Time Series Lab — Session 1

Time Series Lab - Session 1

Introduction + Chapter 1 of Time Series Analysis and Its Applications (Shumway & Stoffer)

This is the kickoff event for the Time Series Lab: Theory ↔ Practice.
In this first session, we’ll briefly introduce the group’s structure and goals, then dive into Chapter 1 of Time Series Analysis and Its Applications by Shumway & Stoffer. This chapter sets the foundation for everything that follows: what makes time series data different, examples of temporal dependence, and why classical IID assumptions fail when data evolves over time.
No prior time-series expertise is required. Familiarity with basic probability and linear algebra is helpful, but the focus will be on intuition, concepts, and discussion rather than heavy derivations.

📘 Reading (Optional but Encouraged)

• Time Series Analysis and Its Applications, Chapter 1
  (We’ll summarize key points during the session.)

🗂 Tentative Agenda

• 10 min — Introductions & overview of the group
• 25 min — Walk-through of Chapter 1 (key ideas & intuition)
• 25 min — Discussion: temporal dependence, examples from real work, and open questions

Slack channel.