This is the best and most comprehensive intro to time series that I've found on youtube. Thanks so much for making this
@GirishVenkatachalam
2 жыл бұрын
Right
@PierLim
6 жыл бұрын
The most informative video on time series by far on youtube, thanks a lot!
@liveinthemoment419
6 жыл бұрын
Best time series lecture I've come across so far. The real life examples makes understanding the concept way easier.
@Maiskolbenkind
6 жыл бұрын
Why doesn't this video have more clicks?! Simply awesome. If my empirical research lecturer only were half as talented at explaining things as you are, I wouldn't need to be here right now. Thanks so much!
@30stmism
3 жыл бұрын
After desperation from looking at the bunch of formulas in my study book, I'm so glad to have watched this video. Literally gave me AHA moments for 40 minutes :) thx
@lantianyu1050
3 жыл бұрын
This is the best time series introduction courses I've had! Thank you very much!
@samyeung122
5 жыл бұрын
BEST video on time series! Period!
@scottwall2626
6 жыл бұрын
Well done!! This was an incredibly well written and well structured explanation of a complex topic. Thanks for posting it!!
@elnazmkh5885
3 жыл бұрын
the best explanation of time series analysis ever! after looking for a good one for one month. thank you Jordan
@Chasam93
6 жыл бұрын
Excellent video! I'm glad I found your channel, now I have to watch your videos, they all look very interesting !
@aborucu
2 жыл бұрын
So much for professors who like inflicting pain on student subjects by presenting these concepts in a convoluted way. Like if it's an esoteric black magic.. Step bey step crystal clear ! Thank yo and Bravo!
@brendensong8000
3 жыл бұрын
Thank you for the most comprehensive lecture I've ever seen!
@larryparker7081
5 жыл бұрын
best lecture I have seen this year. grattitude for your dedication
@naftalibendavid
3 жыл бұрын
Would it work on counts? Stellar job. Just the right level of detail, perfect pace, and organized layout. You really take the listener by the hand.
@deandevilliers2799
5 жыл бұрын
Thanks dude, finally understand some concepts!
@najmeh5707
4 жыл бұрын
The best ever! Great job, well done. Thanks a lot. :)
@tharunrocky14
6 жыл бұрын
Thanks!! I've been through 7 minutes and I love it!! Thanks for this video..!! Will certainly share with my friends!
@josephkalusokoma1378
6 жыл бұрын
true
@sandundassanayake
5 жыл бұрын
I am a graduate student in Civil Engineering. But I am fairly new to the subject area of time-series forecasting. This has been the best intro I found on KZitem. Not so tough on the mathematics but seamless in every aspect of the topic. Simple and clearly understandable. If I could give more than a thumbs up I would definitely give; recommended. Thanks!
@samis1219
Жыл бұрын
Time series analysis is of utmost importance in Finance and Economics
@ycc7744
4 жыл бұрын
thank you so much, i needed this for my econometrics class big time.
@LilacsAndLavender
Жыл бұрын
This is super helpful! Thank you so much! This is perfect for getting an overview for me, starting at the bare basics!
@andreagondova9211
Жыл бұрын
Very useful video, well explained and illustrated. Thank you very much for making it available to the wide audience :)
@niclaskammler1006
Жыл бұрын
Helped me understanding a lot more than in my lecture! Thank you very much for creating this great content
@everything_is_on_fire3155
5 жыл бұрын
Really informative video Straightforward and easy to understand
@1amitnagar
6 жыл бұрын
Very good explanation of TS, Jordan. Nice job.
@Guidussify
2 ай бұрын
Fabulous lecture. Everything is so clear! Thank you for making it available.
@SaintRudi85
5 жыл бұрын
Thank you for posting this lecture. Your descriptions are nice and clear. I particularly liked the approach to auto-correlation. I did feel that the part covering seasonality needed more depth though. Is simply taking the mean for each month (which I assume you do in a step-wise manner rather than some moving average) a robust approach to considering seasonality?
Amazing job with introducing time-series relative to regression!
@danieldaniel-ri2mu
3 жыл бұрын
Ur my life saver in understanding this topic
@valetrujilloNV
3 жыл бұрын
Thank you, this is extremely useful and very accessible. A great introduction to the topic!
@valetrujilloNV
3 жыл бұрын
Also this link at the end! www.itl.nist.gov/div898/handbook/pmc/section4/pmc4.htm
@neoaksa
Жыл бұрын
Thanks for sharing this information. Comprehensive concepts intro and easy to understand. Great for my job project at this moment.
@user-bg9up8uz8z
5 жыл бұрын
Great work!
@jaybhatt6775
2 жыл бұрын
Best lecture in time series so far
@richardfinney2548
Жыл бұрын
Incredible lecture. Thank you so much.
@libertarianPinoy
6 жыл бұрын
Dammit man, post the rest of your lectures!
@MilitanT07
5 жыл бұрын
Upon watching them all, I think he numbered them not using the actual lecture number but session no. The missing classes were probably those he used to show an example or have them code something.
@kalyanasundaramsp8267
6 жыл бұрын
phenomenal sir
@isaiahebei6209
6 жыл бұрын
wonderful, its now easier!
@chriscockrell9495
4 жыл бұрын
DIfferencing, I'll have to try that. Demand in electric utilities is MW or kW, it is a measure of power, not energy. When asked about demand, you are giving a instantaneous power consumption. A user will also provide a capacity or load factor which gives you kWh.
