Register and get free Certificate for the course: glacad.me/3aAQ62f 🔹 Topics Covered: Introduction - 00:00:00 • Types of statistics - 00:06:18 • What is Time Series Forecasting? - 00:21:12 • Components of Time Series - 00:55:23 • Additive Model and Multiplicative Model in Time Series - 01:16:48 • Measures of Forecast Accuracy - 03:04:55 • Exponential Smoothing - 03:47:50
Namaste to Guru Dev. To be honest I have not found even at Univeristy such a passionate and Guru-level teacher for a long time. Was only researching to find material to do my mini project in about a month, ended up watching continuously and already know a lot about time series. This is what happens when a teacher can communicate passion through his teaching...They say Art is a way of communicating simple things in a complex language and the maths is the way of communicating complex things in a simple language..something like that... But the fact of the matter is you need Guru like this who has an in-depth understanding of the material and can communicate in a simple way...thanks again guru aap kaa jai jai hos. Namaste!!!
Thank you for the video. Very informative and clear explanations with examples. Could you pls make a video on ARMA/ARIMA models, stationarity/ Long Memory Fractional ARIMA -ARFIMA. Will be really helpful for students like us.Thanks in advance !
Thanks a lot. We are glad you found our video helpful. We are working on creating a lot more content for learners like you. Meanwhile, do not forget to subscribe to our channel so that you get notified whenever we upload a new tutorial.
Great course by an outstanding lecturer! Dr Sarkar is too good! The course is well presented and keeps me going. The only frustration I have is, not displaying Dr Sarkar's screen directly when running those codes but from the projector and capturing Dr Sarkar's face. I could barely see what he was doing in the screen at these instances and it makes me want to quite the video. I think this should be corrected as you have very great and outstanding resources!
This session/video covers only decomposition-based approach to time series modeling and forecasting. Do we have another video for the regression-based approach (ARIMA, etc.)?
Really informative, glad to have found this video. May I know where are other videos of this lecture series? topics like stationarity and etc. Thank you!
Thanks, Sir It`s very very helpful and the best class for Time Series Analysis thanks again. At what time we can use ADDITIVE MODEL and MULTIPLICATIVE MODEL? It`s possible to use for annual data these two models?
Choose the multiplicative model when the magnitude of the seasonal pattern in the data depends on the magnitude of the data. In other words, the magnitude of the seasonal pattern increases as the data values increase and decrease as the data values decrease. Choose the additive model when the magnitude of the seasonal pattern in the data does not depend on the magnitude of the data. In other words, the magnitude of the seasonal pattern does not change as the series goes up or down. We hope this answers your question:)
It was really an amazing lecture, Could you please upload the lecture which is in continuation with this or video series on time series analysis by the same professor
Great Learning Thanks you for great lecture. Could you please share me the Pdf or the book referrd in the video . Also would love to know if there is a lecture about TIME SERIES ANALYSIS FOR IRREGULARLY SAMPLED DATA.
Dr.Sarkar, excellent explanation on the "Bias"[MAPE] and "Variance"[RMSE] balance on a model, my question is if the feature selection is already optimized for the best PCA, is there is a way to optimize the balance between "Bias" and "Variance" to get the best of both worlds?
Optimization needs to be done by hand only. It depends upon the type of results you want, and also on the suitability of the results the model generates. We hope this answers your question:)
@@greatlearning Thank you Dr.Sarkar , if optimization has to be done "manually" , can you please some direction on how to do that ..as the scales are different, do we normalize both ? Are you going to develop any course topic on "Variability" models to GARCH forecast "Volatility" [i.e.Randomness] like , I know it takes in to account the "ARIMA" model in to consideration, but specifically addressed to "Small Variance" in randomness e.g. in variance in "US Treasuries Rates", I was trying to extrapolate these variances on rates to S&P Index and suggestions?
Amazing and probably the best video on time series that I have seen till now, when will be the next lectures uploaded espically on ARIMA and LSTM methods.
Dear Sir, It will be very kind If you could please prepare a detailed video on Financial Time Series Forecasting using R. It will be a great help for the financial community. Thanks
Thanks a lot. We are glad you found our video helpful. Your request has been noted. We are working on creating a lot more content for learners like you. Meanwhile, do not forget to subscribe to our channel so that you get notified whenever we upload a new tutorial.
