Discover how to model, interpret, and forecast time series data. Learn about stochasticity, stationarity, ARIMA models, and decomposition. Gain skills to explore, model, and forecast using Python.

course.tar.gz

stats_model_jupyter

Time series are all around us, from stock prices and weather forecasts to economic trends and medical diagnoses. This course is designed to equip you to effectively model, interpret, and forecast time series.

In this course, you’ll learn time series analysis concepts, such as stochasticity, stationarity, and autocorrelation. You’ll analyze the time series by computing its various moments and by visualizing it using histogram and density plots. Next, you’ll decompose the time series into its trend, season, and cycle components. You’ll then learn about linear time series models, including autoregressive (AR) processes, moving average (MA) processes, ARMA, and ARIMA. You’ll fit these models on data and forecast the future and finish with evaluating the models using various goodness of fit criteria. 

By the end of this course, you’ll have a solid foundation in univariate time series analysis and the skills to explore, model, and forecast time series data using Python.

An Introduction to Time Series

Learn about two alternatives to the Augmented Dickey-Fuller test: the KPSS and Phillips-Perron tests.

Introduction to Time Series

The Basics of Time Series

Exploring Data

Analyze Time Series Data Using Markov Transition Fields

The Properties of Time Series

ARIMA Models

On Prediction

Choosing, Fitting, and Evaluating Models

Conclusion

Appendix

What have you learned?

Time Series Forecasting with Prophet in Python

The KPSS and Phillips-Perron Tests

KPSS test