时间序列分析

• Datawhale：https://github.com/datawhalechina/team-learning-data-mining/tree/master/TimeSeries
• 【python】tsa做acf，pacf：https://www.statsmodels.org/dev/tsa.html
  • https://www.cda.cn/discuss/post/details/5fc6f5fe20e51c68de404156
  • 相关命令解释：https://blog.csdn.net/weixin_43982642/article/details/106422538
• http://www.maths.qmul.ac.uk/~bb/
• ARMA Python：https://blog.csdn.net/foneone/article/details/90141213
• 谱分析 ; Estimating the Spectral Density

理论

• Books
  • http://civil.colorado.edu/~balajir/CVEN6833/lectures/wwts-book.pdf
• Notes合集：
  • Introduction：http://www.maths.qmul.ac.uk/~bb/TS_Chapter1.pdf
  • Trend and Seasonal Components：http://www.maths.qmul.ac.uk/~bb/TS_Chapter2_1.pdf
  • Elimination of Trend and Seasonality：http://www.maths.qmul.ac.uk/~bb/TS_Chapter2_2.pdf
  • Random Variables and Their Distributions：http://www.maths.qmul.ac.uk/~bb/TS_Chapter3.pdf
  • Stationary TS Models：http://www.maths.qmul.ac.uk/~bb/TS_Chapter4_1.pdf
  • Strict Stationarity：http://www.maths.qmul.ac.uk/~bb/TS_Chapter4_2.pdf
  • Estimation of the Mean and the ACVF：http://www.maths.qmul.ac.uk/~bb/TS_Chapter5.pdf
  • ARMA Processes：http://www.maths.qmul.ac.uk/~bb/TS_Chapter6_1.pdf
  • ARMA ACF & PACF：http://www.maths.qmul.ac.uk/~bb/TS_Chapter6_2.pdf
  • Forecasting ARMA processes：http://www.maths.qmul.ac.uk/~bb/TS_Chapter6_3.pdf
  • ARIMA Models：http://www.maths.qmul.ac.uk/~bb/TS_Chapter7_1.pdf
  • Seasonal ARMA：http://www.maths.qmul.ac.uk/~bb/TS_Chapter7_2.pdf
• Inverse MA(1)：https://math.stackexchange.com/questions/2766488/invertibility-of-ma2-process
  • https://www.real-statistics.com/time-series-analysis/moving-average-processes/invertibility-ma-processes/

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• Forecast：https://otexts.com/fpp2/expsmooth.html