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282 Bewertungen

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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von Pratik C

•Jun 10, 2018

Excellent course. The whole topic is broken into bits and pieces and in a well structured form. Makes it easier to understand each concept. Apart from quizzes, few assignment problems where from the given data-set you need to come up with which technique to be used whether SARIMA or Exponential forecasting and then final forecast numbers. This will make it a complete course.

von Anthony A Q D

•Sep 14, 2018

It's really good. I'm a master of applied statistic student and haven't taken time series. It helped me a lot, the math can be decently challenging but was rewarding when I did it. The vocabulary are very obtuse though. Trend, stationarity, etc.. is lost in the details. Process order and lag relationship was somewhat lost in the detail. Overall I learned a lot thank you!

von 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!

von 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.

von 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

von 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.

von 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.

von Girija V

•May 03, 2020

The course covers almost everything related to time series in detail. The mathematics is not too tough to understand but the jist of the course is how to apply time series models to real world datasets. Hats Off to the professors for covering each and every detail thoroughly. Highly recommended !!

von 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.

von 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.

von 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!

von MEKALA S N

•May 25, 2020

very good course for a person who doesn't have an experience in time series and R.Clearly explained every model with mathematical modelling and proof.Very satisified with the course now, i am confident that i can model any time series data.Thanks a lot

von 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.

von 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).

von 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

von Agustín S

•Mar 21, 2020

The course was really good. It begins with the basic concepts and develops very good examples combined with theory. I hope there is a part 2 with topics such as SAMIRAX models as well and something related to ML in Time Series Analysis.

von Shannon D

•Jun 29, 2020

Informative, detailed, while still being pragmatic. Good variety and amount of resources to rely on. After just one week of following the course carefully and diligently, I feel confident using time series for my dissertation!

von Mohammed A Y

•Jun 18, 2020

Very useful course if you are looking to get a good insight into time series analysis using R software. they structure of the course is well organised with a lot of practical examples with great support from the instructors.

von Willians B d A

•Apr 08, 2020

Was a great time of learning and discovering about what exists behind the time series analysis. The professors were fundamental and they are awesome, doing a great job simplyfing the concepts and explaining with a soft pace.

von 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.

von 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.

von 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.

von 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!

von 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.

von 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.

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