Chevron Left
Back to Practical Time Series Analysis

Learner Reviews & Feedback for Practical Time Series Analysis by The State University of New York

4.6
stars
1,653 ratings

About the Course

Welcome to Practical Time Series Analysis! Many of us are "accidental" data analysts. We trained in the sciences, business, or engineering and then found ourselves confronted with data for which we have no formal analytic training. This course is designed for people with some technical competencies who would like more than a "cookbook" approach, but who still need to concentrate on the routine sorts of presentation and analysis that deepen the understanding of our professional topics. In practical Time Series Analysis we look at data sets that represent sequential information, such as stock prices, annual rainfall, sunspot activity, the price of agricultural products, and more. We look at several mathematical models that might be used to describe the processes which generate these types of data. We also look at graphical representations that provide insights into our data. Finally, we also learn how to make forecasts that say intelligent things about what we might expect in the future. Please take a few minutes to explore the course site. You will find video lectures with supporting written materials as well as quizzes to help emphasize important points. The language for the course is R, a free implementation of the S language. It is a professional environment and fairly easy to learn. You can discuss material from the course with your fellow learners. Please take a moment to introduce yourself! Time Series Analysis can take effort to learn- we have tried to present those ideas that are "mission critical" in a way where you understand enough of the math to fell satisfied while also being immediately productive. We hope you enjoy the class!...

Top reviews

SS

Apr 6, 2021

It is a very good course which builds on the basics of time series and also covers more advanced topics like SARIMA. The course contains ample examples which helped me better understand the material.

SA

Jan 23, 2020

Excelente, uno de los mejores cursos que he tomado. Lo más importante es que se practica muy seguido y hay examenes durante los vídeos. Si hay un nivel más avanzado de este tema, seguro que lo tomo.

Filter by:

326 - 350 of 461 Reviews for Practical Time Series Analysis

By Sian X

Aug 9, 2021

The two instructors explain everything crystal clear with cool mathematicians style which I enjoyed a lot!! They definitely deserve 5 stars! The 1 star I took away is because Coursera did not set a good expectation to this class, because of which I'm quite frustrated with how much maths i need to deal with and how less practical it is compared to my 7 years of experience in industry. Though after taking the course i have deeper understanding of the mechanism happening behind R existing functions - thanks to the two great instructors.

By Christian B

Dec 29, 2019

I think the course is very helpful and you learn how to perform time series analysis. In the last chapter I was missing the motivation for using tripple exponential smoothing vs. the former SARIMA model. When would I use what? I give only 4 starts due to week 3, where many complained about, and I would agree, that the motivation for the mathematical construction of the Yuri Walker equations is unclear and the lesson itself is a bit confusing. However, week 4 is then way better, when using the matrix notation and concrete examples.

By Anisha S

May 6, 2019

After coming towards the end of the course, I have changes my perception about the course. It is a great course to learn Time Series Analysis. Though it has some advanced theory and derivations in certain lectures, it has lots of practical exercises as well to perform hands-on. It gives good understanding of time series concepts and different models associated with it. I would recommend this course. I would recommend the instructors to add ARIMAX and multivariate time series analysis in the course as well.

By Joel A

Mar 25, 2020

There are some inconsistencies with notation. The quizzes are much too easy and the code/problems are basically given to you. I would say this is a good introductory course to see if you have any interest in the subject. There is some good theory development in the weeks covering autoregressive and moving average models. I did learn some of the terminology and methods for time series analysis that will allow me to go into more developed sources with a basic intuition of some simple processes.

By Jean-Marc S

Jun 4, 2020

Interesting course, however, if you don't already have a STRONG background in math and statistics, you will get lost after about half of the first week! Some videos are just throwing formulas all over the place, without really understand what they are doing. Some are more detailed. Overall, interesting. But I think I got only 60% of the knowledge. Might have to retry later, or maybe do a different one. A glossary document will have been a nice to have (MA, AR, E, V, ACF, iid, ARM, AIC, etc.)

By Igor U

Dec 7, 2019

I liked the emphasis on implementing the theory on data within R as this knowledge is directly transferable to real life application. A good way to go from 0 time series analysis knowledge to a base that can be the starting point for further learning. I noticed occasional errors in the material (EG. one quiz question asking for lambda() whereas it meant gamma()), but nothing that significantly takes away from the learning experience. Thank you for providing this quality course for free.

By Yaron K

Nov 7, 2020

The course teaches the mathematics behind SARIMA - Seasonal Autoregressive integrated moving average, and SES - Simple Exponential Smoothing. If you want to understand the mathematics behind these methods for time series analysis - this is a 5 star course. If you want examples of programming them in R - 5 stars. If you're looking for practical examples - there are practical time series examples in the second half of the course - but not many.

By Evans M

Aug 25, 2021

It was a great course. It gave me a firm foundation in time series and its application to forecasting. While some of the lectures were quite "mathy", I hanged in there and at the end day everything made a lot of sense. I now have a clear understanding of the underlying principles and I can explain the inputs and outputs of the models a colleague in my own words. I would say it was a worth investment both in terms of time and the $40 bucks!

