We offer you one of the best courses on the Data Science Master’s program (based on students’ feedback) – “Statistics and Econometrics” in 100% distance learning. The course will be interested for those who have already started or are planning to begin a career in machine learning and want to deepen their knowledge of the mathematical foundations used in modern machine/deep learning methods. The total duration of the course is 12 weeks.
Detailed course structureTopic 1: Descriptive Statistics
- Statistical concepts
- Characteristics of univariate data sets
- Characteristics of bivariate data sets
- Probability of events
- Random variables and distribution functions
- Random vectors
- Parameter estimation
- Confidence intervals
- Statistical tests
- Linear Regression
- Testing the coefficients
- Missing data
- Model selection
- The omission of relevant regressors
- Inclusion of irrelevant regressors
- Stepwise model selection
- Generalized least squares
- Nonlinear regression
- Kernel density estimator
- Univariate nonparametric regression
- Lasso regression
- Modeling binary data
- Binary data with CART/CHAID
- Modeling nominal data
- Modeling count data
- Trend component
- Seasonal component
- Irregular component
- Time series models
- Parameter estimation for ARMA processes
- Goodness of forecasts
- Naive forecasts
- Exponential smoothing
- Forecast combinations
Learning formatThe remote format provides follow-up activity for courses with available online services
- Lectures. Recorded in high-quality video lectures of the master’s course. Teaching and all course materials are in English. Lectures are opened every Wednesday.
- Practical tasks. Within the course, students complete practical assignments. Teacher and assistants review each completed assignment and provide detailed explanations and feedback. The time for each assignment is one week.
- Consultations. online consultations are held with the teacher through the service Zoom every week on Tuesday. Consultation videos are also available for later viewing.
- Communication. Online communication occurs through service Slack.