Great learning, you are doing a great job providing such quality content to us. Permit me criticize the camera man for this time series lecture. He wasn't mixing the laptop screen view and the speaker view accurately. At one moment, the speaker is making illustrations, we aren't not seeing the laptop screen. I'm watching from Cameroon. I work at "Minesec Distance Education". TH-cam channel " Minesec Distance Education"
Is there a downloadable file of this PowerPoint? This lecture is amazing. I was lost in my class at LSU and I really understand time series after watching this...
Greetings! Check out our free course on "Time Series Analysis in R" on Great Learning Academy and get your free certificate of completion as well!🔥 Register here: glacad.me/GLA_timeseries_r All relevant available learning materials are available here!
Sure, we will definitely come up with a video on that topic. Please do subscribe to our channel so that you can get a notification of our upcoming videos
good opportunity to learn a lot about time series data that really help us in data forecasting accurately. please upload the rest model associated with time series data.
We are glad you found our video helpful. If you want to also do assessments and projects along with learning the course please visit and enroll for the free course on our website here: glacad.me/FreeCourses_1000Hours If you complete the courses and the assessments here you will also get a certificate of completion.
We're glad that you liked the tutorial. Do subscribe to Great Learning for more such amazing content. Alternatively, you can also check out Great Learning Academy for more such free Courses with certification here: glacad.me/FreeCourses_1000Hours
Hey, If you want to also do assessments and projects along with learning the course please visit and enroll for the free course on Time Series Analysis here: www.greatlearning.in/academy/learn-for-free/courses/time-series-analysis-in-r If you complete the courses and the assessments here you will also get a certificate of completion. Unfortunately we cannot provide the exact same files. those our from our paid classroom programs and cannot be shared. Thank You for understanding. :)
Hi Team! The content looks pretty solid. I went through your website and looked for the certification. Are there any corporate discounts available? Also, can you please share the pdf that is referred in the video?
Get the certificate of completion for the course on Time Series Analysis for Free: glacad.me/3oJN6Wd Also to access the datasets, projects, assessments, and codes, register on Great Learning Academy. You can also enroll for any of our 80+ courses offering 1000+ hours of content for free.
Such a shame that great learning did not upload the full lecture for the second day. The lecture on website, that too is not the full lecture. I would've bought it even if it was paid.
The lecturer mentions in this video about other courses (contents) that have been covered maybe as a pre-requisite? Can you please list the sequence that should be watched?
Hey, you can go through these statistics videos: Statistics for Data Science: th-cam.com/video/Vfo5le26IhY/w-d-xo.html Statistics for Machine Learning: th-cam.com/video/o8f2w0Q0ME4/w-d-xo.html
We are glad you found our video helpful. If you want to also do assessments and projects along with learning the course please visit and enroll for the free course here: www.greatlearning.in/academy/learn-for-free/courses/time-series-analysis-in-r If you complete the courses and the assessments here you will also get a certificate of completion.
Sure, we will upload them soon! Also please do share the video with your peers and subscribe to our channel so that you get a notification of our upcoming videos
Would you say that in-depth knowledge of stochastic processes is required or recommended for a data scientist if he/she wants to perform sophisticated time series analysis/modeling/forecasting? How about for theoretical purposes?
Sir can you please explain how a confidence interval for seasonal component is being calculated in this case like I have to assume some theoretical distribution to get a confidence interval of the parameter. What's the distribution RStudio has been assuming?
When it comes to seasonal parameter, The forecast limits are the confidence limits for your forecast (if the model can produce them); if the model is correct for your data, then the future observation has a 95% probability, for example, of being within these limits.
