4.6
396 个评分
102 个审阅

### 您将获得的技能

Time Series ForecastingTime SeriesTime Series Models

1

## 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....
12 个视频 （总计 79 分钟）, 4 个阅读材料, 2 个测验
12 个视频
Week 1 Welcome Video3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
4 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
2 个练习
Visualization4分钟
Basic Statistics Review18分钟
2

## 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....
10 个视频 （总计 54 分钟）, 1 个阅读材料, 3 个测验
10 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
1 个阅读材料
All slides together for the next two lessons10分钟
3 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

## 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. ...
13 个视频 （总计 112 分钟）, 7 个阅读材料, 4 个测验
13 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
7 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
4 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

## 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. ...
8 个视频 （总计 69 分钟）, 3 个阅读材料, 3 个测验
8 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
3 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
3 个练习
Partial Autocorrelation4分钟
Yule-Walker in matrix form and Yule-Walker estimation20分钟
'LakeHuron' dataset40分钟
4.6
102 个审阅

## 28%

### 热门审阅

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.

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.

## 讲师

Lecturer
Applied Mathematics

### William Thistleton

Associate Professor
Applied Mathematics

## 关于 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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