Time Series Analysis

playlist.md

ritvikmath's original playlist organized into a recommended viewing order:

Introduction and Fundamentals

1. Why Are Time Series Special? : Time Series Talk
2. Time Series Talk : Stationarity
3. Unit Roots : Time Series Talk
4. Time Series Talk : White Noise
5. Cleaning Time Series Data : Time Series Talk

Core Concepts

1. Time Series Talk : Autocorrelation and Partial Autocorrelation
2. ACF & PACF Code Example : Time Series Talk
3. Time Series Talk : Lag Operator
4. Augmented Dickey Fuller Test + Code

Models

Autoregressive (AR) Models

1. Time Series Talk : Autoregressive Model
2. AR Model Code Example : Time Series Talk

Moving Average (MA) Models

1. Time Series Talk : Moving Average Model
2. MA Model Code Example : Time Series Talk
3. Time Series Talk : Moving Average and ACF
4. Invertibility of Time Series : Time Series Talk
5. Invertibility II : Time Series Talk

ARMA Models

1. Time Series Talk : ARMA Model
2. Coding ARMA Model : Time Series Talk

ARIMA Models

1. Time Series Talk : ARIMA Model

Seasonal ARIMA (SARIMA) Models

1. Time Series Talk : What is Seasonality ?
2. Time Series Talk : Seasonal ARIMA Model
3. Coding the SARIMA Model : Time Series Talk

ARCH and GARCH Models

1. Time Series Talk : ARCH Model
2. GARCH Model : Time Series Talk
3. Coding the GARCH Model : Time Series Talk

Vector Auto Regression (VAR) Models

1. Vector Auto Regression : Time Series Talk
2. VAR Model in Python : Time Series Talk

Advanced Topics and Applications

1. Evaluating Time Series Models : Time Series Talk
2. Granger Causality : Time Series Talk
3. Granger Causality in Python : Data Science Code
4. Full Time Series Example : Time Series Talk
5. Time Series Model Selection (AIC & BIC) : Time Series Talk
6. Anomaly Detection : Time Series Talk
7. Robust Anomaly Detection + Seasonal-Trend Decomposition : Time Series Talk
8. Bayesian Time Series : Time Series Talk
9. The Yule Walker Equations : Time Series Talk

Stock Market Applications

1. How To Get Stock Price Data with Python : Time Series Talk
2. Stock Forecasting with GARCH : Stock Trading Basics
3. Basics of Stock Trading : Stock Trading Principles
4. Candlestick Patterns : Stock Trading Basics
5. Intermediate Candlestick Patterns : Stock Trading Basics
6. Predicting Stock Prices and Making $$$ Using the ARMA Model
7. I Day Traded $500 of Stocks using the ARMA Model
8. I Day Traded $500 of Stocks using ARMA .. This is What Happened
9. I Day Traded $1000 of Stocks using the LSTM Model
10. I Beat the Market Using LSTM to Trade $1000 of Stocks ... kind of

Related Concepts

1. Low Pass Filters & High Pass Filters : Data Science Concepts
2. Recurrent Neural Networks : Data Science Concepts
3. LSTM Networks: Explained Step by Step!
4. Backtesting : Time Series Talk

Potentially Less Relevant/Specific

1. How I Pick Stocks.
2. I Bought $500 of Stocks Using Graph Theory and the Sharpe Ratio
3. I Bought $500 of Stocks using Data Science. This is What Happened.
4. I Made More Money Watching Love is Blind than with Data Science