Time Series Fundamentals

Past performance does predict future results -- if you check for stationarity first.

Build 1.5 hr Python

Prerequisites: Phase 2, Lessons 01-09

#Learning Objectives

  • Decompose a time series into trend, seasonality, and residual components and test for stationarity
  • Implement lag features and rolling statistics to convert a time series into a supervised learning problem
  • Build a walk-forward validation framework that prevents future data from leaking into training
  • Explain why random train/test splits are invalid for time series and demonstrate the performance gap versus proper temporal splits
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The text and code of this lesson are based on AI Engineering from Scratch by Rohit Ghumare, MIT licensed.