Notes

Note Files

Note files are expected to be viewed in the given order.

• Glossary
• Prelimiaries
• Stationary Time Series
• Frequency Analysis
• Backshift Notation
• Filtering
• Autoregressive Models (AR)
• Moving Average Models (MA)
• Autoregressive Moving Average Models (ARMA)
• Non-Stationary Models (ARIMA and ARUMA)
• Forecasting
• Model ID and Model Assessment
• Multivariate Time Series
• Neural Networks

Reference Sheets

• Reference Sheet: Reference sheet for tests (src)
• tswge Quick Reference Sheet: Reference sheet for tswge an R package (src)

Reference

Code and notes are my own. However, the code and notes are based on Time Series (MSDS6373) developed at SMU by Wayne Woodward and Bivin Sadler. This repo references the version of the class taught in Spring 2020 by Bivin Sadler. Class lectures are referenced by the title in each file but, are not publicly available. The repo for this class is located here. References for books used are given in each file.