Time Series

Learn the mathematical foundations essential for financial engineering and quantitative finance: linear algebra, optimization, probability, stochastic processes, statistics, and applied computational techniques in R. Modern finance is the science of decision making in an uncertain world, and its language is mathematics. As part of the MicroMasters® Program in Finance, [...]

A hands-on introduction to the interplay between statistics and computation for the analysis of real data. -- Part of the MITx MicroMasters program in Statistics and Data Science. Data science requires multi-disciplinary skills ranging from mathematics, statistics, machine learning, problem solving to programming, visualization, and communication skills. In this [...]

This course for practicing and aspiring data scientists and statisticians. It is the fourth of a four-course sequence introducing the fundamentals of Bayesian statistics. It builds on the course Bayesian Statistics: From Concept to Data Analysis, Techniques and Models, and Mixture models.

This course is the second in a specialization for Machine Learning for Supply Chain Fundamentals. In this course, we explore all aspects of time series, especially for demand prediction. We'll start by gaining a foothold in the basic concepts surrounding time series, including stationarity, trend (drift), cyclicality, and seasonality. [...]

In this course, we'll make predictions on product usage and calculate optimal safety stock storage. We'll start with a time series of shoe sales across multiple stores on three different continents. To begin, we'll look for unique insights and other interesting things we can find in the data by [...]

This course explores different time series business forecasting methods. The course covers a variety of business forecasting methods for different types of components present in time series data — level, trending, and seasonal. We will learn about the theoretical methods and apply these methods to business data using Microsoft [...]

"Time, Change, and Decisions for Marketing" shows how advanced analytics can be used to adapt and optimize marketing strategies in response to evolving market conditions. Unique to this course is the integration of advanced analytics into strategic marketing decision-making, equipping learners with the skills and knowledge to lead [...]