Time Series Analysis In Python

Time Series Analysis in Python: Theory, Modeling: AR to SARIMAX, Vector Models, GARCH, Auto ARIMA, Forecasting

What you'll learn
Differentiate between time series data and cross-sectional data.
Understand the fundamental assumptions of time series data and how to take advantage of them.
Transforming a data set into a time-series.
Start coding in Python and learn how to use it for statistical analysis.
Carry out time-series analysis in Python and interpreting the results, based on the data in question.
Examine the crucial differences between related series like prices and returns.
Comprehend the need to normalize data when comparing different time series.
Encounter special types of time series like White Noise and Random Walks.
Learn about "autocorrelation" and how to account for it.
Learn about accounting for "unexpected shocks" via moving averages.
Discuss model selection in time series and the role residuals play in it.
Comprehend stationarity and how to test for its existence.
Acknowledge the notion of integration and understand when, why and how to properly use it.
Realize the importance of volatility and how we can measure it.
Forecast the future based on patterns observed in the past.
Requirements
No prior experience with time-series is required.
You'll need to install Anaconda. We will show you how to do that step by step.
Some general understanding of coding languages is preferred, but not required.
Description
How does a commercial bank forecast the expected performance of their loan portfolio?Or how does an investment manager estimate a stock portfolio’s risk?Which are the quantitative methods used to predict real-estate properties?If there is some time dependency, then you know it - the answer is: time series analysis.This course will teach you the practical skills that would allow you to land a job as a quantitative finance analyst, a data analyst or a data scientist.In no time, you will acquire the fundamental skills that will enable you to perform complicated time series analysis directly applicable in practice. We have created a time series course that is not only timeless but also:· Easy to understand· Comprehensive· Practical· To the point· Packed with plenty of exercises and resourcesBut we know that may not be enough.We take the most prominent tools and implement them through Python – the most popular programming language right now. With that in mind…Welcome to Time Series Analysis in Python!The big question in taking an online course is what to expect. And we’ve made sure that you are provided with everything you need to become proficient in time series analysis.We start by exploring the fundamental time series theory to help you understand the modeling that comes afterwards.Then throughout the course, we will work with a number of Python libraries, providing you with a complete training. We will use the powerful time series functionality built into pandas, as well as other fundamental libraries such as NumPy, matplotlib, StatsModels, yfinance, ARCH and pmdarima.With these tools we will master the most widely used models out there:· AR (autoregressive model)· MA (moving-average model)· ARMA (autoregressive-moving-average model)· ARIMA (autoregressive integrated moving average model)· ARIMAX (autoregressive integrated moving average model with exogenous variables). SARIA (seasonal autoregressive moving average model). SARIMA (seasonal autoregressive integrated moving average model). SARIMAX (seasonal autoregressive integrated moving average model with exogenous variables)· ARCH (autoregressive conditional heteroscedasticity model)· GARCH (generalized autoregressive conditional heteroscedasticity model). VARMA (vector autoregressive moving average model)We know that time series is one of those topics that always leaves some doubts.Until now.This course is exactly what you need to comprehend time series once and for all. Not only that, but you will also get a ton of additional materials – notebooks files, course notes, quiz questions, and many, many exercises – everything is included.What you get?· Active Q&A support· Supplementary materials – notebook files, course notes, quiz questions, exercises· All the knowledge to get a job with time series analysis· A community of data science enthusiasts· A certificate of completion· Access to future updates· Solve real-life business cases that will get you the jobWe are happy to offer a 30-day money back in full guarantee. No risk for you. The content of the course is excellent, and this is a no-brainer for us, as we are certain you will love it.Why wait? Every day is a missed opportunity.Click the “Buy Now” button and start mastering time series in Python today.

Overview

Section 1: Introduction

Lecture 1 What does the course cover?

Lecture 2 Download Additional Resources

Section 2: Setting Up the Environment

Lecture 3 Setting up the environment - Do not skip, please!

Lecture 4 Why Python and Jupyter?

Lecture 5 Installing Anaconda

Lecture 6 Jupyter Dashboard - Part 1

Lecture 7 Jupyter Dashboard - Part 2

Lecture 8 Installing the Necessary Packages

Lecture 9 Installing Packages - Exercise

Lecture 10 Installing Packages - Exercise Solution

Section 3: Introduction to Time Series in Python

Lecture 11 Introduction to Time-Series Data

Lecture 12 Notation for Time Series Data

Lecture 13 Peculiarities of Time Series Data

Lecture 14 Loading the Data

Lecture 15 Examining the Data

Lecture 16 Plotting the Data

Lecture 17 The QQ Plot

Section 4: Creating a Time Series Object in Python

Lecture 18 Transforming String inputs into DateTime Values

Lecture 19 Using Date as an Index

Lecture 20 Setting the Frequency

Lecture 21 Filling Missing Values

Lecture 22 Adding and Removing Columns in a Data Frame

Lecture 23 Splitting Up the Data

Lecture 24 Appendix: Updating the Dataset

Section 5: Working with Time Series in Python

Lecture 25 White Noise

Lecture 26 Random Walk

Lecture 27 Stationarity

Lecture 28 Determining Weak Form Stationarity

Lecture 29 Seasonality

Lecture 30 Correlation Between Past and Present Values

Lecture 31 The Autocorrelation Function (ACF)

