33 Forecasting Interview Questions (Time Series Analysis)

Hany Hossny, PhD
2 min readApr 16, 2022
  1. What is Moving Average?
  2. What is Auto Regression (AR)?
  3. What is the difference between ARMA and ARIMA?
  4. Can you explain RNN and LSTM, and when you use each for TSA?
  5. Can you explain Dynamic Time Warping?
  6. Can you explain the Hidden Markov Model?

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Hany Hossny, PhD

An AI/ML enthusiast, academic researcher, and lead scientist @ Catch.com.au Australia. I like to make sense of data and help businesses to be data-driven