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intermediateCertificate$12.99

Python for Time Series Data Analysis

by Jose Portilla · Udemy

4.5
(8,200 reviews)
55K+ enrolled18 hoursUpdated 2024-10

Our Verdict

Worth it — with caveats

Jose Portilla's "Python for Time Series Data Analysis" is a solid, beginner-to-intermediate applied forecasting course that holds a verified 4.5/5 from about 9,170 Udemy ratings (Bestseller / Highest Rated) with roughly 51K enrollments. Across about 15.5 hours and 95 lectures it walks through a clean, practical progression: NumPy/Pandas foundations, time-stamped data handling, statsmodels (ETS decomposition, EWMA, Holt-Winters), ACF/PACF, the ARIMA family (ARIMA, SARIMA, and SARIMAX with exogenous variables), a short RNN/LSTM deep-learning section, and Facebook Prophet. Its biggest strength is hands-on, copy-ready Jupyter notebooks and Portilla's clear, structured delivery; its biggest weaknesses, per a first-hand student review, are oversimplified model theory, roughly a third of runtime spent on basic Python, and notably thin Deep Learning and Prophet sections that mostly mirror documentation. It is a good fit for working Python developers new to forecasting who want a quick, practical on-ramp, but those who already know time-series fundamentals or need multivariate/state-of-the-art methods will find it shallow.

Strong, well-rated practical introduction with excellent runnable notebooks, but only worth the money if you are new to time-series forecasting and already comfortable with Python; experienced practitioners and anyone needing deep DL or multivariate forecasting should look elsewhere.

Best for: Working Python developers and data analysts who are comfortable with Python up to functions and basic Pandas, and who want a fast, hands-on introduction to classical time-series forecasting (ARIMA/SARIMA/SARIMAX) plus a first taste of Prophet and LSTM forecasting using ready-made notebooks they can adapt at work.

Skip if: Complete programming beginners (it assumes Python fundamentals), people who already understand time-series theory (much will be review), and anyone needing rigorous statistical depth, robust multivariate forecasting, or production-grade modern deep-learning forecasting, since the DL and Prophet coverage is thin and the focus is univariate.

About This Course

Forecast time series using ARIMA, SARIMA, Prophet, LSTM, and other models with statsmodels and TensorFlow.

What You'll Learn

Manipulate, resample, and visualize time-stamped data with NumPy and Pandas (datetime indexing, rolling windows, shifting)
Decompose series with Error-Trend-Seasonality (ETS), and apply EWMA and Holt-Winters smoothing
Read and use AutoCorrelation (ACF) and Partial AutoCorrelation (PACF) plots to choose model orders
Build and evaluate ARIMA, Seasonal ARIMA (SARIMA), and SARIMAX models (including exogenous variables) with statsmodels
Forecast future points and validate models, then translate notebooks into reusable templates
Apply a Recurrent Neural Network / LSTM (Keras) to time-series forecasting at an introductory level
Use Facebook's Prophet library to produce quick baseline forecasts

Curriculum

NumPy & Pandas foundations

Core array and DataFrame operations for data manipulation; reportedly takes up roughly a third of the course as a Python/Pandas refresher.

Pandas visualization & time-stamped data

Plotting with Pandas and working with datetime indexes, resampling, shifting, and rolling windows.

Statsmodels & time-series analysis tools

Error-Trend-Seasonality (ETS) decomposition, EWMA, and Holt-Winters smoothing methods.

ARIMA family

AutoCorrelation/Partial AutoCorrelation charts, ARIMA, Seasonal ARIMA (SARIMA), and SARIMAX with exogenous data points.

Deep learning for forecasting

Recurrent Neural Networks / LSTM (Keras) applied to forecasting; first-hand reviewer found this section disappointingly shallow.

Facebook Prophet

Using Prophet for quick forecasts; reviewer noted it largely mirrors official documentation examples without real-world limitations.

Prerequisites

  • General Python skills (knowledge up to functions); not aimed at absolute beginners
  • Basic familiarity with Pandas and NumPy is strongly recommended (the course refreshes these but moves quickly)
  • Comfort with Jupyter notebooks; high-school-level math/statistics helps for interpreting models

Instructor

Jose Portilla

Instructor · Udemy

Pros & Cons

Pros

  • Verified 4.5/5 from about 9,170 ratings and ~51K students on Udemy, where it is flagged Bestseller / Highest Rated — a popular, well-reviewed course from a high-reputation instructor
  • Clear, well-structured progression that is easier to follow than academic textbooks, with short 10-20 minute lectures
  • High-quality, runnable Jupyter notebooks that students report using directly as templates at work
  • Solid, practical coverage of the classical ARIMA/SARIMA/SARIMAX workflow including ACF/PACF model selection and exogenous variables
  • Lifetime access, certificate of completion, and a 30-day money-back guarantee lower the risk

Cons

  • Model theory is oversimplified; a first-hand reviewer noted explanations lean on a 'PowerPoint' style with little real-world insight
  • Roughly one-third of the ~15.5 hours is basic Python/Pandas, so experienced developers pay for content they may skip
  • The Deep Learning (LSTM/Keras) and Prophet sections are notably thin — the Prophet section was called the 'most disappointing,' largely repeating documentation
  • Focuses on univariate series; lacks depth on multivariate ARMA/ARIMA and modern forecasting approaches

Alternatives To Consider

Frequently Asked Questions

Is Python for Time Series Data Analysis free?

Python for Time Series Data Analysis is $12.99. Udemy list price is around $13-16 (catalog shows $12.99), but it is very frequently discounted to roughly $10-15 during regular sales — avoid paying full price and wait for a discount. Includes lifetime access, certificate of completion, and a 30-day money-back guarantee. Not available as a free audit.

Who is Python for Time Series Data Analysis for?

Working Python developers and data analysts who are comfortable with Python up to functions and basic Pandas, and who want a fast, hands-on introduction to classical time-series forecasting (ARIMA/SARIMA/SARIMAX) plus a first taste of Prophet and LSTM forecasting using ready-made notebooks they can adapt at work.

What will you learn in Python for Time Series Data Analysis?

Manipulate, resample, and visualize time-stamped data with NumPy and Pandas (datetime indexing, rolling windows, shifting); Decompose series with Error-Trend-Seasonality (ETS), and apply EWMA and Holt-Winters smoothing; Read and use AutoCorrelation (ACF) and Partial AutoCorrelation (PACF) plots to choose model orders; Build and evaluate ARIMA, Seasonal ARIMA (SARIMA), and SARIMAX models (including exogenous variables) with statsmodels.

What are the prerequisites for Python for Time Series Data Analysis?

General Python skills (knowledge up to functions); not aimed at absolute beginners; Basic familiarity with Pandas and NumPy is strongly recommended (the course refreshes these but moves quickly); Comfort with Jupyter notebooks; high-school-level math/statistics helps for interpreting models.

Is Python for Time Series Data Analysis worth it?

Strong, well-rated practical introduction with excellent runnable notebooks, but only worth the money if you are new to time-series forecasting and already comfortable with Python; experienced practitioners and anyone needing deep DL or multivariate forecasting should look elsewhere.