Melbourne Data Science Week - 24-27th Sept 2018

Forecasting with R

25 Sep 2018
09:00 - 17:00
KPMG, Tower Two, Collins Square, 727 Collins St.

Forecasting with R

Outline

This workshop aims to provide you with a set of forecasting tools useful for business forecasting. The course will be based on my free online textbook with Professor Rob J Hyndman Forecasting: Principles and Practice (a printed copy can be purchased here).

Prerequisites

I will assume that you are broadly comfortable with R and the RStudio environment and familiar with basic statistical concepts such as: mean, standard deviation, regression, normal distribution, etc. This will not be a programming or a statistics course. Rather an applied forecasting course.

Requirements

You will need your own laptop with a recent version of R and RStudio installed and administrator rights in order to install any packages we will be using.

Topics covered

Time series graphics, forecast evaluation, exponential smoothing, ARIMA models, STL decomposition, dynamic regression, and hierarchical time series.