Lecture 32 The Partial Autocorrelation Function (PACF)

Section 6: Picking the Correct Model

Lecture 33 Picking the Correct Model

Section 7: Modeling Autoregression: The AR Model

Lecture 34 The Autoregressive (AR) Model

Lecture 35 Examining the ACF and PACF of Prices

Lecture 36 Fitting an AR(1) Model for Index Prices

Lecture 37 Fitting Higher-Lag AR Models for Prices

Lecture 38 Using Returns Instead of Prices

Lecture 39 Examining the ACF and PACF of Returns

Lecture 40 Fitting an AR(1) Model for Index Returns

Lecture 41 Fitting Higher-Lag AR Models for Returns

Lecture 42 Normalizing Values

Lecture 43 Model Selection for Normalized Returns (AR)

Lecture 44 Examining the AR Model Residuals

Lecture 45 Unexpected Shocks from Past Periods

Section 8: Adjusting to Shocks: The MA Model

Lecture 46 The Moving Average (MA) Model

Lecture 47 Fitting an MA(1) Model for Returns

Lecture 48 Fitting Higher-Lag MA Models for Returns

Lecture 49 Examining the MA Model Residuals for Returns

Lecture 50 Model Selection for Normalized Returns (MA)

Lecture 51 Fitting an MA(1) Model for Prices

Lecture 52 Past Values and Past Errors

Section 9: Past Values and Past Errors: The ARMA Model

Lecture 53 The Autoregressive Moving Average (ARMA) Model

Lecture 54 Fitting a Simple ARMA Model for Returns

Lecture 55 Fitting a Higher-Lag ARMA Model for Returns - Part 1

Lecture 56 Fitting a Higher-Lag ARMA Model for Returns - Part 2

Lecture 57 Fitting a Higher-Lag ARMA Model for Returns - Part 3

Lecture 58 Examining the ARMA Model Residuals of Returns

Lecture 59 ARMA for Prices

Lecture 60 ARMA Models and Non-Stationary Data

Section 10: Modeling Non-Stationary Data: The ARIMA Model

Lecture 61 The Autoregressive Integrated Moving Average (ARIMA) Model

Lecture 62 Fitting a Simple ARIMA Model for Prices

Lecture 63 Fitting a Higher-Lag ARIMA Model for Prices - Part 1

Lecture 64 Fitting a Higher-Lag ARIMA Model for Prices - Part 2

Lecture 65 Higher Levels of Integration

Lecture 66 Using ARIMA Models for Returns

Lecture 67 Outside Factors and the ARIMAX Model

Lecture 68 Seasonal Models - SARIMAX

Lecture 69 Predicting Stability

Section 11: Measuring Volatility: The ARCH Model

Lecture 70 The Autoregressive Conditional Heteroscedasticity (ARCH) Model

Lecture 71 Volatility

Lecture 72 A More Detailed Look of the ARCH Model

Lecture 73 The arch_model Method

Lecture 74 The Simple ARCH Model

Lecture 75 Higher-Lag ARCH Models

Lecture 76 An ARMA Equivalent of the ARCH Model

Section 12: An ARMA Equivalent of the ARCH: The GARCH Model

Lecture 77 The Generalized Autoregressive Conditional Heteroskedasticity (GARCH) Model

Lecture 78 The ARMA and the GARCH

Lecture 79 The Simple GARCH Model

Lecture 80 Higher-Lag GARCH Models

Lecture 81 An Alternative to the Model Selection Process

Section 13: Auto ARIMA

Lecture 82 Auto ARIMA

Lecture 83 Preparing Python for Model Selection

Lecture 84 The Default Best Fit

Lecture 85 Basic Auto ARIMA Arguments

Lecture 86 Advanced Auto ARIMA Arguments

Lecture 87 The Goal Behind Modelling

Section 14: Forecasting

Lecture 88 Introduction to Forecasting

Lecture 89 Simple Forecasting Returns with AR and MA

Lecture 90 Intermediate ("MAX" Model) Forecasting

Lecture 91 Advanced (Seasonal) Forecasting

Lecture 92 Auto ARIMA Forecasting

Lecture 93 Pitfalls of Forecasting

Lecture 94 Forecasting Volatility

Lecture 95 Forecasting Appendix: Multivariate Forecasting

Section 15: Business Case

Lecture 96 Business Case - A Look Into the Automobile Industry

Lecture 97 Completing 100%

Aspiring data scientists.,Programming beginners.,People interested in quantitative finance.,Programmers who want to specialize in finance.,Finance graduates and professionals who need to better apply their knowledge in Python.

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