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An Introduction to Time Series

1.Introduction to Time Series

About This Course Course Structure

2.The Basics of Time Series

Stochastic Processes Recurrence and Stationarity Some Basic Examples of Time Series Our Use Case Quiz

3.Exploring Data

Moments of a Time Series: Mean and Variance Moments of a Time Series: Skewness and Kurtosis Histograms and Density Plots Normality, the Q-Q Plot and the Jarque-Bera Test Quiz

Project

Analyze Time Series Data Using Markov Transition Fields

4.The Properties of Time Series

Integration A Note on Stocks vs. Returns The Dickey-Fuller Test The KPSS and Phillips-Perron Tests Autocorrelation Partial Autocorrelation Testing for Autocorrelation Trends, Seasons, and Cycles Filters Quiz

5.ARIMA Models

Moving Average Processes (MA)Autoregressive Processes (AR)ARMA and ARIMA Processes Seasonal ARIMA Quiz

6.On Prediction

Prediction Loss Forecasting with ARIMA Models Forecast Confidence Quiz

7.Choosing, Fitting, and Evaluating Models

Identifying and Fitting Candidate Models Goodness of Fit and Information Criteria Splitting Time Series Data Diagnostic Checks Out-of-Sample Forecasting and Evaluation Quiz

8.Conclusion

9.Appendix

Download the Temperatures Data Credits and Links

Assessment

What have you learned?

Project

Time Series Forecasting with Prophet in Python

Mock Interview

Time Series Analysis

An Introduction to Time Series

Quiz

Quiz yourself on data exploration.

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