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學生職業成果

36%

完成這些課程後已開始新的職業生涯

26%

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中級
完成時間大約為22 小時
英語(English)
字幕:英語(English)

您將獲得的技能

Time Series ForecastingTime SeriesTime Series Models

學生職業成果

36%

完成這些課程後已開始新的職業生涯

26%

通過此課程獲得實實在在的工作福利
可分享的證書
完成後獲得證書
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
根據您的日程表重置截止日期。
中級
完成時間大約為22 小時
英語(English)
字幕:英語(English)

提供方

纽约州立大学纽约州立大学 徽標

纽约州立大学纽约州立大学

教學大綱 - 您將從這門課程中學到什麼

內容評分Thumbs Up94%(5,587 個評分)Info
1

1

完成時間為 3 小時

WEEK 1: Basic Statistics

完成時間為 3 小時
12 個視頻 (總計 79 分鐘), 4 個閱讀材料, 2 個測驗
12 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
4 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
2 個練習
Visualization4分鐘
Basic Statistics Review18分鐘
2

2

完成時間為 2 小時

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

完成時間為 2 小時
10 個視頻 (總計 54 分鐘), 1 個閱讀材料, 3 個測驗
10 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
1 個閱讀材料
All slides together for the next two lessons10分鐘
3 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

3

完成時間為 4 小時

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

完成時間為 4 小時
13 個視頻 (總計 112 分鐘), 7 個閱讀材料, 4 個測驗
13 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
7 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
4 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

4

完成時間為 4 小時

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

完成時間為 4 小時
8 個視頻 (總計 69 分鐘), 3 個閱讀材料, 3 個測驗
8 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
3 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
3 個練習
Partial Autocorrelation4分鐘
Yule-Walker in matrix form and Yule-Walker estimation20分鐘
'LakeHuron' dataset40分鐘

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