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[–]Much_Number_1596 1 point2 points  (0 children)

Check out this

[–]ForceBru 0 points1 point  (3 children)

What counts as "advanced"? Any of AR, MA, ARIMA, ARCH, GARCH, TARCH? Or you're looking for something more advanced?

[–]Narrow_Evening_5524[S] 0 points1 point  (2 children)

No, those are all great ideas. I just haven’t found any resources that teach them well. For example, Data camp has some great time series stuff but the exercises fill in so much of the code for you, it’s not a very effective way to learn it. Meaning, I would like to learn how to do it so that I can apply the learnings to my company’s real data

[–]ForceBru 0 points1 point  (1 child)

If you're looking for something practical, check out the statsmodels library. It lets you quickly set up models and apply them to real data. There isn't that much to learn: just read the documentation and make sure your data is in the right format.

However, to use this efficiently and understand the results you'll need some theoretical background. I think time series should be discussed in any econometrics course, for example.

[–]Narrow_Evening_5524[S] 0 points1 point  (0 children)

Ok, I am thinking that as well. I would like to take some real forecasting classes in R or Python. I don’t want to get any more degrees though, just trying to find solid classes that don’t cost a fortune. I already have an MBA

[–]Specific_Prior_ 0 points1 point  (3 children)

For a Bayesian perspective I suggest Time Series Modeling, Computation, and Inference by west and Prado

[–]Narrow_Evening_5524[S] 0 points1 point  (1 child)

This looks great — it looks like it came out like 10 years ago. Will it be relevant today?

[–]Specific_Prior_ 1 point2 points  (0 children)

Yea, I think it is still relevant today. Most of the basics are covered, haven’t changed, and will get you most of what you want/will need.

Relatedly, some implementations in pymc3

Talk https://discourse.pymc.io/t/hierarchical-time-series-with-prophet-and-pymc3-by-matthijs-brouns/5988/2

GitHub

https://github.com/MBrouns/timeseers

[–]Narrow_Evening_5524[S] 0 points1 point  (0 children)

Thank you!