What is a time series?

A time series is characterized by it’s:

• Frequency: How often the data points are recorded per unit time - can be fixed or variable.

What is important to get right?

Evaluation

Decomposition & auto-correlation

Alignment

Descriptive Analytics

• datetimes, timezones, dst
• frequency, resampling (energy, power, rates), events
• cleaning & quality - gaps, missing datetimes etc
• aligning time series

Predictive Analytics

xgboost

sarimax

chronos

typical year forecasting