Time Series Analysis

2 credits · College of Connected Computing - Professional

This course develops a foundational understanding of advanced applications of statistics and applies them to specific real-world scenarios. We will cover time series analysis and various forecasting methodologies (ARIMA, SARIMAX, Prophet), PCA/clustering applied to customer segmentation and survey data, econometric techniques (regression discontinuity, difference in differences, etc.), and A/B testing methodologies. We will also explore issues around missing data and outliers/anomalies that plague real-world data sets. While theoretical foundations will be covered, the focus of this class is on case studies, real-world data, computing, and application rather than mathematical derivations or proofs. [2]