if everyone knows about the trend lets say the stocks are going to go up then every one will buy the stocks and prices will further rise , so howcome we cant make profit from the trends everyone in the market knows
Hello sir ,I want to ask you one thing could you please tell me what is the reference book of Time series Analysis (and those book ,it is an esay to understand for the beginer and how to do solve the case studies of the time series Analysis)
Hi, Unfortunately we can not share the notes here, but if you enroll yourself on our website for free, there we will provide all the course material and also certificate on completion, here is the link to check: glacad.me/FreeCourses_1000Hours. Also, do subscribe for more videos like these:)
Hey Sachin, we will forward the request to the concerned team. Please do subscribe to our channel and click on the bell icon so that you get a notification of our upcoming videos
Check out our free course on "Time Series Analysis in R" on Great Learning Academy and get your free certificate of completion as well!🔥 Register here: glacad.me/GLA_timeseries_r
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Register and get free Certificate for the course: glacad.me/3aAQ62f
🔹 Topics Covered:
Introduction - 00:00:00
• Types of statistics - 00:06:18
• What is Time Series Forecasting? - 00:21:12
• Components of Time Series - 00:55:23
• Additive Model and Multiplicative Model in Time Series - 01:16:48
• Measures of Forecast Accuracy - 03:04:55
• Exponential Smoothing - 03:47:50
Could u please provide the book used in the video, it will be much helpful
Namaste to Guru Dev. To be honest I have not found even at Univeristy such a passionate and Guru-level teacher for a long time. Was only researching to find material to do my mini project in about a month, ended up watching continuously and already know a lot about time series. This is what happens when a teacher can communicate passion through his teaching...They say Art is a way of communicating simple things in a complex language and the maths is the way of communicating complex things in a simple language..something like that... But the fact of the matter is you need Guru like this who has an in-depth understanding of the material and can communicate in a simple way...thanks again guru aap kaa jai jai hos. Namaste!!!
Waouh I am impressed, I spent 4 months trying to understand Time series analysis, I did not get it but with this video I did
This man is an extraordinarily talented lecturer. What a pleasure to watch.
Hi we are glad that you liked our Content Please do subscribe to our Channel for Similar & Awesome Content
Great lecture. When can we expect you to upload ARIMA and other Time Series models. Have waited for more than a month now :)
Thank you for the video. Very informative and clear explanations with examples. Could you pls make a video on ARMA/ARIMA models, stationarity/ Long Memory Fractional ARIMA -ARFIMA. Will be really helpful for students like us.Thanks in advance !
Thanks a lot. We are glad you found our video helpful. We are working on creating a lot more content for learners like you. Meanwhile, do not forget to subscribe to our channel so that you get notified whenever we upload a new tutorial.
You're a great teacher,, hope to attend your classes someday ❤❤
Great course by an outstanding lecturer! Dr Sarkar is too good! The course is well presented and keeps me going. The only frustration I have is, not displaying Dr Sarkar's screen directly when running those codes but from the projector and capturing Dr Sarkar's face. I could barely see what he was doing in the screen at these instances and it makes me want to quite the video. I think this should be corrected as you have very great and outstanding resources!
Is you find other videos?
if find so please help me to find out
Im currently studying time series and got this recommended, for once the TH-cam algorithm works as intended!
Is there a second part to this covering ARIMA, etc? Nice professor
This session/video covers only decomposition-based approach to time series modeling and forecasting. Do we have another video for the regression-based approach (ARIMA, etc.)?
Really informative, glad to have found this video. May I know where are other videos of this lecture series? topics like stationarity and etc. Thank you!
Is you find other videos?
if find so please help me to find out
He brings us into the basic scenarios (cause), shows the branches out (possibilities) and successively moves forward to the application (solution).
Geat job of kissing great lakes as
Thanks, Sir
It`s very very helpful and the best class for Time Series Analysis thanks again.
At what time we can use ADDITIVE MODEL and MULTIPLICATIVE MODEL?
It`s possible to use for annual data these two models?
Choose the multiplicative model when the magnitude of the seasonal pattern in the data depends on the magnitude of the data. In other words, the magnitude of the seasonal pattern increases as the data values increase and decrease as the data values decrease. Choose the additive model when the magnitude of the seasonal pattern in the data does not depend on the magnitude of the data. In other words, the magnitude of the seasonal pattern does not change as the series goes up or down. We hope this answers your question:)
@@greatlearning Where i can find other time series videos by abhinand pardhan videos link?
Indeed a great service for all of the world.
Thanks for sharing! Excelent tutorial and fun .... 1:48:30 ...
Interesting to see how education is done in different countries.
