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Applied Time-Series Analysis

Indian Institute of Technology Madras via NPTEL

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  • Provider NPTEL
  • $ Cost Free Online Course
  • Session Finished
  • Language English
  • Start Date
  • Duration 12 weeks long

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The course introduces the concepts and methods of time-series analysis. Specifically, the topics include (i) stationarity and ergodicity (ii) auto-, cross- and partial-correlation functions (iii) linear random processes - definitions (iv) auto-regressive, moving average, ARIMA and seasonal ARIMA models (v) spectral (Fourier) analysis and periodicity detection and (vi) parameter estimation concepts and methods. Practical implementations in R are illustrated at each stage of the course.
 
The subject of time-series analysis is of fundamental interest to data analysts in all fields of engineering, econometrics, climatology, humanities and medicine. Only few universities across the globe include this course on this topic despite its importance. This subject is foundational to all researchers interested in modelling uncertainties, developing models from data and multivariate data analysis.


INTENDED AUDIENCE

Students, researchers and practitioners of data analysis from all disciplines of engineering, economics, humanities and medicine

PREREQUISITES

Basics of probability and statistics; View MOOC videos on "Intro to Statistical Hypothesis Testing"

INDUSTRIES THAT WILL RECOGNIZE THIS COURSE

Gramener, Honeywell, ABB, GyanData, GE, Ford, Siemens, and all companies that work on Data Analytics

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