课程信息
4.6
326 个评分
86 个审阅
100% 在线

100% 在线

立即开始,按照自己的计划学习。
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中级

中级

完成时间(小时)

完成时间大约为25 小时

建议:9 hours/week...
可选语言

英语(English)

字幕:英语(English)

您将获得的技能

Time Series ForecastingTime SeriesTime Series Models
100% 在线

100% 在线

立即开始,按照自己的计划学习。
可灵活调整截止日期

可灵活调整截止日期

根据您的日程表重置截止日期。
中级

中级

完成时间(小时)

完成时间大约为25 小时

建议:9 hours/week...
可选语言

英语(English)

字幕:英语(English)

教学大纲 - 您将从这门课程中学到什么

1
完成时间(小时)
完成时间为 3 小时

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 个视频 (总计 79 分钟), 4 个阅读材料, 2 个测验
Video12 个视频
Week 1 Welcome Video3分钟
Getting Started in R: Download and Install R on Windows5分钟
Getting Started in R: Download and Install R on Mac2分钟
Getting Started in R: Using Packages7分钟
Concatenation, Five-number summary, Standard Deviation5分钟
Histogram in R6分钟
Scatterplot in R3分钟
Review of Basic Statistics I - Simple Linear Regression6分钟
Reviewing Basic Statistics II More Linear Regression8分钟
Reviewing Basic Statistics III - Inference12分钟
Reviewing Basic Statistics IV9分钟
Reading4 个阅读材料
Welcome to Week 11分钟
Getting Started with R10分钟
Basic Statistics Review (with linear regression and hypothesis testing)10分钟
Measuring Linear Association with the Correlation Function10分钟
Quiz2 个练习
Visualization4分钟
Basic Statistics Review18分钟
2
完成时间(小时)
完成时间为 2 小时

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 个视频 (总计 54 分钟), 1 个阅读材料, 3 个测验
Video10 个视频
Introduction1分钟
Time plots8分钟
First Intuitions on (Weak) Stationarity2分钟
Autocovariance function9分钟
Autocovariance coefficients6分钟
Autocorrelation Function (ACF)5分钟
Random Walk9分钟
Introduction to Moving Average Processes3分钟
Simulating MA(2) process6分钟
Reading1 个阅读材料
All slides together for the next two lessons10分钟
Quiz3 个练习
Noise Versus Signal4分钟
Random Walk vs Purely Random Process2分钟
Time plots, Stationarity, ACV, ACF, Random Walk and MA processes20分钟
3
完成时间(小时)
完成时间为 4 小时

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 个视频 (总计 112 分钟), 7 个阅读材料, 4 个测验
Video13 个视频
Stationarity - Intuition and Definition13分钟
Stationarity - First Examples...White Noise and Random Walks9分钟
Stationarity - First Examples...ACF of Moving Average10分钟
Series and Series Representation8分钟
Backward shift operator5分钟
Introduction to Invertibility12分钟
Duality9分钟
Mean Square Convergence (Optional)7分钟
Autoregressive Processes - Definition, Simulation, and First Examples9分钟
Autoregressive Processes - Backshift Operator and the ACF10分钟
Difference equations7分钟
Yule - Walker equations6分钟
Reading7 个阅读材料
Stationarity - Examples -White Noise, Random Walks, and Moving Averages10分钟
Stationarity - Intuition and Definition10分钟
Stationarity - ACF of a Moving Average10分钟
All slides together for lesson 2 and 410分钟
Autoregressive Processes- Definition and First Examples10分钟
Autoregressive Processes - Backshift Operator and the ACF10分钟
Yule - Walker equations - Slides10分钟
Quiz4 个练习
Stationarity14分钟
Series, Backward Shift Operator, Invertibility and Duality30分钟
AR(p) and the ACF4分钟
Difference equations and Yule-Walker equations30分钟
4
完成时间(小时)
完成时间为 4 小时

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 个视频 (总计 69 分钟), 3 个阅读材料, 3 个测验
Video8 个视频
Partial Autocorrelation and the PACF First Examples10分钟
Partial Autocorrelation and the PACF - Concept Development8分钟
Yule-Walker Equations in Matrix Form8分钟
Yule Walker Estimation - AR(2) Simulation17分钟
Yule Walker Estimation - AR(3) Simulation5分钟
Recruitment data - model fitting8分钟
Johnson & Johnson-model fitting8分钟
Reading3 个阅读材料
Partial Autocorrelation and the PACF First Examples10分钟
Partial Autocorrelation and the PACF: Concept Development10分钟
All slides together for the next two lessons10分钟
Quiz3 个练习
Partial Autocorrelation4分钟
Yule-Walker in matrix form and Yule-Walker estimation20分钟
'LakeHuron' dataset40分钟
4.6
86 个审阅Chevron Right
工作福利

83%

通过此课程获得实实在在的工作福利

热门审阅

创建者 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.

创建者 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.

讲师

Avatar

Tural Sadigov

Lecturer
Applied Mathematics
Avatar

William Thistleton

Associate Professor
Applied Mathematics

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