Guys, what else do you want to learn from us? Please comment below and we'll come with videos on them
It was really an amazing lecture,
Could you please upload the lecture which is in continuation with this or video series on time series analysis by the same professor
@@sakshambansal250 Sure, we will upload the next part of this soon. Also please share this video with your peers and subscribe to our channel
hi, do u have the r code n data for the above lecture?
Is there course for weekend for Professionals?
Time series with VAR & LSTM
Great class.
Keep up the good work.
Thank You,
Natasha Samuel
Great Learning Thanks you for great lecture. Could you please share me the Pdf or the book referrd in the video . Also would love to know if there is a lecture about TIME SERIES ANALYSIS FOR IRREGULARLY SAMPLED DATA.
Dr.Sarkar, excellent explanation on the "Bias"[MAPE] and "Variance"[RMSE] balance on a model, my question is if the feature selection is already optimized for the best PCA, is there is a way to optimize the balance between "Bias" and "Variance" to get the best of both worlds?
Optimization needs to be done by hand only. It depends upon the type of results you want, and also on the suitability of the results the model generates. We hope this answers your question:)
@@greatlearning Thank you Dr.Sarkar , if optimization has to be done "manually" , can you please some direction on how to do that ..as the scales are different, do we normalize both ?
Are you going to develop any course topic on "Variability" models to GARCH forecast "Volatility" [i.e.Randomness] like , I know it takes in to account the "ARIMA" model in to consideration, but specifically addressed to "Small Variance" in randomness e.g. in variance in "US Treasuries Rates", I was trying to extrapolate these variances on rates to S&P Index and suggestions?
This instructor does a great job!
We are glad you found this useful :)
Thanks for this amazing content. Impressive explanation.
Its lockdown time , it will be a great help if we can get videos of other Time series model like ARIMA
Best time series explanation!
Amazing and probably the best video on time series that I have seen till now, when will be the next lectures uploaded espically on ARIMA and LSTM methods.
Dear Sir, It will be very kind If you could please prepare a detailed video on Financial Time Series Forecasting using R. It will be a great help for the financial community. Thanks
Sure, we will come up with a video on Financial Time Series. Please subscribe to our channel so that you get a notification of our upcoming videos
Video got ended before ARIMA model pls upload the remaining portion ....
Thanks a lot. We are glad you found our video helpful. Your request has been noted. We are working on creating a lot more content for learners like you. Meanwhile, do not forget to subscribe to our channel so that you get notified whenever we upload a new tutorial.
@@greatlearning Let me guess, You dont have the second part, otherwise you would not have taken 9 months to upload.
Great learning, you are doing a great job providing such quality content to us.
Permit me criticize the camera man for this time series lecture. He wasn't mixing the laptop screen view and the speaker view accurately. At one moment, the speaker is making illustrations, we aren't not seeing the laptop screen. I'm watching from Cameroon. I work at "Minesec Distance Education". TH-cam channel " Minesec Distance Education"
Hi, Thank you for your valuable suggestion, We will try to look into it and will try to bring the video on our channel
Thank you! Would love to see ARMA, ARIMA, stationary, non stationary models. He was excellent in explaining
We are glad you found our video helpful!
Can you please upload the second half? Very helpful video
Great Video ! Great Teacher he is.....
Glad that you liked the video. Please do subscribe to our channel to get a notification of our upcoming videos
Is there a downloadable file of this PowerPoint? This lecture is amazing. I was lost in my class at LSU and I really understand time series after watching this...
Greetings! Check out our free course on "Time Series Analysis in R" on Great Learning Academy and get your free certificate of completion as well!🔥 Register here: glacad.me/GLA_timeseries_r All relevant available learning materials are available here!
Sir,
Please do a course on Time Series Econometrics and Advanced Panel data Techniques
Sure, we will definitely come up with a video on that topic. Please do subscribe to our channel so that you can get a notification of our upcoming videos
I have already subscribed for your channel content Sir
good opportunity to learn a lot about time series data that really help us in data forecasting accurately. please upload the rest model associated with time series data.
We are glad you found our video helpful. If you want to also do assessments and projects along with learning the course please visit and enroll for the free course on our website here: glacad.me/FreeCourses_1000Hours If you complete the courses and the assessments here you will also get a certificate of completion.
request to the camera please focus on the board, during graphical visualisation
Hi Great learning team: Please upload the pdf of the monograph that has been referred to by Dr. Sarkar in the video. Thanks.
