Back to Practical Time Series Analysis

4.6

487 ratings

•

128 reviews

Welcome to Practical Time Series Analysis!
Many of us are "accidental" data analysts. We trained in the sciences, business, or engineering and then found ourselves confronted with data for which we have no formal analytic training. This course is designed for people with some technical competencies who would like more than a "cookbook" approach, but who still need to concentrate on the routine sorts of presentation and analysis that deepen the understanding of our professional topics.
In practical Time Series Analysis we look at data sets that represent sequential information, such as stock prices, annual rainfall, sunspot activity, the price of agricultural products, and more. We look at several mathematical models that might be used to describe the processes which generate these types of data. We also look at graphical representations that provide insights into our data. Finally, we also learn how to make forecasts that say intelligent things about what we might expect in the future.
Please take a few minutes to explore the course site. You will find video lectures with supporting written materials as well as quizzes to help emphasize important points. The language for the course is R, a free implementation of the S language. It is a professional environment and fairly easy to learn.
You can discuss material from the course with your fellow learners. Please take a moment to introduce yourself!
Time Series Analysis can take effort to learn- we have tried to present those ideas that are "mission critical" in a way where you understand enough of the math to fell satisfied while also being immediately productive. We hope you enjoy the class!...

Mar 21, 2019

This was a very good and detailed course. I liked this course for two reasons mainly:\n\nIt started from the basics of timeseries analysis, covering theory and secondly it took me gradually to r.

Feb 28, 2018

I have not completed the course yet, working on week 5. If you have some Math background, this course gives a good practical introduction to Time Series Analysis. I recommend it.

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By xun y

•Dec 16, 2018

Great introductory course on time series. Focus on ARIMA model most of the time while the last lecture capture a little bit of exponential smoothing. Would be great if there if summary lecture regarding to when to use which modeling technique. would be even better if there is a optional lecture to cover some of the more advanced time series models.

By Benjamin O A

•Jul 26, 2018

This is one of the best courses I've taken so far on Coursera. The exercises and delivery are so practical. I had taken a college course in Time Series Analysis, but didn't pretty much understand the concepts. This course has given me far better theoretical and practical understanding of TMS. A big thanks to the professors.

By 20e

•Jun 15, 2019

great! I like this course! I will farther my study in this area.

By P k

•Jun 10, 2019

It's very good for beginners.i highly recommended it.

By EDILSON S S O J

•Jun 06, 2019

Amazing Course!

By sanboz

•Jun 06, 2019

Excellent course, with practical examples and good explanation

By Siddharth M

•May 28, 2019

A very thorough course covering almost all the topics related to time series along with the math involved. However, the explanation for the math involved was not very elaborate and easy to understand. A lot of parts were skipped in the explanation. Moreover, the examples taken to explain were simpler, rather than taking a tough example and covering all the corners. Overall, a great course but not for a layman.

By Virgilio E

•May 23, 2019

A good source of learning time series analysis and forecasting!

By Roberto G A

•May 23, 2019

Excellent

By Anisha S

•May 06, 2019

After coming towards the end of the course, I have changes my perception about the course. It is a great course to learn Time Series Analysis. Though it has some advanced theory and derivations in certain lectures, it has lots of practical exercises as well to perform hands-on. It gives good understanding of time series concepts and different models associated with it. I would recommend this course. I would recommend the instructors to add ARIMAX and multivariate time series analysis in the course as well.

By Alex L

•May 06, 2019

maybe useful, but this course worth listening

By Umang G

•May 02, 2019

Learning a lot about basics of time series forecasting models like SARIMA, thanks a lot.

By HEF

•Apr 28, 2019

The course structure is well organized from basic statistics to more advanced materials. I used to hate reading but in this course I found the reading materials quite pleasant and interesting. Only light coding involved so I guess people without coding experience would find it friendly as well. Both theoretical and applied aspects were discussed in details, and I got to know many valuable sources of finding interesting time series datasets. In summary, a really great course one must take a try!

By Sergio G

•Apr 26, 2019

Very nice to review those old concepts

By Indresh T

•Apr 12, 2019

Course is really good to know the in depth understanding of the various models working around for the time series analysis.

By Hany N

•Apr 11, 2019

Great course, good balance between theory & practical applications.

For some lectures, the slides are not provided (pdf notes are provided instead). I would preferred to have the PDF sliders of the Power Point as well.

By Raymond P

•Apr 01, 2019

Great course. It's much better than my professor's lectures

By Heberto S

•Apr 01, 2019

There was not a good intuitive and more visual explanations of the principles behind the techniques.

Given the proposed 'practical' nature of the course, it would be better to explain any concept by using concrete every-day examples than preceding them with a elaborated mathematical reasoning of the equations used.

By Murali

•Mar 30, 2019

very good explanation. specifically about ACF and PACF.

Thanks!

By William G

•Mar 29, 2019

This course is great. It is the best that I have tried on the web. Clearly explained and the math is fair to understand the topics and be able to get the ideas clear. Even the code for R is a great way to learn!

By Aikaterini L

•Mar 26, 2019

Very helpful practical easy exercises to get to know better the Time series and their analysis. I totally recommend it.

By Yash G

•Mar 25, 2019

Amazing course

By Cesar N

•Mar 24, 2019

Very useful and practical course. Absolutely recommendable.

By Janki M

•Mar 21, 2019

This was a very good and detailed course. I liked this course for two reasons mainly:

It started from the basics of timeseries analysis, covering theory and secondly it took me gradually to r.

By Sergi

•Mar 14, 2019

Very good and structured lessons about fundamentals of time series modeling. Well done! I missed a bit the forecasting part though

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