Creating Features for Time Series Data

本课程是 Analyzing Time Series and Sequential Data 专项课程的一部分

位教师：Chip Wells

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7个模块

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18 项作业

授课语言：英语（English）

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本课程是 Analyzing Time Series and Sequential Data 专项课程专项课程的一部分

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该课程共有7个模块

This course focuses on data exploration, feature creation, and feature selection for time sequences. The topics discussed include binning, smoothing, transformations, and data set operations for time series, spectral analysis, singular spectrum analysis, distance measures, and motif analysis.

In this course you learn to perform motif analysis and implement analyses in the spectral or frequency domain. You also discover how distance measures work, implement applications, explore signal components, and create time series features. This course is appropriate for analysts with a quantitative background as well as domain experts who would like to augment their time-series tool box. Before taking this course, you should be comfortable with basic statistical concepts. You can gain this experience by completing the Statistics with SAS course. Familiarity with matrices and principal component analysis are also helpful but not required.

In this module you get an overview of the courses in this specialization and what you can expect.

涵盖的内容

1个视频1篇阅读材料

In this module you learn about the scope of this course and you access the software and files you will use for practices in the course.

涵盖的内容

1个视频4篇阅读材料1个应用程序项目

In this module, you learn about converting transactional sequences to time series. Other topics include exploring signal components in time series via decompositions and binning, and creating new time series features.

涵盖的内容

13个视频4个作业1个应用程序项目

13个视频总计27分钟

Introduction to Time Series0分钟
Time Series Data Creation2分钟
Selecting an Interval for Accumulation, Part 10分钟
Selecting an Interval for Accumulation, Part 21分钟
Demo: Accumulating Transactional Data to Time Series4分钟
Summary Measures on Time Series0分钟
Demo: Exploring Time Series Summary Characteristics3分钟
Binning Time Series0分钟
Demo: Exploring Time Series Using Binning3分钟
Signal versus Noise1分钟
Signal Types and Decompositions3分钟
Demo: Decompositions Using the TSA Package3分钟
Demo: Feature Creation Using the DATA Step-like Syntax in the TSMODEL Procedure2分钟

4个作业总计95分钟

Think About It - Handling Missing Values5分钟
Practice: Exploring and Accumulating a Time Series30分钟
Practice: Creating Smoothed Representations of Time Series30分钟
Practice: Performing a Decomposition Analysis30分钟

1个应用程序项目总计5分钟

Open SAS Viya for Learners to Practice in this Module5分钟

In this module you learn about the usefulness of distance or similarity measures between time series. Calculated distance measure are used as the basis in two analyses.

涵盖的内容

8个视频5个作业1个应用程序项目

8个视频总计19分钟

Introduction to Distance Measures for Time Series1分钟
Measuring Sequence Similarity1分钟
Direct Mapping and Time Warping1分钟
Demo: An Example of Time Warping and Relative Path Costs4分钟
Demo: Time Series Clustering4分钟
Introduction to Symbolic Representation of Sequences1分钟
The Symbolic Aggregate ApproXimation (SAX)0分钟
Demo: SAX Distance for Input Variable Ranking Based on Similarity to the Target2分钟

5个作业总计75分钟

Question - Evaluating Paths5分钟
Question - Warping5分钟
Think About It - SAX Word Sequences5分钟
Practice: Performing a Similarity Analysis, Part 130分钟
Practice: Performing a Similarity Analysis, Part 230分钟

1个应用程序项目总计5分钟

Open SAS Viya for Learners to Practice in this Module5分钟

In this module, we discuss and illustrate the basic ideas and applications in frequency domain analysis. We also discuss SSA and present demonstrations of applied SSA.

涵盖的内容

11个视频6个作业1个应用程序项目

11个视频总计30分钟

Introduction to Spectral Analysis0分钟
Spectral Analysis Fundamentals3分钟
Demo: Introduction to Spectral Analysis3分钟
Basic Ideas from Trigonometry1分钟
A Regression Approach to Cycle Identification1分钟
Estimating the Spectral Density1分钟
Demo: Implementing Information from the Periodogram3分钟
An Introduction to Singular Spectrum Analysis (SSA)1分钟
SSA Step-by-Step3分钟
Demo: Singular Spectrum Analysis2分钟
Demo: Application of Univariate Singular Spectrum Analysis7分钟

6个作业总计80分钟

Question - Spectral Analysis5分钟
Question - Sine Waves5分钟
Think About It - Periodogram5分钟
Think About It - Window Size in SSA5分钟
Practice: Performing and Interpreting a Fourier Analysis30分钟
Practice: Performing and Interpreting a Singular Spectrum Analysis30分钟

1个应用程序项目总计5分钟

Open SAS Viya for Learners to Practice in this Module5分钟

In this module you learn about detecting motifs in times series and their usefulness.

涵盖的内容

6个视频2个作业1个应用程序项目

6个视频总计12分钟

Introduction to Motif Analysis0分钟
Motif Discovery Basics1分钟
Two Approaches to Motif Discovery0分钟
Demo: Motif Discovery Using the Brute Force Method2分钟
Demo: Motif Discovery Using the Probabilistic Model Method3分钟
Demo: Motif Scoring2分钟

2个作业总计35分钟

Think About It - Applications of Motif Analysis5分钟
Practice: performing Motif Discovery Using the Probabilistic Model Method30分钟

1个应用程序项目总计5分钟

Open SAS Viya for Learners to Practice in this Module5分钟

涵盖的内容

1个作业

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位教师

Chip Wells

SAS

3 门课程3,026 名学生

提供方

SAS

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