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Time Series Analysis, Forecasting, and Machine Learning (Udemy.com)

Python for LSTMs, ARIMA, Deep Learning, AI, Support Vector Regression, +More Applied to Time Series Forecasting

Created by: Lazy Programmer Team

Last updated March 2026

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What you will learn

  • ETS and Exponential Smoothing Models
  • Holt's Linear Trend Model and Holt-Winters
  • Autoregressive and Moving Average Models (ARIMA)
  • Seasonal ARIMA (SARIMA), and SARIMAX
  • Auto ARIMA
  • The statsmodels Python library
  • The pmdarima Python library
  • Machine learning for time series forecasting
  • Deep learning (ANNs, CNNs, RNNs, and LSTMs) for time series forecasting
  • Tensorflow 2 for predicting stock prices and returns
  • Vector autoregression (VAR) and vector moving average (VMA) models (VARMA)
  • AWS Forecast (Amazon's time series forecasting service)
  • FB Prophet (Facebook's time series library)
  • Modeling and forecasting financial time series
  • GARCH (volatility modeling)

How it compares

Against the other 461 rated Udemy courses in Data Science on CourseDuck:

  • Rating4.7 out of 5higher than 85% of them
  • Reviews3,148#71 of 462 by number of reviews
  • Length23.5 hourslonger than 85% of them
  • Last updatedMarch 2026more recently than 69% of them

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Course Description

Hello friends!

Welcome to Time Series Analysis, Forecasting, and Machine Learning in Python.

Time Series Analysis has become an especially important field in recent years.

  • With inflation on the rise, many are turning to the stock market and cryptocurrencies in order to ensure their savings do not lose their value.

  • COVID-19 has shown us how forecasting is an essential tool for driving public health decisions.

  • Businesses are becoming increasingly efficient, forecasting inventory and operational needs ahead of time.


Let me cut to the chase. This is not your average Time Series Analysis course. This course covers modern developments such as deep learning, time series classification (which can drive user insights from smartphone data, or read your thoughts from electrical activity in the brain), and more.

We will cover techniques such as:

  • ETS and Exponential Smoothing

  • Holt's Linear Trend Model

  • Holt-Winters Model

  • ARIMA, SARIMA, SARIMAX, and Auto ARIMA

  • ACF and PACF

  • Vector Autoregression and Moving Average Models (VAR, VMA, VARMA)

  • Machine Learning Models (including Logistic Regression, Support Vector Machines, and Random Forests)

  • Deep Learning Models (Artificial Neural Networks, Convolutional Neural Networks, and Recurrent Neural Networks)

  • GRUs and LSTMs for Time Series Forecasting

We will cover applications such as:

  • Time series forecasting of sales data

  • Time series forecasting of stock prices and stock returns

  • Time series classification of smartphone data to predict user behavior

The VIP version of the course will cover even more exciting topics, such as:

  • AWS Forecast (Amazon's state-of-the-art low-code forecasting API)

  • GARCH (financial volatility modeling)

  • FB Prophet (Facebook's time series library)

So what are you waiting for? Signup now to get lifetime access, a certificate of completion you can show off on your LinkedIn profile, and the skills to use the latest time series analysis techniques that you cannot learn anywhere else.

Thanks for reading, and I'll see you in class!


UNIQUE FEATURES

  • Every line of code explained in detail - email me any time if you disagree

  • No wasted time "typing" on the keyboard like other courses - let's be honest, nobody can really write code worth learning about in just 20 minutes from scratch

  • Not afraid of university-level math - get important details about algorithms that other courses leave out

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Udemy Discount

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Instructor Details

Lazy Programmer Team

The Lazy Programmer is a seasoned online educator with an unwavering passion for sharing knowledge. With over 10 years of experience, he has revolutionized the field of data science and machine learning by captivating audiences worldwide through his comprehensive courses and tutorials.


Equipped with a multidisciplinary background, the Lazy Programmer holds a remarkable duo of master's degrees. His first foray into academia led him to pursue computer engineering, with a specialized focus on machine learning and pattern recognition. Undeterred by boundaries, he then ventured into the realm of statistics, exploring its applications in financial engineering.


