smoothing
16
LOESS
Time Series Analysis
about
who cares?
start here
1
the boring stuff you absolutely need to do
2
pandas
3
pyplot
4
learn by example
resampling
5
motivation
6
resampling
7
upsampling, interpolation
8
FAQ
outliers and gaps
9
motivation
10
Z-score
11
IQR (Inter Quartile Range)
best practices
12
motivation
13
dates
smoothing
14
motivation
15
convolution
16
LOESS
17
a perfect smoother
stationarity
18
motivation
19
stochastic processes
20
autocorrelation
time lags
21
motivation
22
cross-correlation
23
dynamic time warp
24
LDTW
frequency
25
Motivation
26
Fourier transform
27
filtering
28
Nyquist-Shannon sampling theorem
seasonality
29
motivation
30
seasonal decomposition
31
Hilbert transform
rates of change
32
motivation
33
derivatives
34
finite differences
35
Fourier-based derivatives
36
LOESS-based derivatives
forecasting
37
motivation
38
ARIMA
technical stuff
sources
16
LOESS
Code
15
convolution
17
a perfect smoother