Time Series Forecasting Part 1 - Statistical Models
Get started with Time Series forcasting principles and concepts with Statistical forecasting models. Learn the math and implement them in Python using Statsmodels and learn to tune them. Know the Do's and Don't and ideas to succeed in Industrial Forecasting projects.
- Learn the math and implement them in Python using Statsmodels and learn to tune them.
- Know the Do's and Don't and ideas to succeed in Industrial Forecasting projects.
Prabhakaran SPrincipal Data Scientist
Included in All-Access, one membership for every course.
- Lessons
- 16, in 4 chapters
- Video
- 1 h 30 min
- Certificate
- On completion
Course content
4 chapters · 16 lessons · 1 h 30 min
01Introduction to Traditional Forecasting3 lessons · 24 min
- Download Resources1:00
- Simple Moving Average8:03
- Exponentially Weighted Moving Average (EWMA)15:12
02Holt-Winters Methods7 lessons · 29 min
- Double Exponential Smoothing6:01
- Triple Exponential Smoothing aka Holt Winters8:34
- Practical Code2:50
- Simple Exponential Smoothing - Code Along3:49
- Double Exponential Smoothing - Code Along2:19
- Triple Exponential Smoothing - Code4:30
- Course Review1:00
03Introduction to Forecasting5 lessons · 32 min
- General Forecasting Procedure3:54
- Forecasting with the Holt-Winters Method0:53
- Train Test Split and Cross Validation Methods12:14
- Evaluating Model against Test Set3:14
- Evaluation Metrics11:41
04Filters for Time Series Data1 lesson · 7 min
- Hodrick Prescott Filter (HP Filter) How it works and code7:14
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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- learners
- 57K+
- courses
- 85
Questions
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