Course Introduction
This course provides comprehensive training in time series analysis techniques, covering both traditional statistical methods and modern machine learning approaches for temporal data.
Course Content
- Week 1: Time Series Fundamentals and Visualization
- Week 2: Stationarity and Differencing
- Week 3: ARIMA Models
- Week 4: Seasonal Decomposition
- Week 5: Forecasting Techniques
- Week 6: Advanced Topics (GARCH, VAR, LSTMs)
Assignments
Assignment 1: Time Series Exploration
Analyze and visualize time series patterns in economic data.
Download DatasetAssignment 3: Forecasting Challenge
Compare different forecasting methods on real-world data.
Download DatasetCase Studies
Stock Market Analysis
Model and forecast stock price movements using time series techniques.
Energy Demand Forecasting
Predict electricity demand patterns for utility planning.