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.
Some questions about the course are answered here.
- Forecasting with R
- Questions on my online forecasting course
- Follow-up forecasting forum in Eindhoven
- “Forecasting with R” short course in Eindhoven
- Slides from my online forecasting course