M7 - Introduction to Time Series Forecasting

Learning Objectives

The learning goals for this module are:

• Discuss time series forecasting approaches and principles;
  
• Learn how to forecast using simple averaging techniques;
  
• Learn how to forecast with ARIMA models;
  
• Learn how to forecast with ARIMA and averaging techniques in R.
  

Slides

Here is a link to the slide deck used in class.

Resources

Additional resources and readings on time series forecasting.

• Time Series Analysis with Applications - Cryer and Shan - Chapter 9: Forecasting
  

• Forecasting: Principles and Practice by Rob J Hyndman and George Athanasopoulos, Section 8.8: Forecasting with ARIMA Models

Recordings

• Introduction to time series forecasting
  

• Forecasting with simple averaging techniques
  

• Forecasting with ARIMA models
  

• Forecasting with simple averaging methods and ARIMA in R
  

Deliverables

For this module you will complete Assignment 8 - TBU. The due date for A8 is March ?.