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Introduction and Outline
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Warmup (Optional)
Урок 3. 00:08:00
Where to Get the Code
Урок 4. 00:08:57
How to use Github & Extra Coding Tips (Optional)
Урок 5. 00:04:19
Time Series Basics Section Introduction
Урок 6. 00:04:53
What is a Time Series?
Урок 7. 00:02:31
Modeling vs. Predicting
Урок 8. 00:05:57
Why Do We Care About Shapes?
Урок 9. 00:06:34
Types of Tasks
Урок 10. 00:06:04
Power, Log, and Box-Cox Transformations
Урок 11. 00:06:06
Power, Log, and Box-Cox Transformations in Code
Урок 12. 00:11:23
Forecasting Metrics
Урок 13. 00:11:03
Financial Time Series Primer
Урок 14. 00:03:07
Price Simulations in Code
Урок 15. 00:14:36
Random Walks and the Random Walk Hypothesis
Урок 16. 00:06:46
The Naive Forecast and the Importance of Baselines
Урок 17. 00:07:15
Naive Forecast and Forecasting Metrics in Code
Урок 18. 00:03:15
Time Series Basics Section Summary
Урок 19. 00:03:11
Suggestion Box
Урок 20. 00:03:03
Exponential Smoothing Section Introduction
Урок 21. 00:05:38
Exponential Smoothing Intuition for Beginners
Урок 22. 00:03:37
SMA Theory
Урок 23. 00:08:42
SMA Code
Урок 24. 00:11:08
EWMA Theory
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EWMA Code
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SES Theory
Урок 27. 00:11:56
SES Code
Урок 28. 00:07:56
Holt's Linear Trend Model (Theory)
Урок 29. 00:03:14
Holt's Linear Trend Model (Code)
Урок 30. 00:11:21
Holt-Winters (Theory)
Урок 31. 00:07:53
Holt-Winters (Code)
Урок 32. 00:09:07
Walk-Forward Validation
Урок 33. 00:08:30
Walk-Forward Validation in Code
Урок 34. 00:05:01
Application: Sales Data
Урок 35. 00:05:38
Application: Stock Predictions
Урок 36. 00:03:07
SMA Application: COVID-19 Counting
Урок 37. 00:02:09
SMA Application: Algorithmic Trading
Урок 38. 00:04:00
Exponential Smoothing Section Summary
Урок 39. 00:11:23
(Optional) More About State-Space Models
Урок 40. 00:05:19
ARIMA Section Introduction
Урок 41. 00:12:52
Autoregressive Models - AR(p)
Урок 42. 00:03:32
Moving Average Models - MA(q)
Урок 43. 00:10:46
ARIMA
Урок 44. 00:19:16
ARIMA in Code
Урок 45. 00:13:02
Stationarity
Урок 46. 00:09:51
Stationarity in Code
Урок 47. 00:10:11
ACF (Autocorrelation Function)
Урок 48. 00:06:56
PACF (Partial Autocorrelation Funtion)
Урок 49. 00:08:27
ACF and PACF in Code (pt 1)
Урок 50. 00:07:04
ACF and PACF in Code (pt 2)
Урок 51. 00:09:42
Auto ARIMA and SARIMAX
Урок 52. 00:09:51
Model Selection, AIC and BIC
Урок 53. 00:14:05
Auto ARIMA in Code
Урок 54. 00:15:46
Auto ARIMA in Code (Stocks)
Урок 55. 00:07:02
