Investopedia

Understanding Time Series: Analyzing Data Trends Over Time

Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...
Nature

Machine learning of time series data using persistent homology

This study proposes a novel method for time-series analysis based on persistent homology. Traditional time-series analysis techniques based on persistent homology often involve high computational ...
Nature

Feature-based clustering of global sea level anomaly time series

The efficiency of various sea level change prediction methods can be enhanced through clustering global sea levels, considering the high dimensionality, redundancy, and nonlinearity of sea level ...

Event Studies in Investing: Methods and Impact Analysis

Discover how event studies assess the impact of significant events on stock values and enhance investment strategies through ...
insider.si.edu

Time series analysis / James D. Hamilton

1. Difference Equations -- 2. Lag Operators -- 3. Stationary ARMA Processes -- 4. Forecasting -- 5. Maximum Likelihood Estimation -- 6. Spectral Analysis -- 7 ...