Recognized as a trailblazer in his field, the Lazy Programmer quickly embraced the power of deep learning when it was still in its infancy. As one of the pioneers, he fearlessly embarked on instructing one of the first-ever online courses on deep learning, catapulting him to the forefront of the industry.


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Reviews

4.7

3,148 ratings on Udemy

Select a bar to show only those reviews.Select the bar again to show every rating.

By varun gaurav on 6/10/2025

This is one of the best courses online. Its expensive than other available courses outthere. But its worth every penny. Its so good that you would want to write the codes which he explained, which is why it would easily take +15 days of dedication easily to complete this course. AWS is something which I felt was a force fit in the course (its difficult and it needs more lectures added in but it clearly gave a summary). The instructor knows his area clearly and not someone who has no knowledge and just puts an online course anyway. Will try and look for this instructor for any future ML/AI courses. Great job!

By Michael Kolesnikov on 8/16/2024

Yes!!! I am doing this course as I am preparing for my dissertation defense. A huge part of it deals with being able to predict demand in blood supplies needed for a level-1 trauma hospital. This course helped me tremendously! Thank you, Mike K PhD-candidate in Biomedical Informatics

By Mohammad Ali Sahraei on 9/22/2023

If you have some knowledge of machine learning, this course might be suitable; otherwise, I never recommend taking this course. In addition, the lecturer describes the codes quickly while needing a more in-depth description. I strongly recommend the lecturer update most of the parts related to the codes with more details and information.

By Benjamin Sommerfeld on 6/30/2023

Lazy Programmer is great at teaching concepts that most people would find too difficult, that's why you won't find them in other courses. This course has taught me so much and I can't wait to see what else I'll learn along the way! This course delivers great value, it's affordable, and it makes learning enjoyable.

By Fortunato Nucera on 4/30/2023

The course is very hands-on and the quality of the provided material shows that the instructor has put in a lot of effort. I am appalled that some other students believe that the "slides" need to be provided. The course already includes videos and notebooks: what is the point in having the slides of the corresponding videos as well? Overall, I did enjoy the entire course, although I felt that the AWS forecast part was a bit boring (not because of the presentation, but rather the inherent ugliness of the AWS API) and I wish a future VIP section will include anomaly detection for time series (which I guess could be done easily with Prophet or any other model providing confidence intervals). Finally, it's nice to see how much focus the instructor puts on the need to avoid "Deep Learning at all costs", and rather shows how powerful non-DL statistical models can be in the context of time-series prediction. Thank you! I will now buy the course about financial engineering!

By Ogunfowora Oluwaseyi on 3/13/2023

It is a very detailed, intuitive, and hands-on course. The instructor explains the underlying concepts and basics in detail which makes it easy to build upon, simply put he lays a strong foundation. He also provides codes and explains them in detail, not every course provides the codes. The exercises in the course, if you actually do them force you to think through the problems and make you a better data scientist. It is a well-rounded course and I am not disappointed. If you take the course, you will get what I mean. The course is simply amazing.

By Mukwa Ndudi on 12/21/2022

As always I only rate the course after completing the entire course content. This course is worth taking for anyone who wants to dive into time series analysis or forecasting. From my viewpoint, the instructor was knowledgeable about the topics, the explanations were clear and concise. I'd like the instructor to cover errors or anomaly detections on other algorithms not only on Facebook Prophet.

By Dilip Karki on 5/7/2022

Thank you so much for such a great content. I recommend all to take this course if they are interested in learning time series analysis. I already had some knowledge about machine learning before starting this course, and it really helped me to apply everything I knew.

By Federico Bruni on 4/11/2022

Really a good course and an amazing teacher! Topics are pretty hard if you are new to the Machine Learning world and could require from you some hard work, but if you do your best to learn you will succeed, expecially thank to Lazy Programmer that will guide you responding to your questions. Absolutely adviced!

By Alex Dietrich on 3/17/2022

Lazy Programmer's course was the most thorough time series analysis course I have come across. I recently completed a machine learning bootcamp and I found that his clear and detailed explanations of machine learning concepts filled in the blind spots that I had and hardened my understanding of machine learning and data science.

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Overall Score : 94 / 100