Research code for nonparametric stationarity testing of diffusion processes using time-domain and state-domain volatility estimation. Includes simulation studies, statistical inference, and empirical applications.
End-to-end time series analysis of hourly electricity consumption across 4,400+ London households using smart meter data
This project focuses on forecasting US inflation trends using historical data. Since economic data is often erratic, this notebook explores the transformation of non-stationary series into stationary ones to build reliable predictive models.
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