Forecasting using R

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Forecasting using Starting 21 October 2013 Forecasting using R 1 Rob J Hyndman

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Information about an online course I am teaching on forecasting using R.

Transcript of Forecasting using R

Page 1: Forecasting using R

Forecasting using

Starting 21 October 2013

Forecasting using R 1

Rob J Hyndman

Page 2: Forecasting using R

Brief bio

Forecasting using R 2

Professor of Statistics,Monash University, Australia

Director of Monash UniversityBusiness & Economic Forecasting Unit

Editor-in-Chief,International Journal of Forecasting

Director, International Instituteof Forecasters

Consultant for 25 years tohundreds of business andorganizations.

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Key reference

Hyndman, R. J. & Athanasopoulos, G.

(2013) Forecasting: principles and

practice.

OTexts.com/fpp/

Free and online

Data sets in associated R package

R code for examples

Forecasting using R 3

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Approximate course outline

Week Topic Chapter

1 The forecaster’s toolbox 1,22 Seasonality and trends 63 Exponential smoothing 74 Stationarity, transformations

and differencing2,8

5 ARIMA models 86 Time series cross-validation 2

Dynamic regression 9

Forecasting using R 4

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Online classes from 21 October

Every Monday at 22:00 UTC3pm Los Angeles, USA. (2pm later in course)6pm New York, USA. (5pm later in course)11pm London, UK. (10pm later in course)9am Tuesday, Melbourne, Australia.

Every Wednesday at 22:00 UTC3pm Los Angeles, USA. (2pm later in course)6pm New York, USA. (5pm later in course)11pm London, UK. (10pm later in course)9am Thursday, Melbourne, Australia.

No classes during Thanksgiving week

Last class on 4 DecemberForecasting using R 5


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