This program covers 8 projects
featuring end-to-end methods for time series analysis and forecasting. You will
learn how to go from industry problem/opportunity to discovery techniques, data
requirements modeling, translation of problem statement into a timeseries
experiment, analytics and modeling and model deployment. In addition to
mathematical foundations of time series, you will get hands-on experience
building predictive models in cases of both stationary and non-stationary time
series. You will also gain solid mastery of advanced concepts and the
application of a broad range of tools and techniques used in implementing industry
scale timeseries-based solutions.
Advanced Concept Topics: autocorrelation and partial autocorrelation, Fourier
analysis, stationarity, time series decomposition, autoregressive integrated
moving average (ARIMA) process and the Box-Jenkins methodology, generalized
autoregressive conditional heteroskedasticity (GARCH) model, long short-term
memory (LSTM), a special type of recurrent neural networks (RNN)
Classical Time Series Forecasting Methods:
Autoregression (AR)
Moving Average (MA)
Autoregressive Moving Average (ARMA)
Autoregressive Integrated Moving
Average (ARIMA)
Seasonal Autoregressive Integrated
Moving-Average (SARIMA)
Seasonal Autoregressive Integrated
Moving-Average with Exogenous Regressors (SARIMAX)
Vector Autoregression (VAR)
Vector Autoregression Moving-Average
(VARMA)
Vector Autoregression Moving-Average
with Exogenous Regressors (VARMAX)
Simple Exponential Smoothing (SES)
Holt Winter’s Exponential Smoothing
(HWES)
…
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