Synopsis: Introduces methods suitable for forecasting including the decomposition of time series, exponential smoothing methods, ARIMA modelling, and regression with auto-correlated disturbances.
This forecasting course is led by [Professor Rob Hyndman](Professor Rob Hyndman) based on
“Forecasting: Principles and Practice” and provides an introduction to forecasting in R using the forecast, tsibble, fable, and fpp3 packages. This course is a part of the training of third year undergraduate unit in the
Department of Econometrics and Business Statistics, Monash University. Course materials are available on
Github. There is a Datacamp course
Forecasting using R covering parts of the course.
Taught as teaching assistant in Semester 1, 2018 and Semester 1, 2019
Puwasala Gamakumara
Research Fellow
My research interests include data analysis, time series forecasting and computational statistics matter.