programming

Time Series Analysis Course

  • Requirements: Basic knowledge of statistics is required.
  • Modality: Online classes with practical sessions and room for doubts.
  • Duration: 12 hours.
  • Price: 300€.
  • Material: We provide all the material to download and reuse (presentations, codes and data).
  • Software: R or Python.
  • Valid certificate of completion.

    Module 1 : Introduction to time series

    • Notation
    • Dates
    • Frequency
    • Missing values
    • Outliers

    1hr. 30min.

    Module 2 : Fundamental characteristics

    • White noise
    • Stationarity
    • Seasonality
    • Autocorrelation
    • Patterns
    • Smoothing

    2hr. 30min

    Module 3 : Predictive models

    • AR
    • MA
    • ARMA
    • ARIMA
    • ARIMAX
    • SARIMAX
    • Auto ARIMA
    • Multivariate models

    4hr. 30min.

    Module 4 : Neural networks

    • Introduction to neural networks
    • Keras
    • Recurrent neural networks
    • LSTM

    3hr. 30min.

    PhD. Elisa Cabana

    Instructor

    Elisa Cabana is a PhD in Mathematical Engineering, specialized in Statistics. She is also a researcher, data scientist and professor of data analysis at CUNEF University.

    Available material

    Presentations, codes, data, and all the material available for reuse.

    Practical courses

    Classes focused on the practical aspect, with space to solve doubts.

    All ready to go?

    Talk to us without obligation to clarify all your doubts.