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]