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 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, 2019-2021.
Sayani Gupta
PhD candidate
Teaching Associate
Research Assistant
My research interests include visualization, data analysis, time series and forecasting