# Time Series Modelling and Forecasting with Applications in R

- Institution: IIT Bombay
- Department: Computer Science and Engineering
- Teacher: Prof. Sudeep Bapat
- Level: Undergraduate
- Language: English
- Subjects: Computer science, Engineering
- Source: [NPTEL](https://nptel.ac.in/courses/106101578)
- Licence: [CC BY-NC-SA](https://nptel.ac.in/faq) (Non-commercial use only.)
- Syllabus: [at the source](https://nptel.ac.in/courses/106101578)
- Who can watch: Tweens profiles and older (sources give no ratings; placed by Invisible Network from the source's own words)

## Lectures

1. [Week 01: Lecture 01: Time series introduction](https://invisiblenetwork.ai/learn/nptel/106101578/ac838131d7a6) (Video)
2. [Week 01: Lecture 02: Examples of time series data](https://invisiblenetwork.ai/learn/nptel/106101578/0adb487c7bcf) (Video)
3. [Week 01: Lecture 03: Stationarity in time series](https://invisiblenetwork.ai/learn/nptel/106101578/944710b55898) (Video)
4. [Week 01: Lecture 04: Weak vs. strong stationarity](https://invisiblenetwork.ai/learn/nptel/106101578/6f232cfa7630) (Video)
5. [Week 01: Lecture 05: Practical session in R - 1](https://invisiblenetwork.ai/learn/nptel/106101578/67fe6c7ed7b1) (Video)
6. [Week 02: Lecture 06: Time Series Decomposition](https://invisiblenetwork.ai/learn/nptel/106101578/70fed3c9cba7) (Video)
7. [Week 02: Lecture 07: Basic Time Series Processes](https://invisiblenetwork.ai/learn/nptel/106101578/f69f15927556) (Video)
8. [Week 02: Lecture 08: Autocorrelation and the Partial Autocorrelation Functions](https://invisiblenetwork.ai/learn/nptel/106101578/5331a4a75583) (Video)
9. [Week 02: Lecture 09: ACF and PACF for Some Time Series Processes](https://invisiblenetwork.ai/learn/nptel/106101578/6f480bfc83b4) (Video)
10. [Week 02: Lecture 10: Practical Session in R-2](https://invisiblenetwork.ai/learn/nptel/106101578/903155522136) (Video)
11. [Week 03: Lecture 11: Non-Stationary Time Series](https://invisiblenetwork.ai/learn/nptel/106101578/91eab9194276) (Video)
12. [Week 03: Lecture 12: Seasonality and its Features](https://invisiblenetwork.ai/learn/nptel/106101578/7c230fb38299) (Video)
13. [Week 03: Lecture 13: Cyclicality and Test for Stationarity](https://invisiblenetwork.ai/learn/nptel/106101578/d75de72ed911) (Video)
14. [Week 03: Lecture 14: Seasonality and SARIMA Model](https://invisiblenetwork.ai/learn/nptel/106101578/1ae79e1c8193) (Video)
15. [Week 03: Lecture 15: Practical Session in R-3](https://invisiblenetwork.ai/learn/nptel/106101578/519d95f176ea) (Video)
16. [Week 04: Lecture 16: Model Identification](https://invisiblenetwork.ai/learn/nptel/106101578/e02433c3518b) (Video)
17. [Week 04: Lecture 17: Model Estimation](https://invisiblenetwork.ai/learn/nptel/106101578/d352240dab9d) (Video)
18. [Week 04: Lecture 18: Diagnostic Checking -1](https://invisiblenetwork.ai/learn/nptel/106101578/748065b6b089) (Video)
19. [Week 04: Lecture 19: Diagnostic Checking -2](https://invisiblenetwork.ai/learn/nptel/106101578/11e6314bcfdb) (Video)
20. [Week 04: Lecture 20: Practical Session in R-4](https://invisiblenetwork.ai/learn/nptel/106101578/03e41efadc80) (Video)
21. [Week 05: Lecture 21: Forecasting Basics](https://invisiblenetwork.ai/learn/nptel/106101578/1fc76875e795) (Video)
22. [Week 05: Lecture 22: Measuring Forecast Accuracy](https://invisiblenetwork.ai/learn/nptel/106101578/891d81ae167f) (Video)
23. [Week 05: Lecture 23: Smoothing Techniques (SMA,EMA)](https://invisiblenetwork.ai/learn/nptel/106101578/5ab3ffddf770) (Video)
24. [Week 05: Lecture 24: Double and Triple Exponential Smoothing](https://invisiblenetwork.ai/learn/nptel/106101578/019c1df3545f) (Video)
25. [Week 05: Lecture 25: Practical Session in R-5](https://invisiblenetwork.ai/learn/nptel/106101578/84004851884e) (Video)
26. [Week 06: Lecture 26: Persistent and Long- Memory Processes : Examples and Implications](https://invisiblenetwork.ai/learn/nptel/106101578/a89ec83cf7f3) (Video)
27. [Week 06: Lecture 27: ARFIMA Processes](https://invisiblenetwork.ai/learn/nptel/106101578/c121ef6cd026) (Video)
28. [Week 06: Lecture 28: Hurst Exponent - Estimation under ARFIMA](https://invisiblenetwork.ai/learn/nptel/106101578/b54ea03da326) (Video)
29. [Week 06: Lecture 29: Estimation under ARFIMA](https://invisiblenetwork.ai/learn/nptel/106101578/d604f9e7889a) (Video)