@kristimulla7810
2 жыл бұрын
Excellent lecture! Chapeau!
@davidthehudson
3 жыл бұрын
Just 12 min in and I agree with everyone else. This is the best lecture I have ever seen on time series. Thank you so, so much.
@AMFLearning
Жыл бұрын
#amflearningbydoing #amflearning this awesome bro, thanks a lot
@nonamenoname1942
2 жыл бұрын
Thank you, and by the way 11:49 there's a clear trend on a first graph indicates about Batman existence!
@alexaross7438
2 жыл бұрын
Hi Jordan - how do you produce the last plot you showed with relative variance vs. frequency?
@buckmanakuffo2964
3 жыл бұрын
Fantastic!!!
@zr246
4 жыл бұрын
the best overview of time series concepts. taking it from a guy doing a statistics degree.
@alanhill5337
3 жыл бұрын
Excellent. Thank you
@polapaul
Жыл бұрын
@Jordan Kern Do you recommend any reading material to accompany your wonderful lectures?
@baruchschwartz819
3 жыл бұрын
Very talented lecturer
@temesgenatnafu2150
11 ай бұрын
Thank you for your service 💞
@noon8681
3 жыл бұрын
You’re amazing
@thierryodou4479
3 жыл бұрын
It was amazing course
@Skandawin78
5 жыл бұрын
with the background noise, it sounds like a recording made in 1950s :) . Nevertheless very informative and interesting presentation, thanks.
@cesarfierro5509
2 жыл бұрын
Today I presented my master's thesis proposal on univariate forecasting (time series forecasting). I intend to combine different models such as Holt Winters, ARIMA, LSTM neural networks, random Forest, etc...The Synods told me that time series forecast are simple and less accurate than multivariate forecast... any advice to answer them? ?
@krivoship90
5 жыл бұрын
If you have 3 points up in a row it doesn't mean that it has a memory. Saying that time series have a memory - it something which should be proved.
@amrendrasingh7140
3 жыл бұрын
At 34:37 you said when the correlation for two time series is 0 it becomes statistically independent, I beg to differ because the correlation only gives you an idea about linear dependence, but not about the non-linear one.You cannot conclude that the two RV's are independent.
@user-oj4hr5rh6i
2 жыл бұрын
Great!
@KiraboGrace-zj3ke
2 ай бұрын
👍
@deeptysarder6797
4 жыл бұрын
If I am going to conduct a var model of variable 4 , and find that 2 variable is stationary and 2 variable is non stationary. Numeric Unit of those variable percent i.e. Interest rate, repo rate and deposit rate etc. What to do?
@yashshinde8970
4 жыл бұрын
At 1.5x, the guy becomes John Krasinski
@IAKhan-km4ph
2 жыл бұрын
great work
@vanditamishra24x7
4 жыл бұрын
Your teaching material is awesome. Could you please share the file?
@buffboy710
3 жыл бұрын
This is statistical poetry.
@MuhammadShoaib-ui5jz
25 күн бұрын
well explained.
@smsm314
5 жыл бұрын
Good evening my Professor, Please sir, if we have the Yt series. To study the stationarity of this series, we can do the following decomposition (or filtering): Yt=F(t)+Ut, such that F(t) is a continuous function according to the trend (linen, nonlinear). And if we find the series Ut it is stationary, it implies that Yt is stationary, and the opposite is right? B.w
@carlosvida6709
3 жыл бұрын
Thanks, this lecture was very useful for studying econometric. I'm spanish, by the way.
@levonpapikyan2801
2 жыл бұрын
great video!!! Can u share slides, it will be nice!!!!!
@KIMNEG
3 жыл бұрын
So, it can be this simpler? Cheers!
@Skandawin78
5 жыл бұрын
Is Smoothing done on the 'White noise' which was obtained after removing the signal data?
@moebiusdroste8293
3 жыл бұрын
Thanks!!!!
@gulzameenbaloch9339
Ай бұрын
Thanks 😊
@ahmedgharieb5252
4 жыл бұрын
Where is lecture 1 I would like to start
@MilitanT07
5 жыл бұрын
Why are there so many lectures missing? I enjoyed listening to these at 1.5X speed.
@wowZhenek
5 жыл бұрын
lol, same, was listening at 1.5x speed.
@sundasmemon1385
5 жыл бұрын
HELLO, anyone who can tell me that is their any restriction of sample size in time series data? like i have taken data from 2004 to 2017 so the total number of observations are 14. So in this situation time series method is applicable or not?
@fransmulder9326
5 жыл бұрын
Sundas Memon Well yes the method is applicable but it will not give a lot of insight. With only 14 samples there is not a lot of information in the data. Furthermore, you must go back to the underlying proces that generated the data The guy does not grasp the fundamentals of digital signal processing
@user-sp7qn9jy7h
2 жыл бұрын
Hi Mr jordan Sorry, is there a pdf file for this topic that I need?
@user-wf2qe2gr9l
7 ай бұрын
Mani pavi call Panna vaa attention Panna matiya true caler natrajen varum
@mettataurr
3 жыл бұрын
12:55 this man risking his life for our stats education
@TheBjjninja
4 жыл бұрын
Pretty good but I wish he did not explain time series and regression to be exclusive topics. Regression is merely a scientific objective.
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