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Time Series Analysis - Overview

DSC ScaDS.AI, Leipzig University

A practical introduction to time series analysis and forecasting using Python, illustrated with real climate data from the German Weather Service (DWD).

Contents

NotebookTopic
00 - Load DWD DataFetching and preparing weather station data
01 - Time Series PropertiesStationarity, seasonality, autocorrelation
02 - Traditional MethodsARIMA, exponential smoothing, classical decomposition
03 - ML & Deep LearningTree-based and deep learning methods with Darts
04 - AutoMLAutomated model selection with AutoGluon
05 - TransformersTemporal Fusion Transformer with Darts

Data

All examples use hourly/daily temperature and precipitation records from five DWD climate stations across Germany.

How to run

Install uv

uv sync
uv run jupyter lab