No matter what the forecasting problem is, If there is some time dependency, then you know it - the answer is: Time Series Analysis
Duration : 6 months Classes : 36 Days : Weekdays / Weekends
Step into the world of temporal analytics with our immersive Time Series Analysis and Forecasting training. Participants shall master the techniques of analyzing time-dependent data and generating accurate forecasts. Participants shall learn how to identify patterns, model seasonal and cyclical behavior, and build predictive models using tools like Python, R, Excel, and specialized platforms such as SAS. From financial markets and sales trends to energy consumption and economic indicators, time series analysis is critical for anticipating future outcomes and making informed decisions. Through hands-on projects and real-world datasets, learners will gain the skills to transform historical data into actionable foresight that drives strategic planning and operational efficiency.
This advanced training goes beyond classical statistics into the realm of Probabilistic and Deep Learning models. You will master Vector Autoregression (VAR) for capturing complex dependencies between multiple series (e.g., stocks, commodities) and learn to implement state-of-the-art Recurrent Neural Networks (RNNs) like LSTMs and GRUs for sequence prediction. The curriculum emphasizes handling non-stationarity, feature engineering specific to time-based data, and leveraging models to extract actionable signals for automated systems. Gain the specialized technical skills needed for quantitative finance and complex predictive maintenance.
You will master classical methods like ARIMA and Exponential Smoothing, learning how to identify and model crucial components like trend, seasonality, and cycles. Crucially, you'll gain expertise in evaluating forecast accuracy using metrics like RMSE and MAPE, ensuring your budgets are precise and your inventory decisions are optimized. Transform your planning process from guesswork into a quantifiable, defensible analytical function.
Target Audience:-
-Data analysts and BI professionals forecasting KPIs, sales, and operational metrics
-Financial analysts and economists modeling market trends and macroeconomic indicators
-Students and researchers in statistics, economics, data science, and business analytics programs
-Professionals preparing for roles in predictive analytics, risk modeling, or strategic planning
Learning Outcomes:-
-Understand the structure and components of time series data: trend, seasonality, cycles, and noise
-Perform exploratory analysis and visualize temporal patterns using statistical and graphical techniques
-Build and evaluate forecasting models including ARIMA, SARIMA, Holt-Winters, and Prophet
-Diagnose stationarity, autocorrelation, and lag structures using ADF tests and correlograms
-Apply forecasting insights to business scenarios such as demand planning, financial modeling, and risk assessment
Course Format:-
✔ The course shall be delivered through a combination of lectures, interactive discussions & case studies
✔ Participants are exposed to practical exercises and new-age projects, where they learn by doing
✔ Participants shall have access to online resources, including reading materials, videos & business simulations
✔ Students shall receive all the study material
✔ Guest speakers from the industry may be invited to share insights and experiences
✔ Regular assessments and quizzes will be conducted to reinforce learning
✔ This is a Classroom only training
✔ Corporates: We understand your specific needs and goals. Contact us for customizations to this training
Trainers:-
✔ Equipped with multidisciplinary backgrounds
✔ Experts from the field of Maths, Financial Markets, AIML, Data Science & Management
✔ Each with over 25+ years of International experience working in EU / US / Australia
✔ All our trainers are Highly Qualified and Certified, in their respective subject areas
- Decent Data manipulation and visualization techniques using Python or R
- Familiarity with Machine Learning algorithms and their usage
- Probability
- NB: No prior skills with time series is required
This syllabus provides a structured, module-by-module breakdown of this comprehensive training program focused on participants overall performance, retention, and engagement, covering foundational theory, implementation, best industry practices and advanced techniques in the subject.
Module 1: Introduction to Time Series Analysis
✔ What is time series data
✔ Types of time series: univariate vs multivariate
✔ Components of time series: trend, seasonality, cyclicality, noise
✔ Applications in business, finance, economics, and operations
Module 2: Exploratory Time Series Analysis
✔ Time series visualization techniques
✔ Summary statistics and autocorrelation
✔ Lag plots and correlograms
✔ Stationarity and unit root testing
Module 3: Smoothing and Decomposition Techniques
✔ Moving averages and exponential smoothing
✔ Seasonal decomposition of time series
✔ Trend extraction and noise reduction
✔ Applications in demand forecasting and anomaly detection
Module 4: ARIMA and SARIMA Modeling
✔ Autoregressive (AR), Moving Average (MA), and ARMA models
✔ ARIMA model building: identification, estimation, diagnostics
✔ Seasonal ARIMA (SARIMA) for seasonal data
✔ Model selection
Module 5: Advanced Forecasting Techniques
✔ Holt-Winters exponential smoothing
✔ State space models and Kalman filters
✔ Machine learning approaches
Module 6: Multivariate and Causal Time Series Models
✔ Vector Autoregression (VAR) and Vector Error Correction Models (VECM)
✔ Granger causality and impulse response analysis
✔ Cointegration and long-run equilibrium relationships
✔ Applications in macroeconomics and financial modeling
Module 7: Forecast Evaluation and Model Deployment
✔ Forecast accuracy metrics
✔ Backtesting and cross-validation for time series
✔ Automating forecasts and integrating with dashboards
✔ Communicating uncertainty and forecast scenarios
Module 8: Capstone Project and Industry Applications
✔ Select a domain-specific dataset
✔ Conduct exploratory analysis and build forecasting models
✔ Document methodology, performance, and business impact
✔ Present findings through visualizations and executive summary
Student Reviews
Bhawana
Fabulous NLP + ML course
I have eleven plus years of experience taking training courses. I do not usually complete surveys.
Your instructor was excellent, the best I've experienced on a software subject, and I couldn't imagine him doing a better job of seamlessly walking students through a breadth of information for such complex subject like AI and ML. he did a fabulous job pacing everything and addressing student questions. I am very impressed.
Harish
Excellent ML course!
The course was well structured and easy to understand. Good pace of learning.
The institute believes to provide knowledge as well as guidance in detail to each & every student.
I completed my ML course from the institute. Their international exp does help a lot !
Thanks for the training sir.