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Time Series Analysis in Python (Udemy.com)

Time Series Analysis in Python: Theory, Modeling: AR to SARIMAX, Vector Models, GARCH, Auto ARIMA, Forecasting

Created by: 365 Careers

Last updated May 2023

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What you will learn

  • Differentiate between time series data and cross-sectional data.
  • Understand the fundamental assumptions of time series data and how to take advantage of them.
  • Transforming a data set into a time-series.
  • Start coding in Python and learn how to use it for statistical analysis.
  • Carry out time-series analysis in Python and interpreting the results, based on the data in question.
  • Examine the crucial differences between related series like prices and returns.
  • Comprehend the need to normalize data when comparing different time series.
  • Encounter special types of time series like White Noise and Random Walks.
  • Learn about "autocorrelation" and how to account for it.
  • Learn about accounting for "unexpected shocks" via moving averages.
  • Discuss model selection in time series and the role residuals play in it.
  • Comprehend stationarity and how to test for its existence.

How it compares

Against the other 371 rated Udemy courses in Data Analysis on CourseDuck:

  • Rating4.8 out of 5higher than 97% of them
  • Reviews2,904#74 of 372 by number of reviews
  • Length7.3 hourslonger than 64% of them
  • Last updatedMay 2023earlier than 75% of them

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Course Description

How does a commercial bank forecast the expected performance of its loan portfolio?

Or how does an investment manager estimate the risk of a stock portfolio?

What are the quantitative methods used to predict real-estate properties?

If there is some time dependency, then you know it - the answer is: time series analysis.

This course will teach you the practical skills that would allow you to land a job as a quantitative finance analyst, a data analyst or a data scientist.

In no time, you will acquire the fundamental skills that will enable you to perform complicated time series analysis directly applicable in practice. We have created a time series course that is not only timeless but also:

· Easy to understand

· Comprehensive

· Practical

· To the point

· Packed with plenty of exercises and resources

But we know that this may not be enough.

We take the most prominent tools and implement them through Python – the most popular programming language right now. With that in mind…

Welcome to Time Series Analysis in Python!

The big question when taking an online course is what to expect. And we’ve made sure that you are provided with everything you need to become proficient in time series analysis.

We start by exploring the fundamental time series theory to help you understand the modeling that comes afterward.

Then throughout the course, we will work with a number of Python libraries, providing you with a complete training. We will use the powerful time series functionality built into pandas, as well as other fundamental libraries such as NumPy, matplotlib, StatsModels, yfinance, ARCH and pmdarima.

With these tools we will master the most widely used models out there:

· AR (autoregressive model)

· MA (moving-average model)

· ARMA (autoregressive-moving-average model)

· ARIMA (autoregressive integrated moving average model)

· ARIMAX (autoregressive integrated moving average model with exogenous variables)

. SARIA (seasonal autoregressive moving average model)

. SARIMA (seasonal autoregressive integrated moving average model)

. SARIMAX (seasonal autoregressive integrated moving average model with exogenous variables)

· ARCH (autoregressive conditional heteroscedasticity model)

· GARCH (generalized autoregressive conditional heteroscedasticity model)

. VARMA (vector autoregressive moving average model)


We know that time series is one of those topics that always leaves some doubts.

Until now.

This course is exactly what you need to comprehend time series analysis once and for all. Not only that, but you will also get a ton of additional materials – notebook files, course notes, quiz questions, and many, many exercises – everything is included.


What you get?

· Active Q&A support

· Supplementary materials – notebook files, course notes, quiz questions, exercises

· All the knowledge to get a job with time series analysis

· A community of data science enthusiasts

· A certificate of completion

· Access to future updates

· Solve real-life business cases that will get you the job

We are happy to offer a 30-day money back guarantee in full. No risk for you. The content of the course is excellent, and this is a no-brainer for us, as we are certain you will love it.

Why wait? Every day is a missed opportunity.

Click the “Buy Now” button and start mastering time series in Python today.

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Instructor Details

365 Careers

365 Careers is the #1 best-selling provider of business, finance, data science and AI courses on Udemy. The company’s courses have been taken by more than 4,000,000 students in 210 countries. People working at world-class firms like Apple, PayPal, and Citibank have completed 365 Careers trainings.    

