Time series analysis and forecasting with statistical models, exponential smoothing, and curve-fitting techniques.
- AR, MA, ARMA – autoregressive and moving average models.
- ARIMA, SARIMA, SARIMAX – forecasting non-stationary and seasonal time series.
- VAR – multivariate time series forecasting.
- ARCH & GARCH – volatility modeling.
- Classical Decomposition – trend, seasonality, and residual analysis.
- Moving Average & Centered Moving Average (CMA) – trend estimation.
- Holt-Winters – exponential smoothing for trend and seasonality.
- Prophet – additive forecasting model with automatic trend and seasonality detection.
- Time series decomposition
- Stationarity testing (ADF)
- Residual diagnostics
- ACF & PACF analysis
- Model selection (AIC/BIC)
- Forecast evaluation (RMSE, MAE, MAPE)
- Rolling forecasting & backtesting