課程信息
4.6
360 個評分
94 個審閱
100% 在線

100% 在線

立即開始,按照自己的計劃學習。
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中級

中級

完成時間(小時)

完成時間大約為25 小時

建議:9 hours/week...
可選語言

英語(English)

字幕:英語(English)

您將獲得的技能

Time Series ForecastingTime SeriesTime Series Models
100% 在線

100% 在線

立即開始,按照自己的計劃學習。
可靈活調整截止日期

可靈活調整截止日期

根據您的日程表重置截止日期。
中級

中級

完成時間(小時)

完成時間大約為25 小時

建議:9 hours/week...
可選語言

英語(English)

字幕:英語(English)

教學大綱 - 您將從這門課程中學到什麼

1
完成時間(小時)
完成時間為 3 小時

WEEK 1: Basic Statistics

During this first week, we show how to download and install R on Windows and the Mac. We review those basics of inferential and descriptive statistics that you'll need during the course....
Reading
12 個視頻 (總計 79 分鐘), 4 個閱讀材料, 2 個測驗
Video12 個視頻
Week 1 Welcome Video3分鐘
Getting Started in R: Download and Install R on Windows5分鐘
Getting Started in R: Download and Install R on Mac2分鐘
Getting Started in R: Using Packages7分鐘
Concatenation, Five-number summary, Standard Deviation5分鐘
Histogram in R6分鐘
Scatterplot in R3分鐘
Review of Basic Statistics I - Simple Linear Regression6分鐘
Reviewing Basic Statistics II More Linear Regression8分鐘
Reviewing Basic Statistics III - Inference12分鐘
Reviewing Basic Statistics IV9分鐘
Reading4 個閱讀材料
Welcome to Week 11分鐘
Getting Started with R10分鐘
Basic Statistics Review (with linear regression and hypothesis testing)10分鐘
Measuring Linear Association with the Correlation Function10分鐘
Quiz2 個練習
Visualization4分鐘
Basic Statistics Review18分鐘
2
完成時間(小時)
完成時間為 2 小時

Week 2: Visualizing Time Series, and Beginning to Model Time Series

In this week, we begin to explore and visualize time series available as acquired data sets. We also take our first steps on developing the mathematical models needed to analyze time series data....
Reading
10 個視頻 (總計 54 分鐘), 1 個閱讀材料, 3 個測驗
Video10 個視頻
Introduction1分鐘
Time plots8分鐘
First Intuitions on (Weak) Stationarity2分鐘
Autocovariance function9分鐘
Autocovariance coefficients6分鐘
Autocorrelation Function (ACF)5分鐘
Random Walk9分鐘
Introduction to Moving Average Processes3分鐘
Simulating MA(2) process6分鐘
Reading1 個閱讀材料
All slides together for the next two lessons10分鐘
Quiz3 個練習
Noise Versus Signal4分鐘
Random Walk vs Purely Random Process2分鐘
Time plots, Stationarity, ACV, ACF, Random Walk and MA processes20分鐘
3
完成時間(小時)
完成時間為 4 小時

Week 3: Stationarity, MA(q) and AR(p) processes

In Week 3, we introduce few important notions in time series analysis: Stationarity, Backward shift operator, Invertibility, and Duality. We begin to explore Autoregressive processes and Yule-Walker equations. ...
Reading
13 個視頻 (總計 112 分鐘), 7 個閱讀材料, 4 個測驗
Video13 個視頻
Stationarity - Intuition and Definition13分鐘
Stationarity - First Examples...White Noise and Random Walks9分鐘
Stationarity - First Examples...ACF of Moving Average10分鐘
Series and Series Representation8分鐘
Backward shift operator5分鐘
Introduction to Invertibility12分鐘
Duality9分鐘
Mean Square Convergence (Optional)7分鐘
Autoregressive Processes - Definition, Simulation, and First Examples9分鐘
Autoregressive Processes - Backshift Operator and the ACF10分鐘
Difference equations7分鐘
Yule - Walker equations6分鐘
Reading7 個閱讀材料
Stationarity - Examples -White Noise, Random Walks, and Moving Averages10分鐘
Stationarity - Intuition and Definition10分鐘
Stationarity - ACF of a Moving Average10分鐘
All slides together for lesson 2 and 410分鐘
Autoregressive Processes- Definition and First Examples10分鐘
Autoregressive Processes - Backshift Operator and the ACF10分鐘
Yule - Walker equations - Slides10分鐘
Quiz4 個練習
Stationarity14分鐘
Series, Backward Shift Operator, Invertibility and Duality30分鐘
AR(p) and the ACF4分鐘
Difference equations and Yule-Walker equations30分鐘
4
完成時間(小時)
完成時間為 4 小時

Week 4: AR(p) processes, Yule-Walker equations, PACF

In this week, partial autocorrelation is introduced. We work more on Yule-Walker equations, and apply what we have learned so far to few real-world datasets. ...
Reading
8 個視頻 (總計 69 分鐘), 3 個閱讀材料, 3 個測驗
Video8 個視頻
Partial Autocorrelation and the PACF First Examples10分鐘
Partial Autocorrelation and the PACF - Concept Development8分鐘
Yule-Walker Equations in Matrix Form8分鐘
Yule Walker Estimation - AR(2) Simulation17分鐘
Yule Walker Estimation - AR(3) Simulation5分鐘
Recruitment data - model fitting8分鐘
Johnson & Johnson-model fitting8分鐘
Reading3 個閱讀材料
Partial Autocorrelation and the PACF First Examples10分鐘
Partial Autocorrelation and the PACF: Concept Development10分鐘
All slides together for the next two lessons10分鐘
Quiz3 個練習
Partial Autocorrelation4分鐘
Yule-Walker in matrix form and Yule-Walker estimation20分鐘
'LakeHuron' dataset40分鐘
4.6
94 個審閱Chevron Right
職業方向

41%

完成這些課程後已開始新的職業生涯
工作福利

28%

通過此課程獲得實實在在的工作福利

熱門審閱

創建者 MSFeb 28th 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.

創建者 RSMar 18th 2018

Really great lectures and clearly explaining the concepts and complicated models. In my opinion, a bit of practical applications of these models on Panel Data should be included.

講師

Avatar

Tural Sadigov

Lecturer
Applied Mathematics
Avatar

William Thistleton

Associate Professor
Applied Mathematics

關於 纽约州立大学纽约州立大学

The State University of New York, with 64 unique institutions, is the largest comprehensive system of higher education in the United States. Educating nearly 468,000 students in more than 7,500 degree and certificate programs both on campus and online, SUNY has nearly 3 million alumni around the globe....

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