Currently, 365 focuses on the following topics on Udemy:    1) Finance – Finance fundamentals, Financial modeling in Excel, Valuation, Accounting, Capital budgeting, Financial statement analysis (FSA), Investment banking (IB), Leveraged buyout (LBO), Financial planning and analysis (FP&A), Corporate budgeting, applying Python for Finance, Tesla valuation case study, CFA, ACCA, and CPA

2) Data science – Statistics, Mathematics, Probability, SQL, Python programming, Python for Finance, Business Intelligence, R, Machine Learning, TensorFlow, Tableau, the integration of SQL and Tableau, the integration of SQL, Python, Tableau, Power BI, Credit Risk Modeling, and Credit Analytics, Data literacy, Product Management, Pandas, Numpy, Python Programming, Data Strategy

3) Entrepreneurship – Business Strategy, Management and HR Management, Marketing, Decision Making, Negotiation, and Persuasion, Tesla's Strategy and Marketing

4) Office productivity – Microsoft Excel, PowerPoint, Microsoft Word, and Microsoft Outlook

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Reviews

4.8

2,904 ratings on Udemy

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

By Jürgen van der List on 5/21/2022

Ein exzellenter, konzentrierter Kurs über die verschiedenen ARMA-Modelle. Manche Erklärungen laufen sehr schnell; diese muss man mehrere Male anhören. Das einzige, was ich vermisse, ist eine begleitende Literatur, in der man einige komplexe Zusammenhänge nachlesen kann. Vielleicht kann man diese Literatur-Angaben nachliefern. Vielen Dank JvdL

By Dawid Tararuj on 4/3/2022

Good overview of many ts models, i have learned a lot. I regret that you haven't focus on forecasting, ex. profits or sales than stock market prices. Unfortunately i haven't found answer how to deal with returns in forecasts. We don't have real values, only values in return form, and what then, how to present them to answer question: "how would be the price after 10 periods"

By Parker Harvey on 11/2/2021

As with other 365 Careers courses, the explanations are clear, well-thought out in advance, and at a pace that makes them easy to absorb. The course has a fair amount of repetition, however that is a strength as reinforcement is key for a topic such as this along with the related coding practices specific to it. The stock index examples work well enough for the most part though datasets that lend themselves better to out-of-sample forecasting would be preferred. All in all, this course did an excellent job of filling in some of the conceptual gaps in my understanding of the subject matter and would recommend it to others.

By Gladstone Nwaohele on 5/16/2021

I started hopeful, and ended excited. I started wishful and ended hungering for more. I am so glad i took up this course, the most important thing it did for me is to first clear my head of the 'Python is complex' thoughts filled in it and made me see I could master the use of Python in data Analytics. i am currently trying to join my Finance trying with Data Analytics and this course has made me realize my dreams can be a reality. With joy in my heart, I look forward to the interesting Data Analytics course. Thanks Career 365.

By Naveen Kalhan on 6/8/2020

Absolutely learned a lot during this course... most importantly, thank you for opening up further gateways to go beyond with this set of knowledge. this course really made it easier for me. Thank you for your good and hard work 365 career. REALLY LIKE THIS COURSE

By Prashant Brahmbhatt on 5/9/2020

What a wonderful course!!! I was assigned a Time Series POC at my work, so I finished this course in 3-days and did a hands-on on the data I had in my project and I can't tell you how good this course was for me in understanding the Time-Series at least at a level to get started decent results in the project. Looking forward to more of such content. Thanks Vik.

By Amit Kumar on 3/28/2020

The course is quite comprehensive and well explained. Given the complexity of the subject, I would recommend to go through the lecture multiple times until you get the clear understanding of it. Every single statement in this lecture is worth 100% of your attention and focus. Bear with it, spend some time into it and you would find yourself an expert in time series as course completes. I would request the instructor to elaborate more on the theoretical part.

By Asparuh Emilov on 3/10/2020

It is excelent! However, some of the mathematical explanations for statistics are a bit complex and my suggestion is to elaborate a bit more on their explanation. Giving positive and negative examples is helping a lot with getting the intuition behind the calculations.

By Jeroni Carandell Saladich on 2/10/2020

The professor was excellent and I believe that I got a lot out of the course, however, the forecasting part was very disappointing. It lacked forecasting evaluation and realistic forecasting methods (given that in most real-case scenarios using exogenous variables is not realistic).

By Gary Buckley on 10/28/2019

This course gives a strong foundation of time series analysis. It is important that a student already has a working understanding of Python before taking this course. If you do - this course is great because it skips any basic concepts and gets straight to the time series part. The course provides excellent theoretical descriptions of time series concepts like stationarity and random walks. It then walks through many different ways in which we can model the data. Now that a forecasting section and business case have been added to the end of the course, you then get to apply all of the theory you have learned. Very good course offering the foundations of time-series analysis.

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Overall Score : 96 / 100