CPSC 330 Lecture 19: Time series

Firas Moosvi

Motivation

  • Time series is a collection of data points indexed in time order.
  • Time series is everywhere:
    • Physical sciences (e.g., weather forecasting)
    • Economics, finance (e.g., stocks, market trends)
    • Engineering (e.g., energy consumption)
    • Social sciences
    • Sports analytics

Applying existing methods

What are some challenges we might have with time series data?

Dataset

We’ll be starting with the CitiBike dataset today

Group Work: Class Demo & Live Coding

For this demo, each student should click this link to create a new repo in their accounts, then clone that repo locally to follow along with the demo from today.