List

Workshop to be held on 23-25 September 2014.

Venue: The University Club, University of Western Australia, Nedlands WA.

Requirements: a laptop with R installed, along with the fpp package and its dependencies. We will also use the hts and vars package on the third day.

Textbook

Program

  1. Introduction to forecasting [Slides, R code, Lab solutions]
  2. Forecasting tools [Slides, R code, Lab solutions]
  3. Exponential smoothing I [Slides, R code, Lab solutions]
  4. Exponential smoothing II [Slides, R code, Lab solutions]
  5. Time series decomposition and cross-validation [Slides, R code, Lab solutions]
  6. Transformations, stationarity and differencing [Slides, R code, Lab solutions]
  7. Non-seasonal ARIMA models [Slides, R code, Lab solutions]
  8. Seasonal ARIMA models [Slides, R code, Lab solutions]
  9. State space models [Slides, R code, Lab solutions]
  10. Dynamic regression [Slides, R code, Lab solutions]
  11. Hierarchical forecasting [Slides, R code, Lab solutions]
  12. Advanced methods [Slides, R code, Lab solutions]

Course Notes

Forecasting resources