Time Series Analysis, Forecasting, and Machine Learning

Amazing course. He explains everything he does and why and makes you think of different solutions. Learnt a lot. Money well spent.

Lazy programmer is an excellent instructor. He covers everything in depth. The course is very well structured and has lots of projects.

The instructor is EXTREMELY knowledgeable. But so am I. I have an engineering degree. I've traded for years. I've used machine learning models like XGBoost with stock price and crypto price data. I've carefully feature-engineered those datasets (to avoid look-ahead bias) for use in those models. I came to this course because I very specifically wanted to understand machine learning methods for time-series data. I wanted to understand how exponential smoothing methods, ARIMA etc. are more suited (if they are more suited) to financial time series data. But so far, the instructor talks about topics, especially ARIMA, as if I've already been exposed to it, or understood it. So, I either have to go and do separate research on topics, or sometimes skip to future lessons to see where he is heading or how the concepts are used in practice, and then come back to the current lesson. That is very annoying. Also, in this course and others, he goes way too far with a whole lot of Math before properly explaining where he is going with everything. I aced university Math as an engineer, so I'm not scared of Math. But as one of many examples, he goes into all kinds of Math about CNNs, and I still don't understand what the point of the Math is or how CNNs work! And this is coming from someone who understands the calculus behind back-propagation. So, whether it is CNNs, GARCH, or topics from his other courses, I find that I have to first go and get an intuitive understanding of the topics/concepts, and then come back to his lessons. And in many of his courses he will say that you have to take many machine-learning courses to really understand the topic, but I feel that this is an excuse. It is a waste of my time. My suggestion for this instructor is that when he starts a new topic, to begin with the end in mind, an overall summary, and a simplistic explanation/introduction of the topic. Then, once foundations are solidified, go into more detail about the Math and code, at each step reminding the audience of where he is going with each lecture, and what the relevance of the content in each lecture is. But know this, if you are already somewhat familiar with and already have a good intuitive feel for the topics, this instructor's explanations are excellent! He knows what he is talking about. I think he might be so good that he has forgotten what it is like for newbies in this space.

Lazy Programmer is great at teaching concepts that most people would find too difficult, that's why you won't find them in other courses. This course has taught me so much and I can't wait to see what else I'll learn along the way! This course delivers great value, it's affordable, and it makes learning enjoyable.

A very rare example of a very good course that is held online. Not the usual banal and basic contents that are perhaps understandable by everyone but do not teach you anything, but a real course about time series and both its theoretical foundations and practical applications. Super-recommended!

A truly great course! I learnt many things about ARIMA, holt-winters, LSTMs, and stock price predictions. Love it and will continue to study time series. :)

It is a really good course. It helped strengthen my background in machine learning and how to use statsmodels. The only downside is that the instructor has a separate course on finance, so if you want to learn everything, you'll have to take both courses.

I've been working with data science, and I do have an engineering background. This is one of the first time I want to leave a rating, because the level of the course is outstanding. I truly recommend this.

very clear. flowed well. like how you explain the theory and then actually code encouraging us to use our own examples and code. true, unlike universities and detailed enough with the coding to make it useful. I plan to take more courses.

The course is very hands-on and the quality of the provided material shows that the instructor has put in a lot of effort. I am appalled that some other students believe that the "slides" need to be provided. The course already includes videos and notebooks: what is the point in having the slides of the corresponding videos as well? Overall, I did enjoy the entire course, although I felt that the AWS forecast part was a bit boring (not because of the presentation, but rather the inherent ugliness of the AWS API) and I wish a future VIP section will include anomaly detection for time series (which I guess could be done easily with Prophet or any other model providing confidence intervals). Finally, it's nice to see how much focus the instructor puts on the need to avoid "Deep Learning at all costs", and rather shows how powerful non-DL statistical models can be in the context of time-series prediction. Thank you! I will now buy the course about financial engineering!

The Lazy programmer faculty is charging me extra when I asked for the slides.. Slides should be shared free of cost and attached with the lecture ideally. It does not make sense to pay extra for just the slides when I have already paid a huge amount for the course

All really nicely explained! Great course! Only a final big ML-Model (real-life-example) with a larger data-set + hyper.tuning, etc would be a cherry-on-top. =D

Some concept and method for develop models with statistic model approach (ARIMA) and machine learning approach were mixup during Section 5. Lack of explaining when to use which metrics to evaluate the model performance.

It is a very detailed, intuitive, and hands-on course. The instructor explains the underlying concepts and basics in detail which makes it easy to build upon, simply put he lays a strong foundation. He also provides codes and explains them in detail, not every course provides the codes. The exercises in the course, if you actually do them force you to think through the problems and make you a better data scientist. It is a well-rounded course and I am not disappointed. If you take the course, you will get what I mean. The course is simply amazing.

Amazing course, would highly recommend for anyone looking to get into time series analysis. This is a great intro and by the end of it, if you do all the work, you will feel confident in your skills, I started knowing nothing.