I had a wild time working at a research center focused on economics, environment and climate change. One of my main tasks there was energy demand forecasting, which led me deep into the fascinating world of time series, with the hope of forecasting an end to my never-ending nightmare: the 9-5 routine.
This blog series is one of my attempts to archive and organize the knowledge I picked up along the way.
So sit back, relax, and enjoy the journey.
Introduction
A simple sketch helps illustrate the connection between time series patterns and the forecasting workflow, adapted from the Forecaster’s Toolbox chapter in fpp3 [1].
Figure 1: Time Series Forecasting Overview.
References
- R. Hyndman and G. Athanasopoulos, Forecasting: Principles and practice. Melbourne, Australia: Otexts, Online Open-Access Textbooks, 2021.