Time Series Analysis, Time Series Forecasting, Time Series Model, Machine Learning, Data Science.
is time-invariant. Weak stationary: mean, variance and autocorrelation are time-invariant (i.e., for autocorrelation, corr[(X(t) , X(t−τ )] is only a function of τ ) ◦ Test for stationarity: Augmented Dicky Fuller test Null hypothesis is that the time series is non-stationary. Alternate hypothesis