https://github.com/alro10/time-series-statistical-tests

Statistical tests of time series using python
https://github.com/alro10/time-series-statistical-tests

python python3 series-statistical stationarity statistical-tests theory time-series time-series-analysis

Last synced: about 1 month ago
JSON representation

Statistical tests of time series using python

• Host: GitHub
• URL: https://github.com/alro10/time-series-statistical-tests
• Owner: Alro10
• License: apache-2.0
• Created: 2019-08-01T03:13:51.000Z (almost 7 years ago)
• Default Branch: master
• Last Pushed: 2019-10-20T23:17:33.000Z (over 6 years ago)
• Last Synced: 2025-03-13T18:12:47.601Z (over 1 year ago)
• Topics: python, python3, series-statistical, stationarity, statistical-tests, theory, time-series, time-series-analysis
• Language: Jupyter Notebook
• Size: 2.84 MB
• Stars: 2
• Watchers: 1
• Forks: 1
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

Awesome Lists containing this project

README

          
# Statistical tests for Time Series models

[![PRsWelcome](https://img.shields.io/badge/PRs-welcome-brightgreen.svg?style=flat-square)](http://makeapullrequest.com)

Theory, references, datasets and coding for statistical tests for evaluating time series models. Write code in Python and R.

## Theory

- [Time Series trend and seasonality components](https://github.com/Alro10/time-series-statistical/blob/master/Lecture_03.pdf)

- [Econometrics course](http://web.vu.lt/mif/a.buteikis/category/practical-econometrics/practical-econometrics-ii-ii/)

- [Decomposing time series into deterministic and stochastic influences: A survey (https://www.sciencedirect.com/science/article/pii/S1051200419301289?dgcid=coauthor)

## References

- [Good-slides](http://web.vu.lt/mif/a.buteikis/wp-content/uploads/2019/02/Lecture_03.pdf)

- https://medium.com/@kangeugine/time-series-check-stationarity-1bee9085da05

- https://towardsdatascience.com/time-series-in-python-part-2-dealing-with-seasonal-data-397a65b74051

- https://www.kaggle.com/kashnitsky/topic-9-part-1-time-series-analysis-in-python

- https://machinelearningmastery.com/decompose-time-series-data-trend-seasonality/

- https://pythonforfinance.net/2016/05/09/python-backtesting-mean-reversion-part-2/

- https://www.kdnuggets.com/2019/08/stationarity-time-series-data.html

- https://medium.com/@constandinou.antonio/quant-post-3-1-a-guided-path-into-mean-reversion-8b33b3c279e4

- https://www.datacamp.com/community/tutorials/finance-python-trading

- https://seaborn.pydata.org/tutorial/distributions.html

## Datasets

- https://github.com/wblakecannon/DataCamp/tree/master/22-introduction-to-time-series-analysis-in-python/data/financial-time-series-datasets

- https://github.com/jaungiers/LSTM-Neural-Network-for-Time-Series-Prediction/tree/master/data

- https://github.com/Yorko/mlcourse.ai/tree/master/data

## Coding 

-  [[Statistical-basic](https://github.com/Alro10/time-series-statistical/blob/master/statistical_tests.ipynb)]

## TODO

- add more theory

- add more datasets.