Description: This course aims to give students a clear overview of the basic concepts of time series analysis that are applicable in commonly-found analytical cases in the social sciences, political science, and other fields. Students will learn several important tools to provide trend analytics and forecasting based on past data and time series. Students will be able then to apply the tools and techniques of time series analysis to complex problems to reach effective solutions.

 

Link to the course webpage: Yale University, Fall 2019 @Department of Statistics and Data Science

   

Note: Feel free to read and send me questions or comments about the slides posted here. However, please ask my permission to use them for other purposes.

Introduction to Time Series

Linear Filtering, Linear Processes

ARMA processes

Linear Prediction

Non Stationary Processes, ARIMA and SARIMA processes

 

A work by Dhafer Malouche

dfmalouche@gmail.com