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# Time Series Analysis in Python

4.5+
19 reviews
Intermediate

In this four-hour course, you’ll learn the basics of analyzing time series data in Python.

4 hours17 videos59 exercises

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## Learn How to Use Python for Time Series Analysis

From stock prices to climate data, you can find time series data in a wide variety of domains. Having the skills to work with such data effectively is an increasingly important skill for data scientists. This course will introduce you to time series analysis in Python.

After learning what a time series is, you'll explore several time series models, ranging from autoregressive and moving average models to cointegration models. Along the way, you'll learn how to estimate, forecast, and simulate these models using statistical libraries in Python.

You'll see numerous examples of how these models are used, with a particular emphasis on applications in finance.

## Discover How to Use Time Series Methods

You’ll start by covering the fundamentals of time series data, as well as simple linear regression. You’ll cover concepts of correlation and autocorrelation and how they apply to time series data before exploring some simple time series models, such as white noise and a random walk. Next, you’ll explore how autoregressive (AR) models are used for time series data to predict current values and how moving average models can combine with AR models to produce powerful ARMA models.

Finally, you’ll look at how to use cointegration models to model two series jointly before looking at a real-life case study.

Explore Python Models and Libraries for Time Series Analysis By the end of this course, you’ll understand how time series analysis in Python works. You’ll know about some of the models, methods, and libraries that can assist you with the process and will know how to choose the appropriate ones for your own analysis.

This course is part of a wider Time Series with Python Track, which provides a set of five courses to help you master this data science skill.

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1. 1

### Correlation and Autocorrelation

Free

In this chapter you'll be introduced to the ideas of correlation and autocorrelation for time series. Correlation describes the relationship between two time series and autocorrelation describes the relationship of a time series with its past values.

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Introduction to Course
50 xp
A "Thin" Application of Time Series
100 xp
Merging Time Series With Different Dates
100 xp
Correlation of Two Time Series
50 xp
Correlation of Stocks and Bonds
100 xp
Flying Saucers Aren't Correlated to Flying Markets
100 xp
Simple Linear Regression
50 xp
Looking at a Regression's R-Squared
100 xp
Match Correlation with Regression Output
50 xp
Autocorrelation
50 xp
A Popular Strategy Using Autocorrelation
100 xp
Are Interest Rates Autocorrelated?
100 xp
2. 2

### Some Simple Time Series

In this chapter you'll learn about some simple time series models. These include white noise and a random walk.

3. 3

### Autoregressive (AR) Models

In this chapter you'll learn about autoregressive, or AR, models for time series. These models use past values of the series to predict the current value.

4. 4

### Moving Average (MA) and ARMA Models

In this chapter you'll learn about another kind of model, the moving average, or MA, model. You will also see how to combine AR and MA models into a powerful ARMA model.

5. 5

### Putting It All Together

This chapter will show you how to model two series jointly using cointegration models. Then you'll wrap up with a case study where you look at a time series of temperature data from New York City.

### In the following Tracks

#### Time Series with Python

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datasets

Financial time series datasetsUFO sightingsNew York temperature data

collaborators

Rob Reider

Consultant at Quantopian and Adjunct Professor at NYU

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## Don’t just take our word for it

*4.5
from 19 reviews
74%
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• Дмитрий Р.
5 months

Very usefull course

• Hsing-chuan H.
7 months

Understandable!

• Imtiaz N.
9 months

best

• Matthew W.
10 months

Great topic, should be continued and expanded as it is generally barely touched.

• Diana D.
11 months

Excelente

"Very usefull course"

Дмитрий Р.

"Understandable!"

Hsing-chuan H.

"best"

Imtiaz N.