Time Series Forecasting Part 1: Statistical Models

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Section 1: Introduction to Traditional Forecasting

1. Download Resources
2. Simple Moving Average
3. Exponentially Weighted Moving Average (EWMA)

Section 2: Holt-Winters Methods

1. Double Exponential Smoothing
2. Triple Exponential Smoothing aka Holt Winters
3. Practical Code
4. Simple Exponential Smoothing - Code Along
5. Double Exponential Smoothing - Code Along
6. Triple Exponential Smoothing - Code
7. Course Review

Section 3: Introduction to Forecasting

1. General Forecasting Procedure.
2. Forecasting with the Holt-Winters Method
3. Train Test Split and Cross Validation Methods
4. Evaluating Model against Test Set
5. Evaluation Metrics

Section 4: Filters for Time Series Data

1. Hodrick Prescott Filter (HP Filter) How it works and code