Awesome Time Series Analysis and Data Mining

A collection list of learning resource, tools and dataset for time series analysis or time series data mining.

content

1. Tutorial
2. Course
3. Book
4. Paper
5. Tool
6. Dataset
7. Models

Tutorial

• https://machinelearningmastery.com/start-here/#timeseries
• https://github.com/lyndond/Analyzing_Neural_Time_Series
• https://github.com/PacktPublishing/Practical-Time-Series-Analysis
• https://github.com/AileenNielsen/TimeSeriesAnalysisWithPython

Course

Online Course

• Practical Time Series Analysis | Coursera
• Time Series Analysis Time Series Analysis | MIT-Opencourseware
• Time Series Analysis | Edx
• Time Series Forecasting | Udacity
• Policy Analysis Using Interrupted Time Series | edX

Course Resource

• Multivariate Time Series Analysis |Chicago Booth, Ruey S. Tsay
• Time Series | Oregon State University
• Statistical forecasting:notes on regression and time series analysis | duke University

Book

• Cochrane J H. Time series for macroeconomics and finance[J]. Manuscript, University of Chicago, 2005.
• Forecasting: Principles and Practice. Rob J Hyndman and George Athanasopoulos

Paper

• Time-series data mining
• Clustering of time series data—a survey

Tool

• python tools awesome list

Dataset

• NASDAQ 100 stock data
• UCR time series dataset

Models

• ROCKA
• Kshape

License