Lecture 13

1 Abril 2022, 09:30 • Nuno Sobreira

Ch. 5. - The forecast toolbox. Forecast distributions and prediction intervals. Forecasts with transformations. Forecasts from decomposition methods (trend-cycle + seasonal). Comparing performance of different forecasting methods. Forecasting accuracy metrics. Traditional evaluation scheme. 

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Lecture 12

28 Março 2022, 09:30 • Nuno Sobreira

Ch 5 - Forecast toolbox. Fitted values and residuals. Residuals diagnostics. Portmanteau type statistical tests.

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Lecture 11

25 Março 2022, 09:30 • Nuno Sobreira

Solving ch.3 exercises: 1, 3, 5, 7, 10.

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Lecture 10

21 Março 2022, 09:30 • Nuno Sobreira

Ch. 5 - Forecast toolbox. A tidy forecasting workflow. Some simple (but sometimes effective) forecast methods.

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Lecture 9

18 Março 2022, 09:30 • Nuno Sobreira

Chapter 3 - decomposition methods. Other available time series decomposition methods. Benefits and drawbacks of each method. Applications in R. 

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