Time Series problems
Autocorrelation, AR, MA, ARMA, forecasts. Data that moves through time.
360 problems130 Easy158 Medium72 Hard
50 problems
Mean Absolute Change
ts-001
First Difference Series
ts-002
Lag Operator Value
ts-003
Lag-k Series
ts-004
Expanding Mean
ts-005
Seasonal Naive Forecast
ts-006
Log Transform Series
ts-007
Square Root Transform
ts-008
Persistence Forecast
ts-009
Forecast Error Series
ts-010
Mean Absolute Error of Forecasts
ts-011
Root Mean Squared Error of Forecasts
ts-012
Log Returns
ts-013
Cumulative Return
ts-014
Realized Volatility
ts-015
AR(1) Stationarity Condition
ts-016
Rolling Mean Window k
ts-017
Rolling Median
ts-018
Rolling Maximum
ts-019
Weighted Moving Average
ts-020
Simple Exponential Smoothing
ts-021
SES One-Step Forecast
ts-022
SES Alpha Fit Grid
ts-023
Double Exponential Smoothing
ts-024
Holt Forecast
ts-025
Seasonal Indices Simple Average
ts-026
Detrend by Differencing
ts-027
Autocovariance Lag k
ts-028
Autocorrelation Lag k
ts-029
Partial Autocorrelation Lag 1
ts-030
White Noise Check
ts-031
Trend Slope OLS
ts-032
MA(1) Process Generation
ts-033
AR(1) Process Generation
ts-034
AR(1) Mean and Variance
ts-035
Mean Absolute Percentage Error for Forecasts
ts-036
Holt-Winters Additive One Step
ts-037
Ljung-Box Statistic Lite
ts-038
AR(2) Simulated Variance
ts-039
Yule-Walker AR(2) Solve
ts-040
ARMA(1,1) One-Step Forecast
ts-041
Theil U Statistic
ts-042
Hurst Exponent Lite
ts-043
Lead-Lag Best Lag
ts-044
Granger-lite Predictability Flag
ts-045
Kalman Gain
ts-046
Kalman Filter 1D Update
ts-047
Exponential Smoothing State Update
ts-048
Momentum Indicator
ts-049
Forecast Bias
ts-050
Showing 50 of 360 problems.