Time Series Analysis, Forecasting, and Machine Learning
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)
Course content
- Preview05:25
- 11:03Where to Get the Code
- 04:33Warmup (Optional)
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
Instructors
![Lazy Programmer Team](data:image/svg+xml,%3Csvg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 64 64"%3E%3C/svg%3E){kind=avatar}
- 4.7 Instructor Rating
- 45,180 Reviews
- 181,554 Students
- 15 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 masters degree in computer engineering with a specialization in machine learning and pattern recognition.
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.
- 4.6 Instructor Rating
- 118,682 Reviews
- 466,556 Students
- 29 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 masters degree in computer engineering with a specialization in machine learning and pattern recognition.
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.