Forecasting workshop: Switzerland, June 2011

I will be run­ning a work­shop on Sta­tis­ti­cal Fore­cast­ing: Prin­ci­ples and Prac­tice in Switzer­land, 20–22 June 2011. Check out the venue: Wald­ho­tel Dold­en­horn, Kan­der­steg! So if you fancy a trip to the beau­ti­ful Swiss Alps next June, read on…


Fore­cast­ing is required in many sit­u­a­tions: decid­ing whether to build another power gen­er­a­tion plant in the next five years requires fore­casts of future demand; sched­ul­ing staff in a call cen­tre next week requires fore­casts of call vol­ume; stock­ing an inven­tory requires fore­casts of stock require­ments. Fore­casts can be required sev­eral years in advance (for the case of cap­i­tal invest­ments), or only a few min­utes before­hand (for telecom­mu­ni­ca­tion rout­ing). What­ever the cir­cum­stances or time hori­zons involved, fore­cast­ing is an impor­tant aid in effec­tive and effi­cient planning.

In this work­shop, we will explore meth­ods and mod­els for sta­tis­ti­cal fore­cast­ing. 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. Some recent devel­op­ments in each of these areas will be explored. The work­shop will involve a mix­ture of lec­tures and prac­ti­cal ses­sions using R.

Exam­ples will be drawn from my con­sult­ing experiences


Work­shop par­tic­i­pants will be assumed to be famil­iar with basic sta­tis­ti­cal tools such as mul­ti­ple regres­sion and max­i­mum like­li­hood esti­ma­tion, but no knowl­edge of time series or fore­cast­ing will be assumed. Some prior expe­ri­ence in R is desir­able but not essen­tial. Please bring a lap­top with pre­in­stalled R soft­ware in its lat­est release (see CRAN​.​R​-project​.org) and the “fore­cast” pack­age for R.

Registration and further information

The work­shop is being orga­nized by the Swiss Sta­tis­ti­cal Soci­ety. The work­shop brochure pro­vides addi­tional infor­ma­tion about costs and registration.

Continue the fun in Prague

The fore­cast­ing work­shop fin­ishes on Wednes­day 22 June, and I will then be fly­ing to Prague for the 31st Inter­na­tional Sym­po­sium on Fore­cast­ing, begin­ning on Sun­day 26 June. The ISF is the lead­ing inter­na­tional fore­cast­ing con­fer­ence and is always well-​​worth attend­ing for any­one involved with fore­cast­ing research. I hope some of the work­shop par­tic­i­pants will also join me in Prague for the ongo­ing fore­cast­ing fun and fes­tiv­i­ties!

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  • Chewyraver

    If only I could afford to go…

  • Mary

    I wrote twice to the Swiss Sta­tis­ti­cal Soci­ety in order to get more infor­ma­tion on how to reg­is­ter at this work­shop but I got no replay from them.…I hope to man­age to reg­is­ter after Christ­mas hol­i­days… wish­ing you all Happy New Year and I hope to have the priv­i­lege to meet you in that workshop!

    • Rob J Hyndman

      I’ve for­warded your com­ment to the orga­niz­ers. Hope­fully some­one will get back to you soon. At this time of year, many peo­ple are on leave for a few days.

  • Awichi Richard

    If only I could get invi­ta­tion let­ter to enable me mobilze funds here in Uganda, i would very cer­tainly attend both work­shops in Switzer­land and Prague. Please send me a let­ter if possible.

    • Rob J Hyndman

      I’ve asked the orga­niz­ers of the work­shop and sym­po­sium to respond to you by email.

  • Dominique Habi­mana

    Dear Sir/​Madam,

    I would like to know how should I apply to this inter­est­ing work­shop?
    I have some papers I can present there.

    Best regards

    • Rob J Hyndman

      Hi Dominique. It is not a work­shop where there are sev­eral speak­ers. I am the only presenter.

  • Natalya

    Dear Rob J Hyndman,

    I am very much inter­ested in this work­shop. I would like to know where I can find more infor­ma­tion about this event and eli­gi­bil­ity of application.

    Thank you for sup­port­ing in this ques­tion in advance.
    Sin­cerely yours,

  • Serg

    Dear Rob,

    Could you please let me know whether the reg­is­tra­tion for the course is still avail­able? Are there stu­dent places at the moment?
    Sorry to bother you but I didn’t get reply from SSS.

    With best regards,


  • Satya Ram Twanabasu

    Dear Rob, 

    I’m a Mas­ters Stu­dent in Nor­way and my the­sis is related to load fore­cast­ing. Your blog is quit  use­ful and inter­est­ing. I would like to attend your work­shop and con­fer­ences as much as I can. Can I get more infor­ma­tion about upcom­ing events?

    –Satya Ram Twanabasu(

    • Rob J Hyndman

      I always post infor­ma­tion about upcom­ing events here. So just sub­scribe to the feed! How­ever, I don’t give many talks/​workshops.