What time-series-specific EDA should you do?
mediumAnswer
- (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.
#eda
Practise Statistics Fundamentals
215 interview questions in this topic.