Time Series Analysis and Forecasting with Python (Udemy.com)
Learn Python for Pandas, Statsmodels, ARIMA, SARIMAX, Deep Learning, LSTM and Forecasting into Future
Created by: Navid Shirzadi
Last updated June 2026
What you will learn
- Basic Packages, NumPy, Pandas & Matplotlib
- Time Series with Pandas (Creating Date Time index, Resampling, ...)
- Analyzing Time Series Data Using Statsmodels Package
- The Concept of ARIMA and SARIMAX method and How to Forecast into the Future Using Them
- The Concept of Deep Learning from A-Z
- Forecast into the Future Using LSTM Model for Single Variant
- Forecast into the Future Using LSTM Model for Multi Variant
How it compares
Against the other 388 rated Udemy courses in Python on CourseDuck:
- Rating4.3 out of 5higher than 25% of them
- Reviews545#236 of 389 by number of reviews
- Length10.3 hourslonger than 51% of them
- Last updatedJune 2026more recently than 88% of them
Course Description
"Time Series Analysis and Forecasting with Python" Course is an ultimate source for learning the concepts of Time Series and forecast into the future.
In this course, the most famous methods such as statistical methods (ARIMA and SARIMAX) and Deep Learning Method (LSTM) are explained in detail. Furthermore, several Real World projects are developed in a Python environment and have been explained line by line!
If you are a researcher, a student, a programmer, or a data science enthusiast that is seeking a course that shows you all about time series and prediction from A-Z, you are in a right place. Just check out what you will learn in this course below:
Basic libraries (NumPy, Pandas, Matplotlib)
How to use Pandas library to create DateTime index and how to set that as your Dataset index
What are statistical models?
How to forecast into future using the ARIMA model?
How to capture the seasonality using the SARIMAX model?
How to use endogenous variables and predict into future?
What is Deep Learning (Very Basic Concepts)
All about Artificial and Recurrent Neural Network!
How the LSTM method Works!
How to develop an LSTM model with a single variate?
How to develop an LSTM model using multiple variables (Multivariate)
As I mentioned above, in this course we tried to explain how you can develop an LSTM model when you have several predictors (variables) for the first time and you can use that for several applications and use the source code for your project as well!
This course is for Everyone! yes everyone! that wants t to learn time-series and forecasting into the future using statistics and artificial intelligence with any kind of background! Even if you are not a programmer, I show you how to code and develop your model line by line!
If you want to master the basics of Machine Learning in Python as well, you can check my other courses!
Instructor Details
- 4.3 Rating
545 Reviews
Navid Shirzadi
Welcome! I'm Navid Shirzadi, and I'm thrilled that you've taken the time to visit my profile.
As a research scientist, I hold a doctoral degree in engineering and boast over ten years of invaluable experience in the fascinating realm of controlling integrated energy systems. My expertise lies in employing mathematical optimization strategies to tackle complex challenges within this field.
I am well-versed in Python programming and proficient in developing cutting-edge machine learning and deep learning models for various applications. My contributions to the field have been recognized through numerous publications centered around the design and implementation of intelligent control strategies for energy systems, utilizing the power of machine learning, deep learning, and artificial intelligence.
In essence, my passion lies in the realm of Data Science and Machine Learning, and I find immense satisfaction in applying optimization techniques to solve real-world problems. I genuinely look forward to sharing my knowledge and experiences with you!
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Reviews
By Morris Yuen on 8/10/2024
I've got other course talking about RNN/LSTM, however, this one beats others by explaining ARIMA and LSTM in a easy understand but detailed enough manner. The primer in numpy, pandas and matplotlib is also good but don't expect too much. The topic is too big to discuss in just a few hours.
By Anonymized User on 6/17/2024
El curso es bueno, el profe explica bastante bien, sin embargo siento que sobretodo al final no profundiza demasiado en la teoría (aunque esto lo entiendo, pues haría el curso demasiado pesado); ni tampoco en el código. Algunas funciones las utilizaba, sin explicar muy bien que hacia cada uno de los parámetros, pero explicando el resultado que obtiene. Si ya has visto algo de Pandas, Numpy y Matplotlib, recomiendo saltarse esa parte. Aunque no seas experto el código es lo suficientemente auto-explicativo.
By Hossein Tamaddoni on 2/11/2024
overall, it's just an intro to forecasting with an example, the part teaching the LSTM conecpt is not well done, and also i wish it would get into hyperparameter selection and coding.
By Vaughn V on 11/30/2023
The instructor knows the code well but the lecture and presentation is not the best for learning new concepts like SARIMAX and LSTM. He may want to collaborate with professionals who do lectures /presentations for a more cohesive experience. Audio and font size are below average I've noticed he responds to certain questions with details and others with vagueness or redirect.
By Daniel Gruia on 10/2/2023
Until now, it is exactly what I needed! A perfect match for me. I was searching for a method for gas consumption forecasting. The final example was for electricity consumption. I suppose that if last example would have been on gas consumption, that would imply an overfitting for my needs :)
By Anonymized User on 11/2/2022
Interesting insights but the format is inefficient: should use jupyter notebooks. Some basic errors like fitting a different scaler for the test set... Presenting different methods with different data sets is also disappointing. There is no sense of benchmarking: which one works better?
By Thamer Alsalek on 9/18/2022
The course is one of the few that touch exactly to my required learning target, the instructor is giving a step by step teaching approach that would suit even the new comers to deep learning. One thing needs to be improved: The resolution of the videos, when start working with the spyder coding need to be enhanced, I find it too small and too difficult to read.
By Preeti Gupta on 7/19/2022
Really Nice course. Most of the Timeseries course available dont touch LSTM topic. LSTM has been wonderfully explained with python code line by line. Without explanation it is absolutely impossible to guess what is happening and what we are trying to do. It is little difficult also. I have heard the video again and again with pause to understand. But at the end all makes sense. Only one problem with the video is that codes font is very small and very difficult to see and follow. I have copied the codes files and then had to jump between video and code file to understand. Kindly use some zoom feature to show the code when you are typing. Looking forward to see more amazing courses from you.
By Rozhin Maleki-Tehrani on 5/26/2022
I had participated in ' Data science and machine learning A-Z' course a few months ago. This course is as amazing as that course and that's the reason I enrolled in this course. Beside this, the instructor clearly explain concepts, also this project based course made valuable opportunity for those who want to learn practically.
By Sayed Mohamad Moosavian Nasab on 4/16/2022
until now everything is good but I'm confusing about seasonal and other graph ,it seams that I need study some paper about definition of these expression or i try to continue our sessions to reach an real example , I mean know these expression by real example
Quality Score
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Overall Score : 86 / 100