30. [Week 06: Lecture 30: Practical Session in R-6](https://invisiblenetwork.ai/learn/nptel/106101578/3bb5aee248e6) (Video)
31. [Week 07: Lecture 31: Multivariate Time Series Analysis: Examples and Motivation](https://invisiblenetwork.ai/learn/nptel/106101578/5c76a95f55ce) (Video)
32. [Week 07: Lecture 32: Cross-covariance and Cross-correlation](https://invisiblenetwork.ai/learn/nptel/106101578/eb60a7cda47d) (Video)
33. [Week 07: Lecture 33: Some Specific Multivariate Time Series Models](https://invisiblenetwork.ai/learn/nptel/106101578/6bc1046c6bec) (Video)
34. [Week 07: Lecture 34: Further Extensions and Use Cases](https://invisiblenetwork.ai/learn/nptel/106101578/3c233a256483) (Video)
35. [Week 07: Lecture 35: Practical Session in R - 7](https://invisiblenetwork.ai/learn/nptel/106101578/f69c316ec709) (Video)
36. [Week 08: Lecture 36: Cointegration and Further](https://invisiblenetwork.ai/learn/nptel/106101578/4237ef3186e8) (Video)
37. [Week 08: Lecture 37: Error Correction Models](https://invisiblenetwork.ai/learn/nptel/106101578/16e1f3410890) (Video)
38. [Week 08: Lecture 38: Tests for Cointegration](https://invisiblenetwork.ai/learn/nptel/106101578/11e7a321b037) (Video)
39. [Week 08: Lecture 39: Testing for Causality](https://invisiblenetwork.ai/learn/nptel/106101578/468115563b14) (Video)
40. [Week 08: Lecture 40: Practical Session in R - 8](https://invisiblenetwork.ai/learn/nptel/106101578/8701cc45f6f4) (Video)
41. [Week 09: Lecture 41: Frequency Domain Analysis](https://invisiblenetwork.ai/learn/nptel/106101578/ca33879d0ab8) (Video)
42. [Week 09: Lecture 42: Spectral Representation of a Series](https://invisiblenetwork.ai/learn/nptel/106101578/90f475c7e23a) (Video)
43. [Week 09: Lecture 43: Spectral Density Estimation](https://invisiblenetwork.ai/learn/nptel/106101578/69cc736e1340) (Video)
44. [Week 09: Lecture 44: Numerical Examples and Further](https://invisiblenetwork.ai/learn/nptel/106101578/afe15f94f782) (Video)
45. [Week 09: Lecture 45: Practical Session in R - 9](https://invisiblenetwork.ai/learn/nptel/106101578/06bfccc2f77c) (Video)
46. [Week 10: Lecture 46: Stochastic Volatility Modelling](https://invisiblenetwork.ai/learn/nptel/106101578/7562194bc7da) (Video)
47. [Week 10: Lecture 47: ARCH Models](https://invisiblenetwork.ai/learn/nptel/106101578/92b4aaafa869) (Video)
48. [Week 10: Lecture 48: ARCH LM Test and GARCH Models](https://invisiblenetwork.ai/learn/nptel/106101578/bc2ee452ff8f) (Video)
49. [Week 10: Lecture 49: GARCH Model Extensions](https://invisiblenetwork.ai/learn/nptel/106101578/1cf4d6fa1ed5) (Video)
50. [Week 10: Lecture 50: Practical Session in R - 10](https://invisiblenetwork.ai/learn/nptel/106101578/857b130c80d7) (Video)
51. [Week 11: Lecture 51: Nonlinear Time Series Models](https://invisiblenetwork.ai/learn/nptel/106101578/dc4ff0e8a982) (Video)
52. [Week 11: Lecture 52: Regimes and Nonlinear Models](https://invisiblenetwork.ai/learn/nptel/106101578/cc18cd409f3e) (Video)
53. [Week 11: Lecture 53: Nonlinear Model Extensions](https://invisiblenetwork.ai/learn/nptel/106101578/d0c70e948dce) (Video)
54. [Week 11: Lecture 54: Markov Switching Models](https://invisiblenetwork.ai/learn/nptel/106101578/4e3c4f5bd60a) (Video)
55. [Week 11: Lecture 55: Practical Session in R - 11](https://invisiblenetwork.ai/learn/nptel/106101578/63526e198a53) (Video)
56. [Week 12: Lecture 56: Machine Learning in Time Series](https://invisiblenetwork.ai/learn/nptel/106101578/eefe0b705089) (Video)
57. [Week 12: Lecture 57: Linear Regression for Time Series and Beyond](https://invisiblenetwork.ai/learn/nptel/106101578/08a3fdf4a1e1) (Video)
58. [Week 12: Lecture 58: Other Machine Learning Models for Time Series](https://invisiblenetwork.ai/learn/nptel/106101578/ddd04a18a595) (Video)
59. [Week 12: Lecture 59: Neural Networks for Time Series](https://invisiblenetwork.ai/learn/nptel/106101578/5d1a24aa0f41) (Video)
60. [Week 12: Lecture 60: Practical Session in R - 12](https://invisiblenetwork.ai/learn/nptel/106101578/b2e6f4c3f1e6) (Video)
61. [Live Session 27-02-2025](https://invisiblenetwork.ai/learn/nptel/106101578/ac838131d7a6-2) (Video)
62. [Live Session 26-03-2025](https://invisiblenetwork.ai/learn/nptel/106101578/0adb487c7bcf-2) (Video)
63. [Live Session 07-04-2025](https://invisiblenetwork.ai/learn/nptel/106101578/944710b55898-2) (Video)