Please upload a data science full course by Abhinanda Sarkar......He is a very good teacher.
Sure, We will upload it soon.
Great Lecturer!
Are there assigned textbooks and materials for this course? I am an Economist looking for an Econometrics course.
@greatlearning where can I find the other 2 lectures that sir discussed at the starting of this lecture
Hi. Can we have videos of others methods of Time series analysis like ARIMA
Hi great learning, the session was fantastic. Thank you
We're glad that you liked the tutorial. Do subscribe to Great Learning for more such amazing content. Alternatively, you can also check out Great Learning Academy for more such free Courses with certification here: glacad.me/FreeCourses_1000Hours
Soooo will this be good for time inventory planning?
Very useful and informative..s there an possibility that i can get the PDF of this lecture.
Hey, If you want to also do assessments and projects along with learning the course please visit and enroll for the free course on Time Series Analysis here: www.greatlearning.in/academy/learn-for-free/courses/time-series-analysis-in-r
If you complete the courses and the assessments here you will also get a certificate of completion.
Unfortunately we cannot provide the exact same files. those our from our paid classroom programs and cannot be shared. Thank You for understanding. :)
Excellent job. Thanks
Glad we could help. Please do share the video and subscribe to our channel
Hi Team!
The content looks pretty solid. I went through your website and looked for the certification. Are there any corporate discounts available? Also, can you please share the pdf that is referred in the video?
Hey, please provide your email id or contact information. Our learning consultant will get in touch with you
do you guys have some explanation of arima and garch models? thank you for amazing master class :)
It's good to know that you would want to learn more on time series. We will definitely come up with a video on Arima model
@@greatlearning When'll we get the video on ARIMA?
Get the certificate of completion for the course on Time Series Analysis for Free: glacad.me/3oJN6Wd
Also to access the datasets, projects, assessments, and codes, register on Great Learning Academy.
You can also enroll for any of our 80+ courses offering 1000+ hours of content for free.
nice one.@greatlearning would you mind sharing the pdf?
Such a shame that great learning did not upload the full lecture for the second day. The lecture on website, that too is not the full lecture. I would've bought it even if it was paid.
Please share the monograph as well.
Sir, this is very knowledgeable video. I am Ph.D in data mining. I want to do research work with you.
From where have you done PhD in data mining?
The lecturer mentions in this video about other courses (contents) that have been covered maybe as a pre-requisite? Can you please list the sequence that should be watched?
Hey, you can go through these statistics videos:
Statistics for Data Science: th-cam.com/video/Vfo5le26IhY/w-d-xo.html
Statistics for Machine Learning: th-cam.com/video/o8f2w0Q0ME4/w-d-xo.html
Thank you for this great course, can I have the pdf version of the course ?
Dada, knapiye diyechen. Uribbas. Keep it up, I may catch you up personally.
Is there a full lecture with ARIMA as well ? The full lecture for second day.
Already subscribed!!! great teaching... please share the pdf if possible...
We are glad you found our video helpful.
If you want to also do assessments and projects along with learning the course please visit and enroll for the free course here:
www.greatlearning.in/academy/learn-for-free/courses/time-series-analysis-in-r
If you complete the courses and the assessments here you will also get a certificate of completion.
amazing lecture
very informative, sir please upload econometric s models ARMA, ARIMA, stationary, non stationary etc theory.
Sure, we will upload them soon! Also please do share the video with your peers and subscribe to our channel so that you get a notification of our upcoming videos
you have not shared it till now ??
@@greatlearning
Sir Hindi me data analyst ka full course banaye na sath me statistics and maths ka Hindi me banaye na
how irregularity is calculated from seasonality and trend sir?
Hello, where we can we get the monograph for time series forecasting. I am unable to find it in the course webpage.
Thank you soo much sir
Hi we are glad that you liked our Content Please do subscribe to our Channel for Similar & Awesome Content
Are we assessed for generating certificate.
I guess this classroom based coaching is based out of Bangalore. Can I get the link for joining the classroom courses?
Would you say that in-depth knowledge of stochastic processes is required or recommended for a data scientist if he/she wants to perform sophisticated time series analysis/modeling/forecasting? How about for theoretical purposes?
