------------------------------------------------------- .. list-table:: Notebooks :widths: 10 20 :header-rows: 1 * - Model - Material * - Introduction financial series - `Notebook introduction `_ * - Introduction to decomposition - `Notebook decomposition `_ * - Introduction to ARIMA - `Notebook intro ARIMA `_ * - ARIMA excersice - `Notebook excercise `_