Melbourne R Users’ Group
Thursday, October 27, 2011, 6:00 PM
Deloitte, Level 11 (Culture Room), 550 Bourke Street, Melbourne
I will look at the various facilities for time series forecasting available in R, concentrating on the forecast package. This package implements several automatic methods for forecasting time series including forecasts from ARIMA models, ARFIMA models and exponential smoothing models. I will also look more generally at how to go about forecasting non-seasonal data, seasonal data, seasonal data with high frequency, and seasonal data with multiple frequencies. Examples will be taken from my own consulting experience. I will give an overview of what’s possible and available and where it is useful, rather than give the mathematical details of any specific time series methods.
Rob J Hyndman is Professor of Statistics at 