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

The first video will give an introduction to time series forecasting.

The second video will go over forecasting with simple averaging techniques.

The third video will go over forecasting with ARIMA models.

The fourth video will go over forecasting with simple averaging methods and ARIMA in R.

Deliverables

For this module you will complete Assignment 7 - TBU. The due date for A7 is March 20th.