Practical Time Series Analysis

I did this MOOC and would recommend it: https://www.coursera.org/learn/practical-time-series-analysis/home/welcome

edit/update:

I'm going to expand upon this answer.

I've read Forecasting: Principles and Practice by Rob J Hyndman and George Athanasopoulos before taking this course. The book was my first serious attempt in trying to learn time series.

I prefer this course over the book in term of math. The book is a great starting point, a good overview and gives you topics that you can later on research more in depth with other resources. The course I'm recommending goes a bit deeper than than book. I ended up doing back operator and all those math to derive stuff. I understand why the term series is in "time series". So this is the reason why I recommend the course. You don't really need much math other than calculus 2, you'll be doing series (geometric series show up in the course).

The one thing that the course didn't do at least I didn't get a good intuition is processes and how processes generate these time series data. I had to read a few econometric books in ARIMA/GARCH for fun to get a general sense of how processes work.

https://www.coursera.org/learn/practical-time-series-analysis

https://a-little-book-of-r-for-time-series.readthedocs.io/en/latest/src/timeseries.html

There are tons of books out there, but the online stuff gets most of what you need for practical purposes.

Hey! Thanks for the honest input. I was about to pull the trigger, but my wife and dogs do like to see me sometimes. Maybe I'll look for something less committal that won't tie up every weekend.

Ah-- found a coursera: https://www.coursera.org/learn/practical-time-series-analysis

For example, here is a course on time series analysis using R: https://www.coursera.org/learn/practical-time-series-analysis

Edit: The full course isn't free, but you can audit video lectures and some course content for free. Looks like Coursera has changed a bit since I used it a couple of years ago (e.g. fewer free courses).

I am also taking the Coursera course Practical Time Series Analysis: https://www.coursera.org/learn/practical-time-series-analysis

It's been pretty good and got me far enough that I build models and assess their utility. Taught in R. Six weeks (modules) long.

Also +1 to the Forecasting book suggested: https://otexts.com/fpp2/

Just click all the links and check what you need, I'll give a concrete recommendation at the end

How long have you got? "TSA and its applications with examples in R" should cover what you need to know. You'll be able to skim the first 60/70 pages or so, and then you get to ARIMA. You can then probably go straight to GARCH. Either way, I'd say chapter 4 is unnecessary. So all in all, not doing too much reading.

Latest edition: https://link.springer.com/book/10.1007/978-3-319-52452-8

Should be able to download if your uni has a subscription, and you login with your username/password with Athens/Shibboleth.

Look up Ben Lambert for intuition on anything you don't get

Here's a couple online courses, you might prefer videos.

https://www.coursera.org/learn/practical-time-series-analysis

https://www.edx.org/course/time-series-analysis-0

I'd recommend the last link. Mainly because I personally like videos. It covers what you need to know from the start, and will probably be less intimidating since they're (presumably) trying to appeal to a wider audience than a full-on textbook.

https://prod-edxapp.edx-cdn.org/assets/courseware/v1/dc5f4b93d9fdbddb941a623e47ff47ba/asset-v1:GTx+ISYE6402+2T2018+type@asset+block/6402syllabus.pdf

Those are the pre-requisites.

Maybe try this coursera course?

I have to say I would advise to take a look at R for doing this. R is immensly superior in terms of advanced analytics possibilities and gives options to work a lot more structured than in excel. Lot's of courses on R in coursera, e.g. time series with R. It will of course be a lot more effort and you have to be open to learn the R programming language.

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Schau mal bei Coursera vorbei. Vielleicht ist https://www.coursera.org/learn/practical-time-series-analysis

was für dich. So ein Kurs sind meist Video im Vorlesungsstyle + ein PDF zum lesen + Übungsaufgaben. Man kann sich für ein Geld ein Zertifikat geben lassen, dass man was gelernt hat, aber der Kurs an sich ist kostenlos. Die haben eine eigene Kategorie für Data Analysis.

Mein Einstieg in Machine Learning war https://www.coursera.org/learn/machine-learning Da hab ich viel gelernt, kann ich empfehlen.