Summary

In this chapter, the time series examples used annual sunspot cycles data.

You learned that it's common to try to derive a relationship between a value and another data point or combination of data points a fixed number of periods in the past, in the same time series.

A moving average specifies a window of previously seen data, which is averaged each time the window slides forward by one period. In the Pandas API, the DataFrame.rolling() function provides the window functions functionality with different values of the win_type string parameter corresponding to different window functions.

Cointegration is similar to correlation and is a metric to define the relatedness of two time series. In regression setups, we frequently encounter the problem of overfitting. This issue arises when we have a perfect fit for a sample, which performs poorly when we introduce new data points. To evaluate a model, we can compute appropriate evaluation metrics.

Databases are an important tool for data analysis...