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Back to Practical Time Series Analysis

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1,589 ratings

Welcome to Practical Time Series Analysis!
Many of us are "accidental" data analysts. We trained in the sciences, business, or engineering and then found ourselves confronted with data for which we have no formal analytic training. This course is designed for people with some technical competencies who would like more than a "cookbook" approach, but who still need to concentrate on the routine sorts of presentation and analysis that deepen the understanding of our professional topics.
In practical Time Series Analysis we look at data sets that represent sequential information, such as stock prices, annual rainfall, sunspot activity, the price of agricultural products, and more. We look at several mathematical models that might be used to describe the processes which generate these types of data. We also look at graphical representations that provide insights into our data. Finally, we also learn how to make forecasts that say intelligent things about what we might expect in the future.
Please take a few minutes to explore the course site. You will find video lectures with supporting written materials as well as quizzes to help emphasize important points. The language for the course is R, a free implementation of the S language. It is a professional environment and fairly easy to learn.
You can discuss material from the course with your fellow learners. Please take a moment to introduce yourself!
Time Series Analysis can take effort to learn- we have tried to present those ideas that are "mission critical" in a way where you understand enough of the math to fell satisfied while also being immediately productive. We hope you enjoy the class!...

SS

Apr 6, 2021

It is a very good course which builds on the basics of time series and also covers more advanced topics like SARIMA. The course contains ample examples which helped me better understand the material.

SA

Jan 23, 2020

Excelente, uno de los mejores cursos que he tomado. Lo más importante es que se practica muy seguido y hay examenes durante los vídeos. Si hay un nivel más avanzado de este tema, seguro que lo tomo.

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By Laurentiu N

•Aug 15, 2018

Terrible explanations... they do not make any sense....

Basically the instructors are reading mathematical expressions. No intuition, no significance, you are taught mechanically, sorry to say it

I wont buy anything from this provider ever.

By VB

•Jul 26, 2019

Nothing practical, real example are used to enhance theoretical stuff.

Not a single example of practical use.

Too many mistakes in course - quizes are based on following week materials, materials are titeled with mistakes, there are mistakes in narratives in addition to the mistakes in what is talked.

One of the lecturer is talking like he has to read slides as quickly as possible, because he is to buisy with other stuff.

Too much math. you have to know algebra really well to understand what he is talking about.

you should learn some R by yourself, because it is not

explained how to do a lot of things. i think R should be in cluded in course title, to make people know in advance...

my score is 1.4(9) stars....

By Eli R

•Feb 4, 2020

Time Series Analysis is done for one two reasons: [1] build a model quantifying patterns and noise and [2] forecasting. The two goals are very different. You can execute forecasts in R without understanding the underlying mechanism. To get a good grasp of time series forecasting you MUST understand how to model the time series and that is done with mathematics.

COURSE GOAL and CONTENT: This course focuses on the mathematics of building time series MODELS. Forecasting is addressed lightly towards the end. The course should be named “Time Series Mathematical Primer” or something like that, IMO.

INSTRUCTORS: Sadigov is an expert but he can’t teach. Add to this heavy accent and inability to speak clearly, and you have someone who would benefit from accent reduction training and adult learning training. The other lecturer, Thistleton, is easy to understand and conveys explanations rather than reading formulae out loud. Both are inferior to say, Galit Shmueli (https://bit.ly/2qM9eHL) whose free Time Series course online is clear and practical indeed, IMO.

MATHEMATICS and THEORY: Although I had reasonable mathematical training in the past, I found parts of this course hard to follow and difficult to comprehend. I have been frustrated with the materials and having no ability to interact with the instructors or a teaching assistant. Most of the discussion topics / questions have no answers. Don’t expect any help from anyone, unless you formed your own study group with people you already know.

BOTTOM LINE: While I do not regret taking this course, I feel I would have benefited more from a course whose material is more practical and whose instructors know how to teach.

By Supratim C

•Sep 25, 2019

Very monotonous lectures. They feel like a recitation of formulae.

By Xun Y

•Dec 16, 2018

Great introductory course on time series. Focus on ARIMA model most of the time while the last lecture capture a little bit of exponential smoothing. Would be great if there if summary lecture regarding to when to use which modeling technique. would be even better if there is a optional lecture to cover some of the more advanced time series models.

By Martin H A

•Mar 30, 2018

I found one of the instructors (Thistleton) much clearer and didactic than the other. I would have liked a deeper formal insight into the models that were discussed: limitations, assumptions, what kind of physical models they can represent? what to do with systems that don't behave "nicely"?, etc.

By Heberto S

•Apr 1, 2019

There was not a good intuitive and more visual explanations of the principles behind the techniques.

