Elevate Your Skills: Short Master Program in Time Series Analysis with Machine Learning

Overview

Time series analysis is a critical area of study focused on analyzing time-ordered data to uncover trends, seasonal patterns, and cyclical behaviors. This Short Master Program in Time Series Analysis with Machine Learning equips participants with the essential skills and methodologies for effective data analysis and forecasting. By integrating machine learning techniques with time series data, professionals can gain deeper insights and make more informed decisions across various fields, including finance, economics, and supply chain management.

Program Objectives

By the end of this program, participant will learn:

• ETS and Exponential Smoothing Models
• Holt's Linear Trend Model and Holt-Winters
• Autoregressive and Moving Average Models (ARIMA)
• Seasonal ARIMA (SARIMA), and SARIMAX
• Auto ARIMA
• The statsmodels Python library
• The pmdarima Python library
• Machine learning for time series forecasting
• Deep learning (ANNs, CNNs, RNNs, and LSTMs) for time series forecasting

Program Outline

The Short Master Program comprises the following key modules:

1. Introduction to Time Series Analysis
• Understanding time series data and its characteristics
• Key concepts: trends, seasonality, and cyclicity
2. Statistical Methods for Time Series Analysis
• Autoregressive Integrated Moving Average (ARIMA) models
• Seasonal decomposition of time series (STL)
3. Machine Learning Techniques for Time Series Forecasting
• Overview of supervised and unsupervised learning
• Implementation of algorithms such as LSTM (Long Short-Term Memory) networks and XGBoost
4. Feature Engineering for Time Series Data
• Identifying relevant features and transforming time series data for machine learning models
• Handling missing data and outliers
5. Model Evaluation and Performance Metrics
• Techniques for assessing model accuracy
• Cross-validation methods for time series data
6. Applications of Time Series Analysis
• Case studies across industries: finance, healthcare, and logistics
• Developing practical solutions to real-world problems

Target Group

This program is designed for:

• Data analysts and scientists seeking to enhance their time series analysis skills.
• Business professionals interested in leveraging data for strategic decision-making.
• Researchers and academic professionals aiming to broaden their knowledge in machine learning applications.

Program Cost

• 5 Training Days: €3700
• 10 Training Days: €6500

This program is available on different dates upon your request, ensuring flexibility for all participants.

Organizers

This comprehensive Short Master Program in Time Series Analysis with Machine Learning is organized by the Geneva Institute of Business Management and its partners across Europe.