Chapter 2
Stock Volatility Forecasting Using Long Short-Term Memory
Section 3
Time Series Analysis
A time series constitutes a sequence of observations on a phenomenon that's carried out in consecutive instants or time intervals that are usually, even if not necessarily, evenly spaced or of the same length. The trend of commodity prices, stock market indices, the BTP/BUND spread, and the unemployment rate are just a few examples of times series. Here are the topics that we will cover now: - Time Series Analysis - Types of Time Series - Time Series Patterns - Time Series Components - The Classical Approach to Time Series - Time Series Formulas - Estimation of the Trend Component