Time Series Analysis in Python 2021
Time Series Analysis in Python: Theory, Modeling: AR to SARIMAX, Vector Models, GARCH, Auto ARIMA, Forecasting
Created by 365 Careers | 7.5 hours on-demand video course
Welcome to Time Series Analysis in Python! The big question in taking an online course is what to expect. And we’ve made sure that you are provided with everything you need to become proficient in time series analysis. We start by exploring the fundamental time series theory to help you understand the modeling that comes afterwards.
Then throughout the course, we will work with a number of Python libraries, providing you with a complete training. We will use the powerful time series functionality built into pandas, as well as other fundamental libraries such as NumPy, matplotlib, StatsModels, yfinance, ARCH and pmdarima.
What you’ll learn
- Differentiate between time series data and cross-sectional data.
- Understand the fundamental assumptions of time series data and how to take advantage of them.
- Transforming a data set into a time-series.
- Start coding in Python and learn how to use it for statistical analysis.
- Carry out time-series analysis in Python and interpreting the results, based on the data in question.
- Examine the crucial differences between related series like prices and returns.
- Comprehend the need to normalize data when comparing different time series.
- Encounter special types of time series like White Noise and Random Walks.
- Learn about “autocorrelation” and how to account for it.
- Learn about accounting for “unexpected shocks” via moving averages.
- Discuss model selection in time series and the role residuals play in it.
- Comprehend stationarity and how to test for its existence.
- Acknowledge the notion of integration and understand when, why and how to properly use it.
- Realize the importance of volatility and how we can measure it.
- Forecast the future based on patterns observed in the past.
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