Creating Features for Time Series Data

This course is part of Analyzing Time Series and Sequential Data Specialization

Instructor: Chip Wells

Access provided by IntouchCX Enterprise

1,980 already enrolled

7 modules

Gain insight into a topic and learn the fundamentals.

Intermediate level

Some related experience required

1 week to complete

at 10 hours a week

Flexible schedule

Learn at your own pace

7 modules

Gain insight into a topic and learn the fundamentals.

Intermediate level

Some related experience required

1 week to complete

at 10 hours a week

Flexible schedule

Learn at your own pace

Skills you'll gain

Tools you'll learn

SAS (Software)

Details to know

Shareable certificate

Add to your LinkedIn profile

Assessments

18 assignments

Taught in English

See how employees at top companies are mastering in-demand skills

Learn more about Coursera for Business

logos of Petrobras, TATA, Danone, Capgemini, P&G and L'Oreal

Build your subject-matter expertise

This course is part of the Analyzing Time Series and Sequential Data Specialization

When you enroll in this course, you'll also be enrolled in this Specialization.

Learn new concepts from industry experts
Gain a foundational understanding of a subject or tool
Develop job-relevant skills with hands-on projects
Earn a shareable career certificate

There are 7 modules in this course

This course focuses on data exploration, feature creation, and feature selection for time sequences. The topics discussed include binning, smoothing, transformations, and data set operations for time series, spectral analysis, singular spectrum analysis, distance measures, and motif analysis.

In this course you learn to perform motif analysis and implement analyses in the spectral or frequency domain. You also discover how distance measures work, implement applications, explore signal components, and create time series features. This course is appropriate for analysts with a quantitative background as well as domain experts who would like to augment their time-series tool box. Before taking this course, you should be comfortable with basic statistical concepts. You can gain this experience by completing the Statistics with SAS course. Familiarity with matrices and principal component analysis are also helpful but not required.

In this module you get an overview of the courses in this specialization and what you can expect.

What's included

1 video1 reading

In this module you learn about the scope of this course and you access the software and files you will use for practices in the course.

What's included

1 video4 readings1 app item

In this module, you learn about converting transactional sequences to time series. Other topics include exploring signal components in time series via decompositions and binning, and creating new time series features.

What's included

13 videos4 assignments1 app item

13 videos Total 28 minutes

Introduction to Time Series 1 minute
Time Series Data Creation 2 minutes
Selecting an Interval for Accumulation, Part 1 1 minute
Selecting an Interval for Accumulation, Part 2 2 minutes
Demo: Accumulating Transactional Data to Time Series 4 minutes
Summary Measures on Time Series 0 minutes
Demo: Exploring Time Series Summary Characteristics 3 minutes
Binning Time Series 1 minute
Demo: Exploring Time Series Using Binning 3 minutes
Signal versus Noise 1 minute
Signal Types and Decompositions 4 minutes
Demo: Decompositions Using the TSA Package 4 minutes
Demo: Feature Creation Using the DATA Step-like Syntax in the TSMODEL Procedure 2 minutes

4 assignments Total 95 minutes

Think About It - Handling Missing Values 5 minutes
Practice: Exploring and Accumulating a Time Series 30 minutes
Practice: Creating Smoothed Representations of Time Series 30 minutes
Practice: Performing a Decomposition Analysis 30 minutes

1 app item Total 5 minutes

Open SAS Viya for Learners to Practice in this Module 5 minutes

In this module you learn about the usefulness of distance or similarity measures between time series. Calculated distance measure are used as the basis in two analyses.

What's included

8 videos5 assignments1 app item

8 videos Total 20 minutes

Introduction to Distance Measures for Time Series 2 minutes
Measuring Sequence Similarity 2 minutes
Direct Mapping and Time Warping 2 minutes
Demo: An Example of Time Warping and Relative Path Costs 5 minutes
Demo: Time Series Clustering 4 minutes
Introduction to Symbolic Representation of Sequences 1 minute
The Symbolic Aggregate ApproXimation (SAX) 1 minute
Demo: SAX Distance for Input Variable Ranking Based on Similarity to the Target 3 minutes

5 assignments Total 75 minutes

Question - Evaluating Paths 5 minutes
Question - Warping 5 minutes
Think About It - SAX Word Sequences 5 minutes
Practice: Performing a Similarity Analysis, Part 1 30 minutes
Practice: Performing a Similarity Analysis, Part 2 30 minutes

1 app item Total 5 minutes

Open SAS Viya for Learners to Practice in this Module 5 minutes

In this module, we discuss and illustrate the basic ideas and applications in frequency domain analysis. We also discuss SSA and present demonstrations of applied SSA.