Volver a Practical Time Series Analysis

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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!...

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.

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.

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por ZHOU G

•May 12, 2018

Thanks for the course! I found it very interesting and useful.

I believe the course could be improved by having a proper ending or conclusion, reviewing everything we have learned and introduce some some viable path through which we can further advance the analysis skill. (Or are you actually considering open another course with more advanced technique?

Thanks again!

por Robert S

•Nov 11, 2018

The instructors provided detailed background for the theoretically inclined while gradually developing practical implementations in R using many real time series. Having finished the course I have a firm grasp of the process of analyzing time series and forecasting from them, as well as greater general facility in R. Overall an excellent and useful course.

por Zhexuan Z

•Aug 14, 2019

Really good course to get to the fundamental concepts of AR, MA, ARIMA, SARIMA process, and basic concept like stationary. A few more areas that I wish the class could cover, including 1) stationary tests like ADF, KPSS, etc 2) regression against time series variables and how to treat/transform these variables before running regression model

por Sanathkumar P

•Oct 03, 2018

I found this course to have the right mixture of math and practical examples to illustrate the approaches for time series analysis. Even if some parts of got too mathy, I was still able to understand it. Considering that its been a while since I have dealt with math, it should be encouraging for others having similar reservations.

por Andrea P

•Jan 24, 2020

The course is exceptional. There are a few mistakes here and there in the material, but overall it is terrific. Recommended prerequisites to enjoy: basic linear algebra, calculus, basic statistics and probability course. Thistleton will make you learn the essential stuff with charming videos and readings.

por Abinaya A R

•Sep 23, 2018

I had an wonderful experience learning this course. Descriptions and teaching methodology was quite comfortable with me. The reading materials and the lectures together provided an overall understanding of the contents. Happy to have found and completed this course.

por Logan S

•Oct 23, 2018

Great course. Once you get your mind around the math with the real-world examples the applications and understanding become quite obvious. Would recommend just presenting the checklist at the outset so learners know that they're building into a framework.

por Ciprian C C

•Mar 31, 2018

I like this course and the instructors are great. Mostly, they showed care for the students by making the exercises well chosen and accessible, which greatly increases the confidence of the student. The pace of the material is balanced too. I enjoyed it!

por Dongliang Z

•Feb 15, 2019

Terrific! Thanks the teachers! Both of You are very good. You make the complexity easy to learn.

Nice theory, Nice example, Nice code, Nice pdf files.

I will definitely review this course again and again whenever I need to use time series to forecast.

por Burak H

•Jul 01, 2019

This is a great introduction to time series analysis. The class is easy to follow and the lecture notes are well prepared. In my opinion, it could have been better if some more mathematical details were presented (maybe as extra ungraded material).

por Yohanis F

•Jun 27, 2018

Great course, it breaks down Time Series into the mathematical theory and then construct knowledge from the basis. It was wonderful to understand how to use PAC and ACF to retrive insights from TS.Thanks for sharing this wonderful knowledge

por Maurizio L R

•Feb 26, 2018

I found the course to be interesting, well organized and well taught, the teachers give intuitions and mathematical justifications to the theory and they provide extensive simulations and practical examples.

Very recommended.

por Victor Z

•Sep 03, 2018

A very interesting and well made course that I would recommend to students and professionals. A possible enhancement would be including a discussion on the ranges of applicability of ARIMA and smoothing forecasting methods.

por Aman G

•Feb 01, 2020

The course gets you started with building models of time series dataset in almost no time. Though course does not cover in depth theory but the course do really says that it is a "Practical" Time Analysis Course.

por William G

•Mar 29, 2019

This course is great. It is the best that I have tried on the web. Clearly explained and the math is fair to understand the topics and be able to get the ideas clear. Even the code for R is a great way to learn!

por Sanjeev G

•Jan 30, 2020

An excellent course if you are looking to get working knowledge of time series analysis. Basic working knowledge of univariate statistics will go a long way in making the learning easier. I would recommend it.

por Ashok B

•Sep 30, 2019

Very useful course to establish the core fundamentals of time series data - which is very prevalent in real life. Instructors are really great and the quizzes are very well designed to reinforce the concepts.

por vinay b

•Aug 25, 2018

This is a phenomenal course if one wants to have a thorough understanding of how ARIMA forecasting is performed.

On top of that, this course is absolutely free (with an option to buy).

Thanks a lot !

por 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.

por Luis C W

•Jul 14, 2019

This was a good introduction to time series analysis. The lessons were easy to follow without much difficulty. In my opinion, it could have been better if more practical examples were given.

por LAI H Y

•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.

por Madhu 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.

por RIcardo G M

•Apr 23, 2018

I would definitely recommend this course. It is a smooth introduction to time series analysis, very well explained and guided through multiple examples. I found it really useful!

por Rohit S

•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.

por joari c

•Mar 14, 2018

Very good introduction to Time Series with R. Emphases on concepts rather than on dry math, but also precise as needed. Good supporting material and excellent professors.

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