The Advanced Data Science course for graduate level aims to provide students with a comprehensive understanding of data science strategies and their implementation. This course will focus on time series forecasting techniques and the use of code programming to enhance accuracy. Students will begin by exploring time series features, such as moving average smoothing and trend estimation, using seasonal data. They will also learn how to apply simple statistics using R for data analysis. The course will then delve into the key steps of a tidy forecasting workflow, including defining a model and evaluating its effectiveness using various methods such as mean, naïve, and drift. The course will also cover important topics such as residual diagnostics, judgmental forecasting, and distributional forecasting, which will be applied to a real-world project. Students will be required to complete a data science project to demonstrate their understanding and present their findings to the class. In the next part of the course, students will learn about time series regression models, including the linear model and least squares estimation. They will also explore evaluation techniques and apply them to a project. The course will then move on to ARIMA models, covering topics such as stationarity, differencing, and estimation techniques. Students will also learn about the differences between ARIMA and ETS models. Another project will be assigned to students to apply their knowledge of ARIMA models. In the following section of the course, students will learn about dynamic regression models and how to apply them in projects. They will also explore forecasting hierarchical and grouped time series, using single-level approaches. The final part of the course will cover advanced forecasting methods, such as vector autoregressions and neural network models. Students will learn how to apply these techniques and their strengths and weaknesses. Another project will be assigned to students to showcase their understanding and skills in advanced forecasting methods. By the end of this course, students will have a deep understanding of data science and time series forecasting techniques and will be able to apply them in real-world scenarios. They will also have completed several projects that will help them build a strong portfolio for future endeavors in the field of data science.