This repository provides materials for time-series analysis course as follows:
- Session 1: Introduction to Time-series Analysis, ARMA & ARIMA Models, Hidden Markov Models
- Session 2: Recurrent Neural Networks (GRU, LSTM)
- Session 3, Lab 1: Stock Price Prediction using ARIMA in Python
- Session 4, Lab 2: Stock Price Prediction using LSTM in PyTorch
- Session 5: Sequence-to-sequence Models and Transformers
- Session 6, Lab 3: Stock Price Prediction using seq2seq in PyTorch
Videos of the course are publicly available at this playlist, containing 13 videos (totally 9 hours)