Given the proposed 'practical' nature of the course, it would be better to explain any concept by using concrete every-day examples than preceding them with a elaborated mathematical reasoning of the equations used.

By Panagiotis K

•May 5, 2020

It is an interesting course, however both instructors should rebuild their material and make it more interactive and viewer-engaging. Practicality is not always pursued throughout the lectures, leading to unnecessary and tiresome long talks. Focus on real data as well as more programming exercises would really benefit this course.

By Shaurya S

•Apr 7, 2021

It is a very good course which builds on the basics of time series and also covers more advanced topics like SARIMA. The course contains ample examples which helped me better understand the material.

By Lingbing F

•Jul 5, 2019

a good course on univariate time series modelling by ARMA type models, with additional details on Yule Walker equations, seasonal models, and forecasting.

By Bassel Z

•Apr 16, 2020

Avoid if you're looking for an applied or practical course.

By Neel D

•Nov 15, 2019

Too much detail and outdated course

By Benjamin O A

•Jul 26, 2018

This is one of the best courses I've taken so far on Coursera. The exercises and delivery are so practical. I had taken a college course in Time Series Analysis, but didn't pretty much understand the concepts. This course has given me far better theoretical and practical understanding of TMS. A big thanks to the professors.

By Janki M

•Mar 21, 2019

This was a very good and detailed course. I liked this course for two reasons mainly:

It started from the basics of timeseries analysis, covering theory and secondly it took me gradually to r.

By LAI H Y

•Aug 3, 2019

A nice course which is practical as the name said, it balanced the portion of theories and practices. I used to not familiar with this topic, but now I consider myself much more familiar.

By Scott S

•Apr 29, 2018

Overall, this was a really great class. I have a good grasp now for the basics of modelling time-series and producing forecasts (using ARIMA, SARIMA, Smoothing with Holt-Winters). I also have an understanding of the tools used for analysing time-series (autocorrelation, partial-autocorrelation).

The course is a good mix of theory and practice. I haven't taken a stats class for a long time; however, the first week was more than enough to refresh my memory. Really, only some basic stats knowledge is needed (mean, covariance, correlation). There is also quite a lot of usage of the geometric series. However, a lot of time is spent reviewing this topic later (week 3, I think). The course is done in R, but the usage is so small that anyone with any experience in programming will have no trouble. I actually had no experience with R before this course, and I finished the course with only a little additional experience.

My only complaint is that the course could use some minor maintenance. One of the weeks (maybe 3?) has a section of duplicated notes, but I'm pretty sure that the section with duplicated notes could be deleted. Most of the pdfs have the wrong week in the header (likely a new week was added after the course was released). There are also several quiz questions with incorrect values (before taking a quiz, I recommend scanning through the forum to find known problems). The instructors do occasionally post in the forums, so that gives me hope that the course will not be abandoned.

By Madhu K S

•Feb 28, 2018

I have not completed the course yet, working on week 5. If you have some Math background, this course gives a good practical introduction to Time Series Analysis. I recommend it.

By Juan G

•Sep 26, 2018

On other courses I received feedback on the forums in a prompt manner from the instructors, here none of my questions have been answered.

By SK A F

•Apr 24, 2020

This course title needs to change, This is more about statistics but its title is about to Practical analysis. Practical part with default R database with packages. And those are very old datasets. Labs need to upgrade with and some lectures also.

By Somanadha S B

•Jan 4, 2020

Very unhappy with the course. Just completed it because I started it. Waste of time.

By Sergio A

•Jan 24, 2020

Excelente, uno de los mejores cursos que he tomado. Lo más importante es que se practica muy seguido y hay examenes durante los vídeos. Si hay un nivel más avanzado de este tema, seguro que lo tomo.

By Dieter M

•Jul 28, 2019

Lots of theory, but very well-founded, and very practice-oriented at the end.

By kanchan k

•Nov 17, 2019

It is a good course if you want to learn about the basic concepts of time series

By António M F B d C C

•Jul 18, 2020

I finished this course with grade over 90% and yet I feel disappointed with it.

Divided between intense theoretical (I could say "impractical") formulations and forcing implementations in R, it feels like the course could never really achieve the objectives of teaching what it was meant to.

And so, I feel like I will hardly be able to implement any of the given topics by myself with my current knowledge...

Apart from my critique of the course, the course really needs a revision because many contents are not up-to-date (like filenames) or even working (several pieces of code throughout the course, specially crucial in quizzes)...

By Joe G

•Jun 29, 2020

This got a little too technical a little too quickly. It doesn't tie any of the abstract operations to real-world interpretations, so I got a little lost in the rapid series of transformations. The practical examples were interesting and helpful, but they came a little too late in the course for me to be able to juggle all of the concepts successfully. It's almost like having someone read a textbook to you.

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