
Explore applied time series analysis and forecasting with R through three projects on trend, seasonality, and irregular data, using real-world finance and labor data, with model comparison and visualization.
Explore practical R time series resources—from the R Time Series Task View and CRAN packages like forecast to tutorials and books—enabling applied, daily work with univariate and multivariate analysis.
Learn how Arima models capture time series structure using autoregressive, differencing, and moving average components in R, with auto.arima for univariate datasets and practical forecasting.
Explore time series visualization with ggplot2 and the forecast package, building an auto plot with auto layers for Holt, Holt damped, and ARIMA forecasts, plus legends and titles.
Scrape Novartis (NVS) data from Yahoo Finance and build a regular five-day series. Impute missing days using locf and compare ARIMA and ETS to identify buy or sell timing.
Preprocess irregularly spaced data by regularizing into equal intervals to reveal seasonality. Compare Arima and ETS forecasts and examine ACF and PCF to assess autocorrelation and limited patterns.
Convert data to a five-day time series, plot seasonality, compare highs and lows by weekday, and apply median-based baselines with STL decomposition to reveal small but actionable patterns.
Master applied time series analysis with R projects, comparing exponential smoothing and ARIMA models on trend and seasonal data. Learn data preprocessing, cross-validation, and dynamic regression approaches.
Welcome to the world of R and Time Series Analysis!
At the moment R is the leading open source software for time series analysis and forecasting. No other tool, not even python, comes close to the functions and features available in R. Things like exponential smoothing, ARIMA models, time series cross validation, missing data handling, visualizations and forecasts are easily accessible in R and its add on packages. Therefore, R is the right choice for time series analysis and this course gives you an opportunity to train and practice it.
So how is the course structured?
This is a hands on course with 3 distinct projects to solve! Each project has a main topic and a secondary topic. Both are discussed on real world data. In the first project you work with trending data, and as a secondary topic you will learn how to create standard and ggplot2 time series visualizations. The dataset for that project will be an employment rate dataset.
The second project with the German monthly inflation rates over the last 10 years shows how to model seasonal datasets. And you will also compare the models with time series cross validation.
In the third project you will connect R to yahoo finance and scrape stock data. The resulting data requires loads of pre-processing and cleaning including missing data imputation. Once we prepared the data, we will check out which weekday is the best for buying and selling the Novartis stock.
You should know some R to be able to follow along. There is for example the introduction to time series analysis and forecasting course. That course is more a step by step guide while this one is an applied and project based one. Both courses can be taken on their own, or you take a look at both and learn the subject from 2 different angles.
As always you will get the course script as a text file. Of course you get all the standard Udemy benefits like 30 days money back guarantee, lifetime access, instructor support and a certificate for your CV.