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0: Advanced Time Series Analysis","Advanced Time Series Analysis","Chapter 1: AutoRegressive Integrated Moving Average (ARIMA)","Chapter 1: AutoRegressive Integrated Moving Average (ARIMA)","Chapter 2: Linear, Trend, and Momentum Forecasting","Chapter 2: Linear, Trend, and Momentum Forecasting","Chapter 3: Vector Autoregressive Methods","Chapter 3: Vector Autoregressive Methods","Chapter 4: Granger Causality Test","Chapter 4: Granger Causality Test","Chapter 5 : Dynamical Forecasting Methods (Simplex and SMap Projections)","Chapter 5: Empirical Dynamic Modeling (Simplex and SMap Projections)","Introduction","Chapter 6: Convergent Cross Mapping","Applying CCM Using causal-ccm package","Chapter 7: Cross-Correlations, Fourier Transform, and Wavelet Transform","Chapter 7: Cross-Correlations, Fourier Transform, and Wavelet Transform","Chapter 8: Winningest Methods in Time Series Forecasting","Temperature Forecasting (Supplementary Notebook)","Chapter 8: Winningest Methods in Time Series Forecasting","Hyperparameter Tuning (Supplementary Notebook)","Preface: Introduction to Time Series Analysis","Time Series Handbook","Datasets"],titleterms:{"case":2,"final":20,"function":[6,13],"import":[13,19],"na\u00efv":0,"var":6,For:10,One:19,The:[6,15],Use:4,Using:[2,4,14,15],absolut:0,acceleromet:15,accuraci:0,address:13,adf:6,advanc:[0,1],affect:13,air:6,algorithm:[10,13],anaconda:22,analysi:[0,1,6,21],angat:13,appli:[4,13,14],applic:[10,13],arctic:13,area:13,arima:[2,3,6],assumpt:[4,8],asymmetr:13,attractor:[10,13],augment:6,autocorrel:4,autocovari:0,autoregress:[0,2,3,6,7],averag:[0,2,3,4],bank:6,benchmark:0,beta:13,between:15,beyond:[2,6],boost:20,build:[2,6],cage:13,calcul:10,can:[13,19],causal:[8,9,12,13,14],ccm:[12,13,14],chang:13,chaotic:10,chapter:[0,2,3,4,5,6,7,8,9,10,11,13,15,16,17,19],check:6,choos:6,chosen:6,climat:[0,2,4,6,10,13,15,18],co2:13,coeffici:4,combin:19,compar:[4,10],comparison:[6,10],complex:10,compon:2,comput:10,concept:13,consum:10,contributor:22,converg:13,correl:[6,15,16],coupl:13,covari:6,cross:[6,13,15,16],dam:13,data:[2,4,6,8,10,13,15],dataset:[0,3,6,10,14,15,17,18,19,23],decomposit:6,defin:13,definit:[6,8],depth:20,determin:[2,10],determinist:13,dickei:6,differ:10,differenc:[2,19],differenti:10,direct:[13,19],discuss:[10,11],doe:19,drown:13,dynam:[10,11,13],each:6,ecolog:13,edm:10,effect:13,embed:[10,13],emiss:13,empir:[10,11],energi:15,environ:22,error:[0,6],evalu:[0,2,6],exampl:[2,4,6,10,15],exercis:8,extract:4,far:19,featur:19,feedback:8,fevd:6,film:13,filter:15,find:2,fit:6,flow:15,follow:11,forc:13,forecast:[0,2,4,5,6,10,17,18,19],form:6,foundat:6,fourier:[15,16],frequenc:15,from:[6,10],fuller:6,gauss:4,gaussian:10,gener:[0,10],get:6,global:[6,10,13],granger:[8,9,13],gyroscop:15,handbook:22,health:6,hour:[2,4,6],how:[4,13,17,19,22],hyper:10,hyperparamet:[2,10,20],ice:13,implement:2,impuls:6,indic:[4,13],infer:13,infinit:6,instal:14,instantan:8,integr:[2,3],interpret:[4,14],introduct:[0,2,12,13,21],ipo:13,irf:6,iter:10,jena:[0,2,4,6,8,13,15,18],jenna:10,jupyterbook:22,kpss:6,kwiatkowski:6,lag:8,lasso:4,learn:20,level:15,lightgbm:[18,19],limit:13,linear:[4,5,10],load:[6,14],local:10,logist:10,lookback:19,lorenz:10,macd:4,mae:10,make:19,manifold:13,map:[10,13],markov:4,matrix:6,mean:0,measur:6,method:[0,6,7,10,17,19],metric:[0,4],mix:15,model:[2,4,6,10,11,20],momentum:[4,5],more:20,move:[0,2,3,4],multi:[4,10,19],multivari:[2,4,6,10],multiview:10,netflix:4,next:[2,4,6,10],nia:13,nicola:13,no2:6,nois:[10,15],noisi:[10,15],non:[2,13,19],notat:8,note:10,notebook:[4,11,17,18,20,22],now:19,number:[13,20],obtain:6,one:[13,20],onli:13,optim:10,order:[2,6],our:13,outlin:[17,22],overview:13,packag:[12,13,14],paramet:[2,10],percentag:0,perform:[2,6,10],phillip:6,pick:19,pre:19,precipit:15,predat:10,predict:[4,10,13,19],prefac:21,preview:[2,4,6],price:4,primit:6,process:[0,19],product:19,project:[10,11],properti:6,pure:15,python:22,qualiti:6,rain:13,rate:[6,20],real:13,reconstruct:10,recurs:19,red:10,reduc:6,refer:[2,4,6,8,10,13,15,19,22],regress:4,regular:4,relat:13,relationship:13,remov:19,render:22,represent:6,resourc:10,respons:6,ridg:4,river:15,root:0,run:14,sampl:[13,19],schmidt:6,season:[0,19],section:10,select:[2,6],sequenti:10,seri:[0,1,2,6,10,15,17,19,21,22],set:[2,6,19,22],shadow:13,shin:6,shot:19,signal:[10,15],simplex:[10,11],simultan:4,singl:19,size:19,smap:[10,11],space:10,special:2,specif:6,split:6,squar:0,ssr:10,standard:6,state:10,stationar:[0,4,6],stationari:[0,2,19],step:19,stochast:0,stock:4,strategi:4,strong:13,structur:6,sudburi:15,sugihara:[],summari:[0,4,6,10,13,15,18,19],supplementari:[18,20],symmetr:0,system:[6,10,13],taken:[10,13],techniqu:4,temperatur:[2,4,13,18],tentmap:10,term:2,test:[2,4,6,8,9,13,19],than:20,theorem:[10,13],thi:[4,11,22],time:[0,1,2,6,10,17,19,21,22],trade:4,train:6,transform:[15,16],treasuri:6,tree:20,trend:[4,5],tune:[2,10,19,20],two:[4,15],type:20,uci:6,uncorrel:10,understand:13,univari:[4,6,10],univarti:2,use:[17,22],used:3,using:[2,4,6,10],valid:6,valu:10,variabl:[6,20],varianc:6,variat:4,vector:[6,7],venv:22,via:[10,15],victim:13,view:10,virtual:22,visual:[10,13],vma:6,wavelet:[15,16],weak:6,weather:[6,8],weight:10,what:[0,13,19],where:4,window:19,winningest:[17,19],world:[6,13],your:22}})