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Practical Time Series Analysis, The State University of New York

426 ratings
111 reviews

About this Course

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!...

Top reviews


Mar 18, 2018

Really great lectures and clearly explaining the concepts and complicated models. In my opinion, a bit of practical applications of these models on Panel Data should be included.


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.

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112 Reviews

By Anisha Singhal

Mar 18, 2019

It is full of theories, derivations and equations. I took this course because I have to work on forecasting project at my company. But this course has not helped me much with practical implementation yet (I have completed 3 weeks of learning till now). I have already spent weeks on learning this course with no effective gain from it. Udemy course on Time Series is better than this. I wish I had started with that!

By Sergi

Mar 14, 2019

Very good and structured lessons about fundamentals of time series modeling. Well done! I missed a bit the forecasting part though

By Krzysztof Różański

Mar 06, 2019

Very motivating course, quite easier as it is intermediate one, but still satisfying and moving the knowledge forward! Recommend!

By Aaron DSouza

Mar 04, 2019

Great, starts off slow and detailed and then moves onto a variety of practical problems

By kapil gupta

Mar 03, 2019

Good for the beginners.

By Udit Gupta

Mar 02, 2019

Good, but can be more extensive.


Feb 28, 2019

A great introduction to time series!


Feb 26, 2019

imperfections in it but really practical and good enough

By Begoña Rodríguez Hernández

Feb 24, 2019

Análisis de series temporales explicado de la mejor manera posible, de lo más básico hacia lo más complejo, incluyendo código en R. Recomendable

By Kyle Conniff

Feb 20, 2019

I only wanted to look at a few lectures from this course, but they were so good that I decided to go through the rest of it. I was not let down.