Time Series

This repository contains a concise collection of exercises aimed at providing students with hands-on experience in analyzing and forecasting time series data. Covering key concepts and techniques, these exercises offer valuable insights into the world of time series analysis. Feel free to explore the exercises and expand your understanding of this important field.

For course-specific details and additional resources, refer to the official curriculum : http://th-www.if.uj.edu.pl/zfs/gora/timeseries22/

Content:

1. Assignments 1-2: Fast Fourier transform (FFT), Power Spectrum, Wiener Filter
2. Assignment 3: digital Butterworth low-pass filte
3. Assignemnt 4: Stationary time series, AR(p) processes
4. Assignemnt 5: three-dimensional VAR(1) model
5. Assignemnt 6: seasonal time series
6. Assignemnt 7: Wiener filter, wavelet denoising
7. Assignemnt 8: Detrended Fluctuation Analysi