ETC3550

Applied forecasting for business and economics

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.

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Sayani Gupta
PhD candidate
Teaching Associate
Research Assistant

My research interests include visualization, data analysis, time series and forecasting