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Forecasting with R in WA

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On 23–25 Sep­tem­ber, I will be run­ning a 3-​​day work­shop in Perth on “Fore­cast­ing: prin­ci­ples and prac­tice” mostly based on my book of the same name.

Work­shop par­tic­i­pants will be assumed to be famil­iar with basic sta­tis­ti­cal tools such as mul­ti­ple regres­sion, but no knowl­edge of time series or fore­cast­ing will be assumed. Some prior expe­ri­ence in R is highly desirable.

Venue: The Uni­ver­sity Club, Uni­ver­sity of West­ern Aus­tralia, Ned­lands WA.

Day 1:
Fore­cast­ing tools, sea­son­al­ity and trends, expo­nen­tial smoothing.
Day 2:
State space mod­els, sta­tion­ar­ity, trans­for­ma­tions, dif­fer­enc­ing, ARIMA models.
Day 3:
Time series cross-​​validation, dynamic regres­sion, hier­ar­chi­cal fore­cast­ing, non­lin­ear models.

The course will involve a mix­ture of lec­tures and prac­ti­cal ses­sions using R. Each par­tic­i­pant must bring their own lap­top with R installed, along with the fpp pack­age and its dependencies.

For costs and enrol­ment details, go to
http://​www​.cas​.maths​.uwa​.edu​.au/​c​o​u​r​s​e​s​/​f​o​r​e​c​a​sting.

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