"An economist is an expert who will know tomorrow why the things he predicted yesterday didn't happen today."
- Laurence J. Peter
A univariate time series is where the measurements are collected over a standard measure of time, which could be by the minute, hour, day, week, month, and so on. What makes the time series problematic over other data is that the order of the observations matters. This dependency of order can cause standard analysis methods to produce an unnecessarily high bias or variance.
It seems that there's a paucity of literature on machine learning and time series data or it's substandard. For example, I was at a data science conference in the spring of 2018, and a highly regarded machine learning expert mentioned that vector autoregression requires the data to be stationary. We'll discuss this later. When...
