Time Series Forecasting Theory | AR, MA, ARMA, ARIMA | Data Science

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#machinelearning #timeseries #datascience #quantitativefinance #AI #finance #riskmanagement #creditrisk #marketrisk

In this video you will learn the theory of Time Series Forecasting. You will what is univariate time series analysis, AR, MA, ARMA & ARIMA modelling and how to use these models to do forecast. This will also help you learn ARCH, Garch, ECM Model & Panel data models.

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Modules Covered:

- Financial maths
- Asset pricing
-Risk management
-Financial Econometrics
-ML in Finance
- Quant trading
- Credit risk modelling
-Market risk modelling

AnalyticsUniversity
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It was difficult for me to have a big picture about time series. Now, i have the big picture with your video..thank you alot!...from Ecuador!!!

ricardocontreras
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This is probably the most complete video on YouTube on this subject! Thank you!!

pedrocolangelo
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There are plenty of videos on youtube. If you don't like how he teaches, go find another one. That is the beauty of internet. For me, it served the purpose and now I understand time series. Thank you, very much.

ppgerberm
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Time series analysis is one of most complicated topics for me and your video has simplified it so much for me. Your handwritten notes also helped a lot to understand the concept. Thank a lot for explaining in such a brilliant way!!!

deeptivirgo
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One of the most productive 53.14 minutes of my life🤗

whythis
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This is really very well explained in a practical and clear manner. Thank you so much, this really made the concepts hit home, and I can read supplemental material on this with much better context and understanding. Thank you for taking the time to make this video.

rorybreaker
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Nicely done! Throughout this session, you have articulated clearly why we need to perform certain steps. That was quite helpful for me.

balajidoraibabu
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This truly is the best video on the subject. I have regression and time series exam this Saturday! This was a huge help!

mrturnables
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This is a great video ...you people know how to explain time series ... simple but sure you have explained in few minutes what my lecturer struggled to explain in two weeks

derrickchipesha
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This lecture is by far the best. Thank you Sir. You broke the topic to its simplest form. I have found most of the processes difficult to grasp before now, even my lecturers were unable to give me what I needed. You have set me free from the shackles of this course. I am a research student and once again, THANK YOU SIR. Sigh!

mojohacks
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Very good lecture; not waste of time and not seen the lecturer but the content.
Thank you

upanandawittaarachchilage
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I just want to say thank you for this video. Very well explained . Very thorough and understandable .

zeshankhan
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Very Well explained. Found this video too useful after searching through different websites. Thanks....

mohamedjahirsha
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You save my ass for my Bachelor Thesis. Thank you very much !

omergirayozay
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Ads every 2-2, 5 minutes, that would be too many even for a tv channel! Useful video, but get your ads setting in order!

francys
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Top' s my professor's lectures by a mile and a 1/2!!!

roffpoff
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Great video but the section on differencing does not match what we were taught in class or what other online sources say.

kevineotieno
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This is very helpful. I have a question though. At 24:47 what is Phi 1 and Phi2 and so on. How is that calculated.

piedpiper
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In the MA equation, while predicting y(t), why is e(t) also included in the equation? How can we get the error value at time t when we haven't predicted y at time t?

GunishaDutt
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