The State University of New York

Practical Time Series Analysis

Taught in English

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86,873 already enrolled

Course

Gain insight into a topic and learn the fundamentals

Tural Sadigov
William Thistleton

Instructors: Tural Sadigov

4.6

(1,656 reviews)

Intermediate level
Some related experience required
25 hours to complete
3 weeks at 8 hours a week
Flexible schedule
Learn at your own pace

Details to know

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Assessments

19 quizzes

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There are 6 modules in this course

During this first week, we show how to download and install R on Windows and the Mac. We review those basics of inferential and descriptive statistics that you'll need during the course.

What's included

12 videos4 readings2 quizzes3 ungraded labs

In this week, we begin to explore and visualize time series available as acquired data sets. We also take our first steps on developing the mathematical models needed to analyze time series data.

What's included

10 videos1 reading3 quizzes1 ungraded lab

In Week 3, we introduce few important notions in time series analysis: Stationarity, Backward shift operator, Invertibility, and Duality. We begin to explore Autoregressive processes and Yule-Walker equations.

What's included

13 videos7 readings4 quizzes

In this week, partial autocorrelation is introduced. We work more on Yule-Walker equations, and apply what we have learned so far to few real-world datasets.

What's included

8 videos3 readings3 quizzes4 ungraded labs

In Week 5, we start working with Akaike Information criterion as a tool to judge our models, introduce mixed models such as ARMA, ARIMA and model few real-world datasets.

What's included

7 videos6 readings4 quizzes2 ungraded labs

In the last week of our course, another model is introduced: SARIMA. We fit SARIMA models to various datasets and start forecasting.

What's included

10 videos6 readings3 quizzes2 ungraded labs

Instructors

Instructor ratings
4.6 (373 ratings)
Tural Sadigov
The State University of New York
1 Course86,873 learners
William Thistleton
The State University of New York
1 Course86,873 learners

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Recommended if you're interested in Probability and Statistics

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