
Explore stationarity by simulating stationary and non-stationary time series, compare their mean and variance, and validate with the augmented Dickey-Fuller test; apply differencing to achieve stationarity.
Implement moving average forecasting in Python using the MA model, simulate MA processes, test stationarity with the ADF test, and perform rolling predictions to compare horizons with baselines.
Apply ARIMA modeling to real quarterly electricity production in Australia; determine d=1 and select ARIMA(4,1,4) via grid search, then forecast in original scale with rolling predictions.
Implement simple exponential smoothing in python using statsmodels, including training and test split, forecasting, and evaluating against a naive seasonal baseline. Demonstrate its limitations with trend and seasonality.
this lesson covers bats and tbats for multi-seasonal time series with daily and weekly cycles, using box-cox and arma errors, with tbats employing fourier terms for non-integer periods.
Explore the theta model for time series forecasting, decomposing into z0 and z2 lines, removing seasonality, extrapolating with linear regression and exponential smoothing, and reintroducing seasonality in Python.
Learn how long short term memory networks extend RNNs for time series forecasting by using cell state and gates: forget, input, and output to combat vanishing gradients, with TensorFlow implementations.
Implement and evaluate LSTM models in a Jupyter notebook using Keras, including single-step, multi-step, and multi-output architectures, with training schedulers and performance plotting.
Plot forecasts and components to visualize training data, predictions, confidence intervals, and trend with weekly and daily seasonality.
Explore how to use Prophet for hyperparameter tuning with cross validation and performance metrics, tuning change point prior scale and seasonality prior scale across horizon and rolling window.
Master Time Series Forecasting: From Fundamentals to Deep Learning
Unlock the power of predictive analytics in this comprehensive 12-hour course designed specifically for aspiring data scientists. Whether you're looking to forecast market trends, optimize supply chains, or predict weather patterns, this course will equip you with the essential skills to tackle real-world forecasting challenges.
What You'll Learn
Transform from a beginner to a confident practitioner through our carefully structured curriculum. Starting with fundamental statistical models, you'll progress to implementing cutting-edge deep learning architectures. Along the way, you'll master:
Classical forecasting methods (ARIMA, SARIMA, SARIMAX)
Advanced techniques like exponential smoothing, TBATS, and the Theta model
Deep learning architectures for time series
Facebook's Prophet framework
Why This Course Stands Out
14+ hands-on projects that reinforce your learning
100% Python-based curriculum with complete code implementations
Real-world applications across finance, economics, retail, and supply chain
Progressive learning path from basics to advanced concepts
Perfect For You If...
You're new to time series forecasting but have basic Python programming skills. No prior forecasting experience needed – we'll guide you through every step, from understanding the fundamentals to implementing advanced predictive models.
Course Structure
The curriculum flows naturally from foundational concepts to advanced applications:
Core statistical methods and their practical implementation
Multivariate forecasting techniques for complex datasets
Deep learning approaches built from the ground up
Modern frameworks and state-of-the-art architectures
About Your Instructor
Learn from an industry expert at the forefront of time series innovation. I am a contributor at Nixtla, a leader in open-source forecasting technology, and an active developer of NeuralForecast, the Python package renowned for its lightning-fast deep learning implementations. This isn't just theoretical knowledge – it's practical insight from someone who shapes the tools that industry leaders use today.
By the end of this course, you'll have the skills and confidence to tackle diverse forecasting challenges across any industry. Join us to master one of the most valuable skills in data science, backed by extensive hands-on practice and real-world applications.
Ready to predict the future? Enroll now and transform your data science journey.