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


  • Pingback: Somewhere else, part 75 | Freakonometrics()

  • 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.

  • Pingback: Hyndsight - Questions on my online forecasting course()

  • Gabriele

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

  • Pingback: Hyndsight - Slides from my online forecasting course()

  • 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 or

      • 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.