- Definition of a Time Series;
- Tasks of Time Series Analysis and its Examples;
- Specificity of the Time Series additive model, types of the time series models;
- Difference between Trend (including cyclic part) and Seasonality;
- Meaning of the noises in the Time Series Analysis, definition of the White-Gaussian-Noises (and Identity Independent Distributed noise, I.I.D.) in the Time Series Analysis;
- Difference between deterministic and stochastic trend models;
- Definition of Stationary and Non-Stationary series and Examples of such time series;
- Definition of Univariate and Multivariate series;
- Main statistical characteristics of Time Series (mean, std, variance, autocorrelation function, partial-autocorrelation function, cross-correlation function);
- Tasks of Residual Analysis;
- Types of Moving-Average (Simple, Weighted; Exponential, Holt, Holt-Winter, Error,Trend,Seasonal).
- Task of ARMA (Autoregressive–moving-average ) modeling.
- Aim of usual difference (ARIMA) and seasonal difference (SARIMA).
- Difference between ARMA, ARIMA, SARIMA, SARIMAX.
- Meaning of SARIM orders (p,d,q)(P,D,Q)s.
- ARIMA measures: AIC, BIC -what the difference with just RSS.
- Tasks of Exploratory Data Analysis.
- Tasks of Feature extraction.
- Tasks of Feature selection.
- Tasks of Feature representation.
- Difference between frequency- and time- domain representation.
- Tasks of Time Series Clustering.
- Tasks of Time Series Classification.
- Types of time series Distances.
- Tasks of Time Series Anomaly detection.
- Reasons why you need to use Deep learning in Time Series Analysis.
- Types of Deep learning Neural Networks in Time Series Analysis.
- Meaning of the dialed convolution in Time Series Analysis.
- Advantages and Disadvantages of using Recurrent neural networks in Time Series Analysis.
- Advantages and Disadvantages of using Attention-based networks in Time Series Analysis.