leading to programming a time series analysis/forecast in Python

What you will learn

Theory of time series analysis

Theory of time series forecasting

Some methods to analyse a time series

Some classical methods to forecast on a time series

How to use machine learning to predict on a time series

How to use Facebook Prophet to forecast a time series

Description

In this course the student will learn the theory of time series analysis and forecasting.ย  Time series analysis is part ofย  artificial intelligence (AI) and is used by many companies to make predictions on sales, temperature, energy consumption, stock prices, etcetera.

Time series analysis involves looking at the time series and making judgements based on the look of the time series. The time series may need to be changed in an attempt to analyse it, and these changes could involve resampling or transforming in some fashion.

Time series forecasting involves making predictions on the time series. These predictions are based on past samples and it is important to use the correct forecasting method depending on the aoppearance of the time series, whether it has a trend or seasonality.

This course is broken down into six parts, being:-

1. Introduction

2. Time series analysis will discuss many methods used to analyse a time series, to include visualisation,smoothing, decomposition, stationarity, differencing, p-values, the Augmented Dickey Fuller test, handling missing values, the Granger causality test, autocorrelation, qqplot, lag, AIC, and RMSE.


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3. Classical forecasting methods are discussed in this section, and includes the random walk, simple average, moving average, auto regression, VAR, VARMA, ARIMA, SARIMEX, SES, Holt method and Holt Winters method.

4. Machine learning and time series methods, with XGBoost and Random Forest being highlighted.

5. Facebook Prophet

6. Summary

Upon compeltion of this 45 minute course the student will be equipped with the necessary theoretical knowledge necessary to begin to code a time series analysis and forecast in the Python programming language.

English
language

Content

Introduction

Introduction

Time series analysis

Time series analysis

Some classical time series forecasting methods

Some classical forecasting methods

Machine learning time series methods

Machine learning time series methods

How to use Facebook Prophet to forecast on a time series

Facebook Prophet

Summary

Summary