Time Series Analysis - III: Singular Spectrum Analysis (SSA)

Dive in deeper to study the SSA used in Time Series Analysis and Forecasting with their application in real world.

Prabhakaran SPrincipal Data Scientist

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Lessons: 20, in 6 chapters
Video: 1 h 23 min
Certificate: On completion

What you'll be able to do

Performing Singular spectrum analysis in Python
SSA - Math and interpretation of results
Building useful SSA features for Forecasting
Hands-on code walkthrough

Course content

6 chapters · 20 lessons · 1 h 23 min

01Course resources1 lesson · 1 min
1. Download Resources1:00
02What is Singular Spectrum Analysis2 lessons · 9 min
1. Introduction to SSA4:42
2. How SSA is different from regular Time Series Decomposition methods like STL4:27
03Building SSA without Libraries8 lessons · 53 min
1. Creating a Toy Time Series8:11
2. Step 1: Create the Trajectory matrix6:13
3. Step 2: Decompose the Trajectory matrix3:16
4. Step 3: Construct the elementary matrix14:46
5. Step 4: Reconstructing the Time Series8:21
6. Course Review1:00
7. Grouping the similar component9:13
8. How to choose the value of k in SSA1:30
04Apply SSA on Real world dataset - AirPassengers7 lessons · 11 min
1. Import and prepare the data for SSA1:18
2. Create the Trajectory matrix1:15
3. Decompose the Trajectory matrix0:11
4. Create the Elementary Matrix2:36
5. Hankelise1:17
6. The first 12 Component0:35
7. How to group them3:25
05Perform SSA using PYTS1 lesson · 4 min
1. Perform SSA using PYTS4:20
06Forecasting with SSA1 lesson · 8 min
1. Forecasting with SSA7:40

What you need

Basics of Python
Foundational knowledge of Data Science
High school maths

Who this course is for

Data Science Aspirants
Data Science Professionals
Software/Data engineers interested in quantitative analysis
Professionals working with large datasets
Data analysts, economists, researchers

Your instructor

Prabhakaran S

Principal Data Scientist

My name is Selva, and I am super excited to mentor you on this course!

I head the Data Science team for a global Fortune 500 company and over the last 10 years of my data science experience I've deployed 20+ global products. I'm also the Founder and Chief Author of Machine Learning Plus, which has over 4M annual readers.

I specialize in covering the in-depth intuition and maths of any concept or algorithm. And based on my existing student requests, I've put up the series of courses and projects with detailed explanations, just like on-the-job experience. Hope you love it!

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