DS412BKK
Time Series Analysis
Faculty
Evgeniy Riabenko
Senior Data Scientist at The Trade Desk, London
Course length
Duration
Total hours
Credits
Language
Course type
Fee for single course
Fee for degree students
Skills you’ll learn
Overview
The course gives a 360° view of time series analysis methods and real-world problems. The main focus is on forecasting, with a range of solutions from simple averaging to NN-based sequential models. The course also covers unsupervised learning problems such as clustering and anomaly detection, as well as causal inference on time series data.
Learning highlights
- The central goal of the course is to learn how to do data science on time-dependent datasets.
Course outline
15 classes
Session 1
-
Introduction
Probability and statistics basics. Time series.
Forecasting
Forecasting problem formulation. Simple solutions. Evaluation.
ARIMA models
Model structure, fitting, and testing.
Other statistical models
ETS, CES, ARCH/GARCH, Theta, etc
Session 6
Sparse, count, categorical time series.
Simple machine learning methods
Regression, classical ML, simple neural networks.
Complex machine learning methods-1
Neural networks for time series.
Session 9
Complex machine learning methods-2.
Multi-series forecasting
Multivariate methods for independent, correlated and hierarchical time series.
Multi-model forecasting
Combining simpler models.
Session 12
Predictive maintenance and anomaly detection.
Session 13
Time series clustering.
Causal analysis
Granger causality, causal impact, causal discovery.
Session 15
Final exam
Prerequisites
Probability, statistics, and Python.
Methodology
Lectures, exercises, and individual work.
Grading
Evgeniy Riabenko is a data scientist and researcher with 15 years of experience in both industry and academia. He got his PhD in mathematical modelling from Moscow State University, and has expertise in statistics, machine learning, optimization, and bioinformatics.
He taught statistics and data analysis courses at Harbour Space, Moscow State University, Moscow Institute of Physics and Technology, Higher School of Economics, as well as on various online platforms.
See full profileApply for this course
Time Series Analysis
by Evgeniy Riabenko
Total hours
45 Hours
Dates
May 06 - May 24, 2024
Fee for single course
€1500
Fee for degree students
€750
How to secure your spot
Complete the form below to kickstart your application
Schedule your Harbour.Space interview
If successful, get ready to join us on campus
FAQ
Will I receive a certificate after completion?
Yes. Upon completion of the course, you will receive a certificate signed by the director of the program your course belonged to.
Do I need a visa?
This depends on your case. Please check with the Spanish or Thai consulate in your country of residence about visa requirements. We will do our part to provide you with the necessary documents, such as the Certificate of Enrollment.
Can I get a discount?
Yes. The easiest way to enroll in a course at a discounted price is to register for multiple courses. Registering for multiple courses will reduce the cost per individual course. Please ask the Admissions Office for more information about the other kinds of discounts we offer and what you can do to receive one.