Time Series Analysis | Detecting Trend, Variance & Seasonality (Part 1)
AlgoStalk
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Time Series Analysis | Detecting Trend, Variance & Seasonality (Part 1)
1 011 просмотров · 1 г. назад
AlgoStalk
1,06 тыс. подписчиков
1 011 просмотров · 1 г. назад
What is stationarity in time series? Why does it matter in forecasting? And how do we detect and fix non-stationary data using real-world examples?
In this video, we take a storytelling-detective approach to understand stationarity — a key concept in time series forecasting. Using fun analogies and practical transformations like log, differencing, and polynomial fitting, we explore:
🔍 Topics Covered:
What is stationarity in time series?
Types of non-stationarity: trend, variance, and seasonality
How to detect stationarity visually
Using Box-Cox transformation to stabilize variance
Applying differencing to remove trend
Understanding unit root and the concept behind ADF test
Why seasonality is different from trend
How to make a non-stationary series suitable for models like ARIMA, SARIMA, ARMA
🛠️ Techniques Demonstrated:
Log Transform
Polynomial Fit
Differencing
Visual checks for stationarity
👇 Why You Should Watch:
If you're trying to apply ARIMA models, build reliable forecasts, or just want to understand why your model's predictions keep failing — this is the video for you. We break it all down in simple, visual English — no heavy math.
💬 Drop a comment if you’ve seen these "ghosts" in your data.
☕ Like this video to fuel the tired detective's coffee addiction.
📌 Share this with a friend still lost in the time series woods.
📬 Subscribe for more detective-style algorithm tutorials.
Chapters:
0:00 Introduction
1:26 Characteristics of Time Series
3:25 Classic Regressions Vs Time Series
5:00 Series Smoothening
7:14 Linear Regression fit - Time Series
9:16 Polynomial Regression fit - Time Series
10:34 Variance
14:04 Rolling Variance
16:12 Time Series Transformations
20:00 Box Cox and Yeo Johnson Transformation
28:58 Trend in Time Series
31:12 Time Series Differencing
33:01 Problem with over Differencing
34:32 What is Stationarity?
35:54 Seasonality in Time Series
37:50 Closing and coming up (Part 2)...
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