Sessions

Each session ships in three formats compiled from one source: web notes (with interactive elements), a LaTeX-compiled PDF, and reveal.js slides.

#	Session	Materials	Status
1	The nowcasting problem; state space models & the Kalman filter	notes · slides · playground	live
2	Dynamic factor models; weekly economic trackers (Lewis et al. 2022)	notes · slides · P1	live
3	Seasonal adjustment of high-frequency data (STL / MSTL / TBATS)	—	in development
4	Text as data: from VADER to LLM-based sentiment indicators	—	in development
5	ML for time series + time-series foundation models	—	in development
6	Nonlinear tools: Markov switching, MIDAS, quantile regression	—	in development
7	Capstone sprint: dashboard assembly & vintage-honest backtesting	—	in development
8	Demo day	—	in development