Sumários
Lecture 9
17 Março 2023, 11:00 • Nuno Sobreira
Time series cross validation: obtaining recursive and rolling window forecasts. Comparing forecast accuracy of different methods. Back-transforming forecasts with and without bias adjustment. Forecasting by decomposition. Introduction to exponential smoothing methods. Simple exponential smoothing.
Lecture 8
13 Março 2023, 09:30 • Nuno Sobreira
5 - the forecast toolbox. Residual diagnostics. Traditional evaluation and time series cross validation
Lecture 7
10 Março 2023, 11:00 • Nuno Sobreira
Solving selected exercises from chapter 3. 5 - forecast toolbox: simple forecasting methods
Lecture 6
6 Março 2023, 09:30 • Nuno Sobreira
Solving exercises from chapter 2. Introduction to forecast toolbox
Lecture 5
3 Março 2023, 11:00 • Nuno Sobreira
3 - decomposition.Time series decomposition by different methods: classical, census X-11 and X-12, seats and STL. Applications in R.