Time Series

A comprehensive reference skill for the statsmodels Python library, covering statistical modeling techniques including linear regression, generalized linear models, discrete choice models, time series analysis, and statistical diagnostics. Provides code examples, best practices, and detailed explanations for econometrics and rigorous statistical inference.

This skill should be used for time series machine learning tasks including classification, regression, clustering, forecasting, anomaly detection, segmentation, and similarity search. Use when working with temporal data, sequential patterns, or time-indexed observations requiring specialized algorithms beyond standard ML approaches. Particularly suited for univariate and multivariate time series analysis with scikit-learn compatible APIs.