Introduction to Time Series Analysis
This part introduces the core concepts needed before formal ARIMA modeling. The focus is on understanding observed dynamics in time-indexed data: trend, seasonality, irregular variation, and short-term dependence.
It is intentionally case-driven. The same business context is reused so you can compare decomposition and ad hoc forecasting approaches on one coherent dataset.
How This Part Is Structured
| Block | Purpose | Main chapters |
|---|---|---|
| Case context | Frame the applied forecasting problem and data characteristics | Case: HPC |
| Decomposition | Separate trend, seasonal, and irregular components | Decomposition of Time Series |
| Ad hoc forecasting | Build baseline forecasts and diagnose residual behavior | Ad Hoc Models for Time Series |
How To Use It
Start here if you are new to time series or if you need an interpretable baseline before ARIMA.
After completing this part, continue with 148 Introduction to Box-Jenkins Analysis for systematic ARIMA identification, estimation, diagnostics, and forecasting.