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.

---