Back to Practical Time Series Analysis

4.6

704 ratings

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186 reviews

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!...

Mar 21, 2019

This was a very good and detailed course. I liked this course for two reasons mainly:\n\nIt started from the basics of timeseries analysis, covering theory and secondly it took me gradually to r.

Aug 03, 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.

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By 李欣儒

•Feb 02, 2019

some mistakes in the handout, but still learn lots of useful knowledge and skill from this class.

By Jesús C

•Feb 03, 2019

Good course to learn the basic concepts about time series. In my opinion there should be more practical exercises. They force you to better understand the theory and are always a good idea to really master any subject.

By prateek g

•Jan 01, 2019

Great content

By Jerry H

•Jan 11, 2019

The course met my expectations, which was to develop basic skills and tools to better understand time series as a jumping off point for some of the work I am doing. I found the practical examples (e.g. coding of the solutions) to be most helpful for my learning style. Also appreciate concept development thrust, to help better understand the applicability and pitfalls of the tools. That being said, I didn't particularly find some of the mathematical derivations helpful, given my bent toward the practical application of the tools and concepts.

By Denis F M

•Feb 14, 2019

I liked it a lot and it helped me a lot to understand the topic that I am going to use in my thesis.

It has a little messy some classes and topics so they should revise some videos.

By Hany N

•Apr 11, 2019

Great course, good balance between theory & practical applications.

For some lectures, the slides are not provided (pdf notes are provided instead). I would preferred to have the PDF sliders of the Power Point as well.

By Diego V

•Jul 21, 2018

It's a course with a very well load of math content. In my opinion, it should include more practical cases focus on give to students a hands on feel of what happens by under all the math explained here.

By Pranoy M

•Jul 29, 2018

The course is really nice and delves deep into the underlying math behind the forecasting technique. The course would have been even better if they would have talked about time series forecasting with predictor variables.

By Gabriel D B

•May 21, 2018

Chapter 3 needs work. Everything else is great! Good course overall.

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 Dennis P

•Apr 22, 2018

I think I need support on the very last week, namely, week 6, on the very first quiz. I don't understand the answers on how they were derived but I was able to get the answers by repeating the quiz.

By Roman P

•Jun 27, 2018

I thought everything was had a great layout. I found the proofs dry, but necessary.

By raj k

•May 05, 2018

A good course to start up with time series forecasting. The code meets its objective of teaching practical time series analysis. Though, a little more theory on the same would be appreciated

By Lijie T

•Apr 01, 2018

The instructors adopted a very practical approach to teaching the core concepts in Times Series. They did a great job using examples to analyze the data and explain the concepts. However, I do think the lectures are somewhat disorganized in some chapters so that some concepts are used before they are mentioned. Overall speaking, this is a great class.

By Bhasutkar V B P

•Jun 20, 2018

Very Good Course, Thanks for clear explanation.Comparison & Selecting the best model for a given dataset with train, test split would have given practical approach and implementation in real time project.

By Minoru N

•May 02, 2018

The lecture ended just where it has become interesting.

By Federico V M

•Feb 18, 2018

Very useful introduction course to Time Series

By Dheeraj T

•Jan 16, 2018

Course is good and intuitive and people not from non-mathematical/non-engineering backgroung may take more time in week 2

By Denis K

•Aug 15, 2018

This is a good course, but it is too focused on R routines and leaves some practically important questions unanswered. Specifically, no algorithm is provided for fitting parameters of MA models.

By kirran

•Aug 31, 2018

Answers to assignments could be more elaborate

By Angelo A d M F

•Aug 31, 2018

A very good introduction to time series analysis. Provides some theoretical fundamentals and explains how to implement it in R.

By Amir P

•Nov 05, 2018

Great course for info about time series.

Some parts (especially week 3 and 4) could be less mathematical.

Should emphaise more on identifying the ranks of the models, for example - keep those questions in the quizes.

Some quiz questions felt too easy :)

By Hilmi E

•Nov 21, 2018

Good practical overview with lots of exercises

By Danny V

•Sep 03, 2018

It was a really good course, very informative and well explained. Only I could find minor mistakes especially during the test where it was difficult to observe the figures or the code did run smoothly. I highly recommend it.

By Alex L

•May 06, 2019

maybe useful, but this course worth listening

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