# Forecasting: principles and practice (UWA course)

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

[

Hyndman and Athanasopoulos (2014)

*Forecasting: principles and practice*, OTexts: Melbourne, Australia.

### Program

- Introduction to forecasting [Slides, R code, Lab solutions]
- Forecasting tools [Slides, R code, Lab solutions]
- Exponential smoothing I [Slides, R code, Lab solutions]
- Exponential smoothing II [Slides, R code, Lab solutions]
- Time series decomposition and cross-validation [Slides, R code, Lab solutions]
- Transformations, stationarity and differencing [Slides, R code, Lab solutions]
- Non-seasonal ARIMA models [Slides, R code, Lab solutions]
- Seasonal ARIMA models [Slides, R code, Lab solutions]
- State space models [Slides, R code, Lab solutions]
- Dynamic regression [Slides, R code, Lab solutions]
- Hierarchical forecasting [Slides, R code, Lab solutions]
- Advanced methods [Slides, R code, Lab solutions]