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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!...

JM

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.

RT

Jul 17, 2020

Easily one of the best time-series courses online. Although it says "practical", there is plenty of good theory to back up the practice and at the same time not overwhelming or distracting.

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von Joel A

•Mar 25, 2020

There are some inconsistencies with notation. The quizzes are much too easy and the code/problems are basically given to you. I would say this is a good introductory course to see if you have any interest in the subject. There is some good theory development in the weeks covering autoregressive and moving average models. I did learn some of the terminology and methods for time series analysis that will allow me to go into more developed sources with a basic intuition of some simple processes.

von Jean-Marc S

•Jun 04, 2020

Interesting course, however, if you don't already have a STRONG background in math and statistics, you will get lost after about half of the first week! Some videos are just throwing formulas all over the place, without really understand what they are doing. Some are more detailed. Overall, interesting. But I think I got only 60% of the knowledge. Might have to retry later, or maybe do a different one. A glossary document will have been a nice to have (MA, AR, E, V, ACF, iid, ARM, AIC, etc.)

von Igor U

•Dec 07, 2019

I liked the emphasis on implementing the theory on data within R as this knowledge is directly transferable to real life application. A good way to go from 0 time series analysis knowledge to a base that can be the starting point for further learning. I noticed occasional errors in the material (EG. one quiz question asking for lambda() whereas it meant gamma()), but nothing that significantly takes away from the learning experience. Thank you for providing this quality course for free.

von Lance D

•Oct 20, 2019

Course provided solid understand of Time Series Analysis. I wasn't expecting to see so much math, but glad they included it. Recommend you study up on Time Series math before taking course. All of the math was converted into R algorithms for you and/or R function calls to packages that supported the concepts. I was immediately able to start applying my knowledge to my day job as a Software Engineer / Data Analyst.

von Siddharth M

•May 28, 2019

A very thorough course covering almost all the topics related to time series along with the math involved. However, the explanation for the math involved was not very elaborate and easy to understand. A lot of parts were skipped in the explanation. Moreover, the examples taken to explain were simpler, rather than taking a tough example and covering all the corners. Overall, a great course but not for a layman.

von MBOUOPDA M F

•Apr 29, 2020

When I started this course, I wanted to get familiar with Time series analysis, particularly the forecasting aspect. I am happy to say that I am satisfy. The explanation are very clear and I was able to follow without any prior knowledge in time series analysis. The only problem I observed is that the materials are out of date. In fact, some links do not work anymore.

von 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.

von Arthur B

•Sep 29, 2019

A very good course that covers both the theoretical Mathematics and the practical implementation in R.

I feel more confident now on time series analysis. I learned how to do forecasts, to interpret PACF and ACF and understand ARIMA and SARIMA.

A few small sections in the video went too quickly, but the material overall is excellent.

von Kuan-Ting C

•Jun 14, 2020

Sometimes you would have to read the documents or watch the video again to grasp the idea, but overall, the two instructors introduced the contents very clear. I like how the examples of actual time series data were given in the lectures, those examples did help get a better picture of what those time series models are for.

von Paulo H S V

•Nov 10, 2019

It's a great course and it will give a great overview of the main forecasting techniques. However, the course is not THAT practical, since there were a lot of lessons talking about the theoretical concepts instead of coding. If don't have a good understanding of Algebra, you might get lost throughout this course

von 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 :)

von Shrey A

•Jun 09, 2020

Nice course with a good pace. Great use of real world data sets.

A negative comment: Some of the datasets to be downloaded are not available on the links provided. Kindly update the links or provide the data file directly for usage.

von 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.

von 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.

von 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.

von Phạm G P

•Jul 17, 2020

I easily get frustrated in the early weeks (1,2,3) because of mathematics. However, I later realize that I have to understand how the forecast method works to fully comprehensively understand the time series analysis.

von 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.

von Manjeet K

•Nov 16, 2019

If you have the patience to learn time series with little knowledge of statistics, then this course is for you. Believe me, the course is really a "Practical" time series. Good course for beginners, I am satisfied.

von Oscar E E L

•Apr 13, 2020

Although I come from the math environment, I appreciated in a certain degree the explanations given, also I think that it would be useful to include more practical examples i.e. real life dataset, thanks for all!

von David S

•Jul 01, 2019

Little fast and some place in the middle when they started talking about inside the unit circle. May need a little refresher on that. Otherwise I really appreciate this type of material being available.

von 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.

von Diego A V G

•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.

von 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.

von badal s

•Jun 08, 2020

An excellent course of Time series analysis. This course is a bit Mathy, technical, and but easy. Highly recommend if you're interested in Time series analysis or Financial time series analysis.

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