SAS Institute Of Management Studies - Creating Features for Time Series Data
- Offered byCoursera
Creating Features for Time Series Data at Coursera Overview
Duration | 8 hours |
Start from | Start Now |
Total fee | Free |
Mode of learning | Online |
Official Website | Explore Free Course  |
Credential | Certificate |
Creating Features for Time Series Data at Coursera Highlights
- Earn a Certificate upon completion from SAS
Creating Features for Time Series Data at Coursera Course details
- This course focuses on data exploration, feature creation, and feature selection for time sequences. The topics discussed include binning, smoothing, transformations, and data set operations for time series, spectral analysis, singular spectrum analysis, distance measures, and motif analysis.
- In this course you learn to perform motif analysis and implement analyses in the spectral or frequency domain. You also discover how distance measures work, implement applications, explore signal components, and create time series features.
- This course is appropriate for analysts with a quantitative background as well as domain experts who would like to augment their time-series tool box. Before taking this course, you should be comfortable with basic statistical concepts. You can gain this experience by completing the Statistics with SAS course. Familiarity with matrices and principal component analysis are also helpful but not required.
Creating Features for Time Series Data at Coursera Curriculum
Specialization Overview
Overview
Getting the Most from this Specialization
Course Overview
Meet the Instructor
Prerequisites
Finding the Course Files and Practicing in this Course (REQUIRED)
Time Series Basics
Introduction to Time Series
Time Series Data Creation
Selecting an Interval for Accumulation, Part 1
Selecting an Interval for Accumulation, Part 2
Demo: Accumulating Transactional Data to Time Series
Summary Measures on Time Series
Demo: Exploring Time Series Summary Characteristics
Binning Time Series
Demo: Exploring Time Series Using Binning
Signal versus Noise
Signal Types and Decompositions
Demo: Decompositions Using the TSA Package
Demo: Feature Creation Using the DATA Step-like Syntax in the TSMODEL Procedure
Think About It - Handling Missing Values
Practice: Explore and Accumulate a Time Series
Practice: Create Smoothed Representations of Time Series
Practice: Perform a Decomposition Analysis
Distance Measures
Introduction to Distance Measures for Time Series
Measuring Sequence Similarity
Direct Mapping and Time Warping
Demo: An Example of Time Warping and Relative Path Costs
Demo: Time Series Clustering
Introduction to Symbolic Representation of Sequences
The Symbolic Aggregate ApproXimation (SAX)
Demo: SAX Distance for Input Variable Ranking Based on Similarity to the Target
Question - Evaluating Paths
Question - Warping
Think About It - SAX Word Sequences
Practice: Perform a Similarity Analysis, Part 1
Practice: Perform a Similarity Analysis, Part 2
Spectral Analysis and Singular Spectrum Analysis (SSA)
Introduction to Spectral Analysis
Spectral Analysis Fundamentals
Demo: Introduction to Spectral Analysis
Basic Ideas from Trigonometry
A Regression Approach to Cycle Identification
Estimating the Spectral Density
Demo: Implementing Information from the Periodogram
An Introduction to Singular Spectrum Analysis (SSA)
SSA Step-by-Step
Demo: Singular Spectrum Analysis
Demo: Application of Univariate Singular Spectrum Analysis
Question - Spectral Analysis
Question - Sine Waves
Think About It - Periodogram
Think About It - Window Size in SSA
Practice: Perform and Interpret a Fourier Analysis
Practice: Perform and Interpret a Singular Spectrum Analysis
Motif Analysis
Introduction to Motif Analysis
Motif Discovery Basics
Two Approaches to Motif Discovery
Demo: Motif Discovery Using the Brute Force Method
Demo: Motif Discovery Using the Probabilistic Model Method
Demo: Motif Scoring
Think About It - Applications of Motif Analysis
Practice: Score a Table
Course Review
Creating Features for Time Series Data - Course Exam
Creating Features for Time Series Data at Coursera Admission Process
Important Dates
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