COURSE: Forecasting: Principles and Practice - a 3 day course

In this workshop, we will explore methods and models for forecasting time series. 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. The workshop will involve a mixture of lectures and practical sessions using R.

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

UWA Postgraduate Research students receive subsidised fees.