Sessions
Each session ships in three formats compiled from one source: web notes (with interactive elements), a LaTeX-compiled PDF, and reveal.js slides.
The course handbook collects the available sessions in one PDF, followed by the course-wide glossary and index.
| # | Session | Materials | Status |
|---|---|---|---|
| 1 | The Nowcasting Problem; State Space Models & the Kalman Filter | notes · solutions · slides · playground | live |
| 2 | Dynamic Factor Models; Weekly Economic Trackers (Lewis et al. 2022) | notes · solutions · slides · playground · 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 |