2024/2025 Schedule

Week 1, 29 Oct 2024

Introduction

Course overview, setting of expectations, introduction to Jupyter Notebooks, loading data and plotting it. We will review the learn by example page you were asked to run before the semester started.

Resampling. Downsampling and upsampling. Date formats.

Assignment 1, due 12 Nov 2024

Week 2, 5 Nov 2024

Smoothing. Sliding windows to compute averages and other operations, fitting a model to data, the Savitsky-Golay filter.

Week 3, 12 Nov 2024

Outliers. Identification using non robust and robust methods, leveraging sliding windows to identify outliers. Should we replace outliers? For what?

Assignment 2, due 26 Nov 2024

Week 4, 19 Nov 2024

Stationarity: random processes, statistics refresher, AR processes

Week 5, 26 Nov 2024

Stationarity: ACF and PACF graphs

Assignment 3, due 10 Dec 2024

Week 6, 3 Dec 2024

Stationarity: Forecasting, ARIMA, SARIMA, SARIMAX

Week 7, 10 Dec 2024

Assignment 4, due 31 Dec 2024

Week 8, 17 Dec 2024

Seasonality

24 Dec 2024

Time lags No classes.

Week 9, 31 Dec 2024

Frequency

Assignment 5, due 14 Jan 2025

Week 10, 7 Jan 2025

Frequency

Week 11, 14 Jan 2025

Frequency

Assignment 6, due 28 Jan 2025

Week 12, 21 Jan 2025

Rate of change

Week 13, 28 Jan 2025

Final project, due 4 Mar 2025