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What time-series-specific EDA should you do?

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Answer

  • (1) Plot the raw series and its rolling mean / median at multiple window sizes.
  • (2) Decompose into trend + seasonality + residual (STL).
  • (3) Autocorrelation (ACF) and partial autocorrelation (PACF) plots to detect lag structure.
  • (4) Stationarity tests (ADF, KPSS).
  • (5) Change-point detection.
  • (6) Frequency-domain view (spectrogram) for periodic components.
  • (7) Compare series across shared time windows and groups.
  • Foundation for choosing between ARIMA / Prophet / Bayesian structural time series.
Check yourself — multiple choice
  • Same as tabular
  • Rolling stats + STL decomp + ACF/PACF + stationarity tests + change points + spectrogram + cross-series comparison
  • Only mean/variance
  • Impossible

Time-series EDA: rolling stats / decomposition / ACF-PACF / stationarity / change points.

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