Time Series Analysis, Forecasting, and Machine Learning

Name: Time Series Analysis, Forecasting, and Machine Learning
Rating: 4.7 (500 reviews)

Python for LSTMs, ARIMA, Deep Learning, AI, Support Vector Regression, +More Applied to Time Series Forecasting

Bestseller

(500 ratings)

2,191 students

Created by Lazy Programmer Team, Lazy Programmer Inc.

Last updated 12/2021

English

English [Auto]

What you'll learn

ETS and Exponential Smoothing Models
Holt's Linear Trend Model and Holt-Winters
Autoregressive and Moving Average Models (ARIMA)
Seasonal ARIMA (SARIMA), and SARIMAX
Auto ARIMA
The statsmodels Python library
The pmdarima Python library
Machine learning for time series forecasting
Deep learning (ANNs, CNNs, RNNs, and LSTMs) for time series forecasting
Tensorflow 2 for predicting stock prices and returns
Vector autoregression (VAR) and vector moving average (VMA) models (VARMA)
AWS Forecast (Amazon's time series forecasting service)
FB Prophet (Facebook's time series library)
Modeling and forecasting financial time series
GARCH (volatility modeling)

Requirements

Decent Python coding skills
Numpy, Matplotlib, Pandas, and Scipy (I teach this for free! My gift to the community)
Matrix arithmetic
Probability

Description

Hello friends!

Welcome to Time Series Analysis, Forecasting, and Machine Learning in Python.

Time Series Analysis has become an especially important field in recent years.

With inflation on the rise, many are turning to the stock market and cryptocurrencies in order to ensure their savings do not lose their value.
COVID-19 has shown us how forecasting is an essential tool for driving public health decisions.
Businesses are becoming increasingly efficient, forecasting inventory and operational needs ahead of time.

Let me cut to the chase. This is not your average Time Series Analysis course. This course covers modern developments such as deep learning, time series classification (which can drive user insights from smartphone data, or read your thoughts from electrical activity in the brain), and more.

We will cover techniques such as:

ETS and Exponential Smoothing
Holt's Linear Trend Model
Holt-Winters Model
ARIMA, SARIMA, SARIMAX, and Auto ARIMA
ACF and PACF
Vector Autoregression and Moving Average Models (VAR, VMA, VARMA)
Machine Learning Models (including Logistic Regression, Support Vector Machines, and Random Forests)
Deep Learning Models (Artificial Neural Networks, Convolutional Neural Networks, and Recurrent Neural Networks)
GRUs and LSTMs for Time Series Forecasting

We will cover applications such as:

Time series forecasting of sales data
Time series forecasting of stock prices and stock returns
Time series classification of smartphone data to predict user behavior

The VIP version of the course will cover even more exciting topics, such as:

AWS Forecast (Amazon's state-of-the-art low-code forecasting API)
GARCH (financial volatility modeling)
FB Prophet (Facebook's time series library)

So what are you waiting for? Signup now to get lifetime access, a certificate of completion you can show off on your LinkedIn profile, and the skills to use the latest time series analysis techniques that you cannot learn anywhere else.

Thanks for reading, and I'll see you in class!

Who this course is for:

Anyone who loves or wants to learn about time series analysis
Students and professionals who want to advance their career in finance, time series analysis, or data science

Lazy Programmer Team

Artificial Intelligence and Machine Learning Engineer

4.7 Instructor Rating
47,569 Reviews
188,883 Students
16 Courses

Today, I spend most of my time as an artificial intelligence and machine learning engineer with a focus on deep learning, although I have also been known as a data scientist, big data engineer, and full stack software engineer.

I received my first masters degree over a decade ago in computer engineering with a specialization in machine learning and pattern recognition. I received my second masters degree in statistics with applications to financial engineering.

Experience includes online advertising and digital media as both a data scientist (optimizing click and conversion rates) and big data engineer (building data processing pipelines). Some big data technologies I frequently use are Hadoop, Pig, Hive, MapReduce, and Spark.

I've created deep learning models to predict click-through rate and user behavior, as well as for image and signal processing and modeling text.

My work in recommendation systems has applied Reinforcement Learning and Collaborative Filtering, and we validated the results using A/B testing.

I have taught undergraduate and graduate students in data science, statistics, machine learning, algorithms, calculus, computer graphics, and physics for students attending universities such as Columbia University, NYU, Hunter College, and The New School.

Multiple businesses have benefitted from my web programming expertise. I do all the backend (server), frontend (HTML/JS/CSS), and operations/deployment work. Some of the technologies I've used are: Python, Ruby/Rails, PHP, Bootstrap, jQuery (Javascript), Backbone, and Angular. For storage/databases I've used MySQL, Postgres, Redis, MongoDB, and more.

Lazy Programmer Inc.

Artificial intelligence and machine learning engineer

4.6 Instructor Rating
123,686 Reviews
477,965 Students
30 Courses