ACF and PACF for Stock Returns
Урок 56. 00:09:46
Auto ARIMA in Code (Sales Data)
Урок 57. 00:09:15
How to Forecast with ARIMA
Урок 58. 00:01:27
Forecasting Out-Of-Sample
Урок 59. 00:03:32
ARIMA Section Summary
Урок 60. 00:02:31
Vector Autoregression Section Introduction
Урок 61. 00:13:12
VAR and VARMA Theory
Урок 62. 00:07:37
VARMA Code (pt 1)
Урок 63. 00:06:48
VARMA Code (pt 2)
Урок 64. 00:06:26
VARMA Code (pt 3)
Урок 65. 00:07:52
VARMA Econometrics Code (pt 1)
Урок 66. 00:09:18
VARMA Econometrics Code (pt 2)
Урок 67. 00:04:29
Granger Causality
Урок 68. 00:03:20
Granger Causality Code
Урок 69. 00:11:46
Converting Between Models (Optional)
Урок 70. 00:03:40
Vector Autoregression Section Summary
Урок 71. 00:03:53
Machine Learning Section Introduction
Урок 72. 00:14:27
Supervised Machine Learning: Classification and Regression
Урок 73. 00:07:35
Autoregressive Machine Learning Models
Урок 74. 00:05:06
Machine Learning Algorithms: Linear Regression
Урок 75. 00:06:55
Machine Learning Algorithms: Logistic Regression
Урок 76. 00:10:03
Machine Learning Algorithms: Support Vector Machines
Урок 77. 00:06:53
Machine Learning Algorithms: Random Forest
Урок 78. 00:08:48
Extrapolation and Stock Prices
Урок 79. 00:13:01
Machine Learning for Time Series Forecasting in Code (pt 1)
Урок 80. 00:04:22
Forecasting with Differencing
Урок 81. 00:06:48
Machine Learning for Time Series Forecasting in Code (pt 2)
Урок 82. 00:05:25
Application: Sales Data
Урок 83. 00:04:53
Application: Predicting Stock Prices and Returns
Урок 84. 00:04:07
Application: Predicting Stock Movements
Урок 85. 00:02:24
Machine Learning Section Summary
Урок 86. 00:03:25
Artificial Neural Networks: Section Introduction
Урок 87. 00:09:59
The Neuron
Урок 88. 00:09:41
Forward Propagation
Урок 89. 00:09:44
The Geometrical Picture
Урок 90. 00:17:19
Activation Functions
Урок 91. 00:08:42
Multiclass Classification
Урок 92. 00:11:57
ANN Code Preparation
Урок 93. 00:10:16
Feedforward ANN for Time Series Forecasting Code
Урок 94. 00:08:51
Feedforward ANN for Stock Return and Price Predictions Code
Урок 95. 00:05:54
Human Activity Recognition Dataset
Урок 96. 00:06:24
Human Activity Recognition: Code Preparation
Урок 97. 00:07:36
Human Activity Recognition: Data Exploration
Урок 98. 00:11:00
Human Activity Recognition: Multi-Input ANN
Урок 99. 00:05:57
Human Activity Recognition: Feature-Based Model
Урок 100. 00:03:07
Human Activity Recognition: Combined Model
Урок 101. 00:10:50
How Does a Neural Network "Learn"?
Урок 102. 00:02:19
Artificial Neural Networks: Section Summary
Урок 103. 00:03:08
CNN Section Introduction
Урок 104. 00:16:39
What is Convolution?
