Regression and Time Series Analysis using Python

Linear regression, nonlinear regression, auto-regressive models, time series analysis, regularisation and more

LEVEL: INTERMEDIATE
DURATION: 2-DAY COURS
DELIVERED: AT YOUR OFFICE

What you will learn

chris-liverani-edited

You will learn the skills you need to develop and evaluate regression models that allow you to make quantitative predictions.

Multivariate linear regression
Ridge and LASSO regularisation

Languages and libraries :

Python 3
Numpy and Pandas for data manipulation
Scikit-learn and statsmodel for linear and time series model
Matplotlib for visualisation

PREREQUISITES

Good knowledge of python, basic understanding of machine learning practice (as taught in Introduction to Data Science)

AUDIENCE

Those who wish to take their data science skills further and learn state-of-the-art techniques in this constantly evolving field.

Get in touch with us to learn about the course

DAY ONE

REGRESSION ANALYSIS

 

Session 1

Linear regression

  • Multivariate regression using SKLearn
  • Outliers, leverage, analysis of diagnostics
  • Data transformations

 

Session 2

Regularisation: Ridge and LASSO

  • The Ridge regression
  • The LASSO regression
  • Applications and comparisons

 

Session 3

Generalised linear models

  • The Logistic regression
  • Use of regularisation
  • Applications in industry

DAY TWO

TIME SERIES ANALYSIS

 

Session 1

Handling time series

  • Manipulating time series with Pandas
  • Handling trends and seasonalities in time series: understanding lagging
  • Autocorrelation function and moving average (MA)

 

Session 2

Time series models

  • Building an autoregression (AR)
  • Adding structure in a time series model: towards ARMA and ARIMA models
  • Modeling real-world time series: how to avoid pitfalls

Get in Touch

CONTACT US

We will email you within the next 24 hours to arrange a quick call to help with any questions about the programme and recommend pre-course materials.

We look forward to speaking with you.

Dr. Raoul-Gabriel Urma

Dr. Raoul-Gabriel Urma

Director