By Lance D

Oct 20, 2019

Course provided solid understand of Time Series Analysis. I wasn't expecting to see so much math, but glad they included it. Recommend you study up on Time Series math before taking course. All of the math was converted into R algorithms for you and/or R function calls to packages that supported the concepts. I was immediately able to start applying my knowledge to my day job as a Software Engineer / Data Analyst.

By Siddharth M

May 28, 2019

A very thorough course covering almost all the topics related to time series along with the math involved. However, the explanation for the math involved was not very elaborate and easy to understand. A lot of parts were skipped in the explanation. Moreover, the examples taken to explain were simpler, rather than taking a tough example and covering all the corners. Overall, a great course but not for a layman.

By Abhidnya V P

Aug 20, 2021

Good course if you need to gain a general idea about time-series models, and forecasting concepts. I was afraid to hear words like 'ARMA', 'ARIMA' models in the research papers. After this course, I know what those papers talk about when they refer to these terms. If you need to apply this knowledge for some project, you might need to practice more than the practice quizzes in the course.

By Michael M

Apr 29, 2020

When I started this course, I wanted to get familiar with Time series analysis, particularly the forecasting aspect. I am happy to say that I am satisfy. The explanation are very clear and I was able to follow without any prior knowledge in time series analysis. The only problem I observed is that the materials are out of date. In fact, some links do not work anymore.

By Lijie T

Mar 31, 2018

The instructors adopted a very practical approach to teaching the core concepts in Times Series. They did a great job using examples to analyze the data and explain the concepts. However, I do think the lectures are somewhat disorganized in some chapters so that some concepts are used before they are mentioned. Overall speaking, this is a great class.

By Dziem N

May 10, 2021

A gentle introduction into this important area of Data Science & Analysis. The lectures take care in explaining the salient points of the topics and provide a lot of practical insights (tips & tricks) which enable students to carry out these analyses themselves. The qualifier "Practical" in the Course Title is well-deserved.

Thank you very much...

By Arthur B

Sep 29, 2019

A very good course that covers both the theoretical Mathematics and the practical implementation in R.

I feel more confident now on time series analysis. I learned how to do forecasts, to interpret PACF and ACF and understand ARIMA and SARIMA.

A few small sections in the video went too quickly, but the material overall is excellent.

By Andres F P A

Aug 25, 2021

Good course! It gives good bases to understand and use time series models. However, until week 3 you will not see much of the 'practical' part of the course. The first weeks are mostly math related to time-series. Later on (especially week 6), the course offers a more practical side with examples, interpretation, and forecasting.

By Alexander O

Jan 1, 2022

The course is well-paced and assumes very little background. This means that the first few weeks will not seem very practical, but that is necessary to lay the foundation for what is to come. My only criticism is that some of the tools in R seem out of date. A refresh of the course using tidyverse tools would be a 5-star course.

By A C

Jul 27, 2021

The course was hard for me because of the Math and R language. I almost gave up at Week 3 onwards and was behind for a week before I picked up again. Instructor Thistleton's careful instructions and well organized notes were really helpful. Overall I learnt a lot about Time Series, modelling, interpreting and using the R script.

By Kuan-Ting C

Jun 13, 2020

Sometimes you would have to read the documents or watch the video again to grasp the idea, but overall, the two instructors introduced the contents very clear. I like how the examples of actual time series data were given in the lectures, those examples did help get a better picture of what those time series models are for.

By Paulo H S V

Nov 10, 2019

It's a great course and it will give a great overview of the main forecasting techniques. However, the course is not THAT practical, since there were a lot of lessons talking about the theoretical concepts instead of coding. If don't have a good understanding of Algebra, you might get lost throughout this course

By Wojciech W

Sep 10, 2021

I remember the first two or three weeks as somewhat chaotic and unclear, but the remaining part was smooth. The course IS practical, but you need to get through the basics frist. For the first weeks, reading the first two chapters of 'Introductory Time Series with R' by Cowpertwait and Metcalfe helped a lot.

By NICOLAE P

Oct 20, 2022

I have some mixed feelings.

While I did learned a lot of new things, I think there is some room for improvment:

1. Some links are broken.

2. The quality of some videos is very bad (fans spinning, the voice is not very loud).

3. Maybe adapt the code for Python.

Positive things:

1. Readings are very helpful.

By Amir P

Nov 4, 2018

Great course for info about time series.

Some parts (especially week 3 and 4) could be less mathematical.

Should emphaise more on identifying the ranks of the models, for example - keep those questions in the quizes.

Some quiz questions felt too easy :)

By Zine E A E A

Feb 3, 2022

the course is really structured and organized; the two teachers are amazings and they absolutely know how to send the most helpful and important messages information and methods throughout all the lesson. I have really enjoyed this course