Online course on forecasting using R

I am team­ing up with Rev­o­lu­tion Ana­lyt­ics to teach an online course on fore­cast­ing with R. Top­ics to be cov­ered include sea­son­al­ity and trends, expo­nen­tial smooth­ing, ARIMA mod­el­ling, dynamic regres­sion and state space mod­els, as well as fore­cast accu­racy meth­ods and fore­cast eval­u­a­tion tech­niques such as cross-​​validation. I will talk about some of my con­sult­ing expe­ri­ences, and explain the tools in the fore­cast pack­age for R.

The course will run from 21 Octo­ber to 4 Decem­ber, for two hours each week. Par­tic­i­pants can net­work and inter­act with other prac­ti­tion­ers through an online community.

The fol­low­ing video pro­vides an intro­duc­tion to the course:

And these slides give a few more details:


I will assume you already know how to use R. If you don’t, you can quickly get up to speed by doing a few online tuto­ri­als.

I will also assume that you know some basic sta­tis­tics, includ­ing mul­ti­ple regres­sion. You can brush up by read­ing this chap­ter from my online book. How­ever, you will not need to know any time series or forecasting.

If you are inter­ested, please reg­is­ter for the course at the fol­low­ing link.

Register for the course here


Some ques­tions about the course are answered here.

Related Posts:

  • Stephen

    Ummm, I can clickety-​​click on the link, but the page says to log in. Where do we/​I/​they sign up? Or should I try and fore­cast a user­name and password?

    • Rob J Hyndman

      Try now

  • Orlando Mezquita

    the same hap­pens to me…

    • Rob J Hyndman

      I’ve informed Rev­o­lu­tion Ana­lyt­ics that there are prob­lems. Hope­fully they will fix it soon.

  • andrewziem

    Does the sched­ule imply the lec­tures are only live and not avail­able as record­ings? In other words, if I am not avail­able Mon­day at 22UTC, I can­not participate?

    • Rob J Hyndman

      The lec­tures will also be avail­able to watch in your own time if you are reg­is­tered. So you do not have to be avail­able for the live stream­ing, but you do have to register.

  • Tim­o­thy Scharf

    Excited for this

  • Rob J Hyndman

    The reg­is­tra­tion link is now fixed. Sorry for the inconvenience

  • Kevin Lit­tle

    pre­req­ui­site says need access to Rev­o­lu­tion R Enter­prise edition.…since I am not aca­d­e­mic, license is $4500 for my Win­dows plat­form? thanks

    • Rob J Hyndman

      You don’t actu­ally need Rev­o­lu­tion R. Just nor­mal R is fine. I’m using Rstu­dio with reg­u­lar R underneath.

      • Kevin Lit­tle

        thank you, i use R Stu­dio and R under­neath, do I need to be run­ning R3, my main sys­tem is still at 2.15.3 (need some housecleaning!)

        • Rob J Hyndman

          R 2.15.3 is ok.

  • Vikas Agrawal

    Is this a paid course?

    • Rob J Hyndman


      • Felipe

        What’s the cost?

        • Rob J Hyndman


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  • Orlando Mezquita

    Is there a min­i­mum quo­rum to pro­vide the course?

    • Rob J Hyndman

      No. I’ll teach it with one per­son if that’s all I get. But I’m hop­ing for a few more. :-)

  • tmark

    Hi Pro­fes­sor — very inter­ested in this course. I looked at the ‘syl­labus’ on rev­o­lu­tion ana­lyt­ics and it describes the require­ments of using their soft­ware. Do i need any­thing beyond the R installed on my system?

    Also, do you have a max­i­mum num­ber of online seats?


    • Rob J Hyndman

      Reg­u­lar R is fine. You also need the fpp pack­age installed and its depen­den­cies. There is no max­i­mum num­ber (at least not one that is likely to matter)

  • Bren­dan

    Not mean­ing to be neg­a­tive, since I’m a huge fan of your site, your work and your open­source book, but the cost is rel­a­tively high for a non-​​company spon­sored sign-​​up. Any plans for a lec­ture series via Cours­era in future?

    • Rob J Hyndman

      Fair com­ment. Unfor­tu­nately, my uni­ver­sity (Monash) is not a part­ner at Cours­era, Udac­ity, edX or any other online course provider. So I can’t give a course on any of those free plat­forms, although I would like to. Rev­o­lu­tion Ana­lyt­ics asked me to do this course for them, and I agreed. They set the fees, although most of the money will go to Monash Uni­ver­sity and it will be used to pay for some sup­port to help me with R pack­age development.

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  • Gabriele

    Great course, but very expen­sive to me. I’ve to give up :(

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  • MySchizoBuddy

    when will the course be avail­able again.

    • Rob J Hyndman

      I hope to do another one, pos­si­bly in late 2014.


  • David

    I see from a pre­vi­ous post that you were think­ing about doing the course in late 2014… Any deci­sion on when? Thanks

    • Rob J Hyndman

      It won’t hap­pen this year. Sorry.

      • David

        Sorry… I was a lit­tle vague, espe­cially with the year almost done. Do you see a course being done in 2015? I appre­ci­ate your quick response.

        • Rob J Hyndman

          I’ve no plans at this stage.

  • george_​gt

    Dear Pro­fes­sor Hyndman,

    Is there any func­tion that works sim­i­lar to the dlply. I use ver­sion 3.1.2 and this is not available.

    I would like to select the para­me­ters /​coefficients of lin­ear regres­sion ( a,b) [y=a+bx] only trans­fer to excel

    Many thanks in advance

    • Rob J Hyndman

      This is not a help site. Please ask your ques­tions on stack​over​flow​.com or cross​val​i​dated​.com.

      • george_​gt

        Pro­fes­sor Hyn­d­man thank you very much for your prompt reply

  • Kseniia Leshcheva

    Dear Pro­fes­sor! When is the course going to be offered again?

    • Rob J Hyndman

      I don’t know.