Decent knowledge is definitely required. Having an in-depth knowledge is an add-on
@@greatlearning Thank you. Look forward to more videos on statistical methods used in data science, particularly Bayesian/monte-carlo methods.
Sure, We are working on them.
Sir can you please explain how a confidence interval for seasonal component is being calculated in this case like I have to assume some theoretical distribution to get a confidence interval of the parameter. What's the distribution RStudio has been assuming?
When it comes to seasonal parameter, The forecast limits are the confidence limits for your forecast (if the model can produce them); if the model is correct for your data, then the future observation has a 95% probability, for example, of being within these limits.
How the bar of the Seasonal Decomposition of Time Series by Loess are calculated?
if everyone knows about the trend lets say the stocks are going to go up then every one will buy the stocks and prices will further rise , so howcome we cant make profit from the trends everyone in the market knows
how can i avail the full course
Best.!!
Can you provide link to slides as well
Please add similar detailed video for Neural Network also plz....
Sure, we are working on it. Please do share this video and subscribe to our channel
Hello sir ,I want to ask you one thing could you please tell me what is the reference book of Time series Analysis (and those book ,it is an esay to understand for the beginer and how to do solve the case studies of the time series Analysis)
Econometrics by Thomas Andren
im taking the course, why there is no code material? and where to get it from?
changepoint detection (CPD), online/offline, Bayesian/non-Bayesian
Hey could you please do a video on supply chain & logistics analytics along with videos on optimization techniques
Sure Rohit, we'll upload a video on Supply chain logistics. Please subscribe to our channel and share this video with your peers
@@greatlearning also optimization techniques if possible because not many courses adress that properly
Thank you!
Glad we could help
What is the difference between stationary model and non-stationary model ?
A stationary model would have it's statistical properties such as mean, median and variance constant over time, while a non-stationary model will not.
Would like to see a lecture on feature engineering.
Yes, we will soon upload a video on feature engineering. Please do subscribe to our channel so that you get a notification of our latest videos
May I ask out of curiosity where does the lesson come from? I mean, from which institution?
Great Learning! All content on our channel is Great Learning's own content.
what's the name of book mentioned in slides they're following?
Can you please share the notes. That sir teaches. Thanks
Hi, Unfortunately we can not share the notes here, but if you enroll yourself on our website for free, there we will provide all the course material and also certificate on completion, here is the link to check: glacad.me/FreeCourses_1000Hours. Also, do subscribe for more videos like these:)
Neural Networks are not always black-box models and for calculation of R-Squared, you do not need to understand the model, you just need outputs
Where will I find this dataset? Tractor sales?
Sir fpsc past papers lecturer statistics mil sakty han??
sir could you please upload a multivariate time series explanation with eg. it would be a great help
Hey Sachin, we will forward the request to the concerned team. Please do subscribe to our channel and click on the bell icon so that you get a notification of our upcoming videos
Can you please upload the data? that will be very helpful
Hey, since this is part of our class-room recording, we cannot upload the data
Here is the link for our comprehensive Hadoop Tutorial: th-cam.com/video/JK2MdJAWEGc/w-d-xo.html
Thanks
Glad that you liked the video. Please do share it with your friends and also do subscribe to our channel
iam taking the free course, where is the data sets and the code model the professor is talking about?
oh i found them, never mind , thanks
hi, is there lecture for ARIMA
Please what is the title of the book used in this lecture
is there any prerequisite before starting this course?
You need to know python and machine learning basics
Which book is this,plz tell me
Can anyone tell me the book the professor following?
Do you offer a full course on time series analysis using python?
Check out our free course on "Time Series Analysis in R" on Great Learning Academy and get your free certificate of completion as well!🔥 Register here: glacad.me/GLA_timeseries_r
Would love to see this in Python!
Sure, we will come with a video. Till then, subscribe to our channel and have a look at the rest of the videos
@@greatlearning did time series in python come?
@@greatlearning did the time series analysis in python come?
Do we have a code with Python?
Hi team is there any online learning portal available under great learning?
Hey, this is the link to our portal:
www.greatlearning.in/gl4l/
You can also go through our blogs:
www.greatlearning.in/blog/