Python for Time Series Data Analysis (Udemy.com)
Learn how to use Python , Pandas, Numpy , and Statsmodels for Time Series Forecasting and Analysis!
Created by: Jose Portilla
Last updated July 2020
What you will learn
- Pandas for Data Manipulation
- NumPy and Python for Numerical Processing
- Pandas for Data Visualization
- How to Work with Time Series Data with Pandas
- Use Statsmodels to Analyze Time Series Data
- Use Facebook's Prophet Library for forecasting
- Understand advanced ARIMA models for Forecasting
How it compares
Against the other 371 rated Udemy courses in Data Analysis on CourseDuck:
- Rating4.7 out of 5higher than 91% of them
- Reviews9,275#27 of 372 by number of reviews
- Length15.3 hourslonger than 86% of them
- Last updatedJuly 2020earlier than 87% of them
Course Description
Welcome to the best online resource for learning how to use the Python programming Language for Time Series Analysis!
This course will teach you everything you need to know to use Python for forecasting time series data to predict new future data points.
We'll start off with the basics by teaching you how to work with and manipulate data using the NumPy and Pandas libraries with Python. Then we'll dive deeper into working with Pandas by learning about visualizations with the Pandas library and how to work with time stamped data with Pandas and Python.
Then we'll begin to learn about the statsmodels library and its powerful built in Time Series Analysis Tools. Including learning about Error-Trend-Seasonality decomposition and basic Holt-Winters methods.
Afterwards we'll get to the heart of the course, covering general forecasting models. We'll talk about creating AutoCorrelation and Partial AutoCorrelation charts and using them in conjunction with powerful ARIMA based models, including Seasonal ARIMA models and SARIMAX to include Exogenous data points.
Afterwards we'll learn about state of the art Deep Learning techniques with Recurrent Neural Networks that use deep learning to forecast future data points.
This course even covers Facebook's Prophet library, a simple to use, yet powerful Python library developed to forecast into the future with time series data.
So what are you waiting for! Learn how to work with your time series data and forecast the future!
We'll see you inside the course!
Instructor Details
- 4.7 Rating
9,275 Reviews
Jose Portilla
Jose Marcial Portilla has a BS and MS in Mechanical Engineering from Santa Clara University and years of experience as a professional instructor and trainer for Data Science, Machine Learning and Python Programming. He has publications and patents in various fields such as microfluidics, materials science, and data science. Over the course of his career he has developed a skill set in analyzing data and he hopes to use his experience in teaching and data science to help other people learn the power of programming, the ability to analyze data, and the skills needed to present the data in clear and beautiful visualizations. Currently he works as the Head of Data Science for Pierian Training and provides in-person data science and python programming training courses to employees working at top companies, including General Electric, Cigna, SalesForce, Starbucks, McKinsey and many more. Feel free to check out the website link to find out more information about training offerings.
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Reviews
By Ping-Chang Cheng on 12/28/2025
This course about time series analysis with Python is definitely the most absorbing course I have ever met so far. The explanation is concise and clear. I used the concepts and tools learned from the course to analyze BCPI and BDI and get a ubique insight to help my investment. Hopefully the instructor can conduct more python-related courses.
By Anonymized User on 6/25/2022
The first sections are really perfect. Then the section 8 which is the longest and the most important misses a bit, in my opinion, more explanations about the theory and even more coding for praticing more and understand better the theory. Same analysis also for the last sections about Deep Learning and Prophet. But in its globality, this course is very valuable.
By Armin B. on 5/8/2022
I appreciated this course very much. Sometimes it was a bit to fast for me and some explanations could be a bit more extensive (it would be much more helpful, explaining the shown mathematical formulas with own words instead of just reading the symbols on the screen). A tool that could help to explain the single methods (AR, MA) would be simple Excel spreadsheets with the respective examples. I created them by myself to better understand. On the other side, the course is accompagnied by extensive solution notebooks with many helpful hints and links. Regarding the results of the single coding examples, I sometimes was not able to reproduce the results shown in the course. Sometimes libraries have changed (e.g. Keras) and, as a consequence, the code had to be changed, too respect to the lectures but usually it was not a problem finding the solution on the web. Summarizing, for me this is a great five star course and I would take it again with pleasure. If the author would ask me how to further improve it, I would answer: by creating a stronger involvement with the used datasets and results of the single exercises would be my suggestion and not regarding the data as simple demonstration materials. In the sense of Antoine de Saint-Exupery: “If you want to build a ship, don’t drum up the men to gather wood, divide the work, and give orders. Instead, teach them to yearn for the vast and endless sea.” :)
By Yolla Haifah on 3/7/2021
Great course ! Jose knows what he's doing pretty well. Thank you !!! maybe there are times when I load the code and it won't work but whoever just new started this course don't worry! . learn to find till it works and u gonna feels really cool about it ! XD . about to take your My sql course later soon hehe
By Mark Wheeler on 1/10/2021
Great course...I learned a lot and am able to apply the various forecasting techniques to new time series data sets (eg, the current SARS/COVID-19 data). Installing some of the packages (ie, tensorflow and fbprophet) can be a little tricky, so read the installation documentation carefully. I made it through--so you can, too. I enjoy Jose's teaching style--everything explained in a straightforward, clear and easy-to-understand delivery.
By Bose Varghese on 12/20/2020
Covering almost all topics and indepth explanations
By Udit Kumar on 12/20/2020
Need more basics level handholding -- like how to upload excel data into the python workbook etc. also practical examples like currency forecasting for on annual basis
By Eatgasegras on 12/20/2020
Good, what I expected
By Shubhendra Kumar on 12/20/2020
This course on time series analysis is simply the best you can get on the entire Udemy platform as of now. Most of the state of the art techniques have been covered in the relevant sections. However Facebook Prophet's section could have been detailed a bit more. Definitely, the course is worth pursuing for solidifying the foundations of time series analysis via python.
By Mike Grella on 12/7/2020
This course has very good coverage of forecasting techniques and manipulation of time series. Jose also explains the content clearly and makes an effort to answer questions. There are few hiccups in the Statsmodels portion of the course that generate a bit of confusion due to some functions that have been updated and deprecated, even if you run them within the conda environment activated, however if you are eager to learn this wont stop you.
By Jose Vega on 12/6/2020
Very well explained all concepts and their application on the notebook
By Ruben Rosa on 12/6/2020
Great explanation of ACF / PCF. Great explation of auto_arima and how the p,d,q and P,D,Q are chosen. Great notebooks and complementary lectures links
Quality Score
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Overall Score : 94 / 100