Урок 105. 00:05:57
What is Convolution? (Pattern-Matching)
Урок 106. 00:06:56
What is Convolution? (Weight Sharing)
Урок 107. 00:15:59
Convolution on Color Images
Урок 108. 00:05:00
Convolution for Time Series and ARIMA
Урок 109. 00:23:22
CNN Architecture
Урок 110. 00:06:17
CNN Code Preparation
Урок 111. 00:06:46
CNN for Time Series Forecasting in Code
Урок 112. 00:06:23
CNN for Human Activity Recognition
Урок 113. 00:03:15
CNN Section Summary
Урок 114. 00:04:47
RNN Section Introduction
Урок 115. 00:09:21
Simple RNN / Elman Unit (pt 1)
Урок 116. 00:09:43
Simple RNN / Elman Unit (pt 2)
Урок 117. 00:03:31
Aside: State Space Models vs. RNNs
Урок 118. 00:08:39
RNN Code Preparation
Урок 119. 00:08:27
RNNs: Understanding by Implementing (Paying Attention to Shapes)
Урок 120. 00:17:36
GRU and LSTM (pt 1)
Урок 121. 00:11:37
GRU and LSTM (pt 2)
Урок 122. 00:09:29
LSTMs for Time Series Forecasting in Code
Урок 123. 00:06:11
LSTMs for Time Series Classification in Code
Урок 124. 00:03:19
The Unreasonable Ineffectiveness of Recurrent Neural Networks
Урок 125. 00:02:58
RNN Section Summary
Урок 126. 00:03:57
GARCH Section Introduction
Урок 127. 00:04:58
ARCH Theory (pt 1)
Урок 128. 00:07:37
ARCH Theory (pt 2)
Урок 129. 00:05:16
ARCH Theory (pt 3)
Урок 130. 00:07:41
GARCH Theory
Урок 131. 00:07:55
GARCH Code Preparation (pt 1)
Урок 132. 00:07:56
GARCH Code Preparation (pt 2)
Урок 133. 00:06:08
GARCH Code (pt 1)
Урок 134. 00:08:31
GARCH Code (pt 2)
Урок 135. 00:07:12
GARCH Code (pt 3)
Урок 136. 00:05:53
GARCH Code (pt 4)
Урок 137. 00:04:21
GARCH Code (pt 5)
Урок 138. 00:11:28
A Deep Learning Approach to GARCH
Урок 139. 00:06:37
GARCH Section Summary
Урок 140. 00:08:03
AWS Forecast Section Introduction
Урок 141. 00:09:17
Data Model
Урок 142. 00:04:10
Creating an IAM Role
Урок 143. 00:10:00
Code pt 1 (Getting and Transforming the Data)
Урок 144. 00:12:53
Code pt 2 (Uploading the data to S3)
Урок 145. 00:06:53
Code pt 3 (Building your Model)
Урок 146. 00:06:50
Code pt 4 (Generating and Evaluating the Forecast)
Урок 147. 00:02:55
AWS Forecast Exercise
Урок 148. 00:04:56
AWS Forecast Section Summary
Урок 149. 00:03:12
Prophet Section Introduction
Урок 150. 00:08:25
How does Prophet work?
Урок 151. 00:12:42
Prophet: Code Preparation
Урок 152. 00:09:00
Prophet in Code: Data Preparation
Урок 153. 00:08:31
Prophet in Code: Fit, Forecast, Plot
Урок 154. 00:10:20
Prophet in Code: Holidays and Exogenous Regressors
Урок 155. 00:06:08
Prophet in Code: Cross-Validation
Урок 156. 00:04:15
Prophet in Code: Changepoint Detection
Урок 157. 00:10:17
Prophet: Multiplicative Seasonality, Outliers, Non-Daily Data
Урок 158. 00:13:11
(The Dangers of) Prophet for Stock Price Prediction
Урок 159. 00:03:28
Prophet Section Summary
Урок 160. 00:20:21
Anaconda Environment Setup
Урок 161. 00:17:23
How to install Numpy, Scipy, Matplotlib, Pandas, IPython, Theano, and TensorFlow
Урок 162. 00:15:57
How to Code by Yourself (part 1)
Урок 163. 00:09:24
How to Code by Yourself (part 2)
Урок 164. 00:12:30
Proof that using Jupyter Notebook is the same as not using it
Урок 165. 00:10:25
How to Succeed in this Course (Long Version)
Урок 166. 00:22:05
Is this for Beginners or Experts? Academic or Practical? Fast or slow-paced?
Урок 167. 00:11:19
Machine Learning and AI Prerequisite Roadmap (pt 1)
Урок 168. 00:16:08
Machine Learning and AI Prerequisite Roadmap (pt 2)
Урок 169. 00:02:49
What is the Appendix?
Урок 170. 00:05:32
BONUS Lecture