Time Series Analysis, Forecasting, and Machine Learning

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.

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)