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Forecasting workshop in Perth

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On 26-28 September 2017, I will be running my 3-day workshop in Perth on “Forecasting: principles and practice” based on my book of the same name.

Topics to be covered include seasonality and trends, exponential smoothing, ARIMA modelling, dynamic regression and state space models, as well as forecast accuracy methods and forecast evaluation techniques such as cross-validation.

Workshop participants are expected 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. (Anyone who has never used R before should at least complete the Introduction to R course on DataCamp beforehand.)

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

Day 1 Forecasting tools, time series graphics, 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 workshop will involve a mixture of lectures and practical sessions using R. Each participant must bring their own laptop with R installed. You will need the following packages installed (along with all of their dependencies):

For costs and enrolment details, go to http://www.cas.maths.uwa.edu.au/courses/forecasting2.

If you have any questions please email consulting-cas@uwa.edu.au.

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