Time-Series Foundations

A track of P7 · Time Series & Forecasting.

Order is information: trend, seasonality, autocorrelation and stationarity — reading a series before daring to forecast it.

A time series is a table where the row order carries the meaning — and the first skill is resisting the urge to model it before you can describe it. This track is the describing. You will split a wiggly line into the three stories it is telling at once (where it is heading, what repeats, what is left over), measure how strongly a series remembers its own past, and learn the one property — stationarity — that decides whether the classical machinery applies at all.

Everything runs on small seeded series generated by the same compute the labs use, so every number a panel shows is a number an exercise can re-derive. The autocorrelation module is the track's practice anchor: by its end you will have built the estimator by hand, matched it against the library value, and used it to find a hidden season — the exact move analysts use to read an unfamiliar series in the wild.

Seelevel, trend, season, noiseSplitclassical decompositionRememberlags and autocorrelationStabilisestationarity, differencing
Four reading skills, each one module: see the anatomy, split the components, measure the memory, test the stability.