ETC3550/5550 Applied forecasting
Teaching team
Lecturer/Chief Examiner
Head Tutor
Tutors
Maliny Po
Nuwani Palihawadana
Xiefei (Sapphire) Li
Weekly schedule
- Pre-recorded videos: approximately 1 hour per week [Slides]
- Tutorials: 1 hour per week
- Online lecture: 12noon Mondays
- Workshop: 1pm Tuesdays, Lecture Theatre S3, 16 Rainforest Walk.
Week | Topic | Chapter | Assignments | Quizzes |
---|---|---|---|---|
03 Mar | Introduction to forecasting and R | 1. Getting started | Forecasting Competition | |
10 Mar | Time series graphics | 2. Time series graphics | Week 2 | |
17 Mar | Time series decomposition | 3. Time series decomposition | Week 3 | |
24 Mar | Simple forecasting methods | 5. The forecaster’s toolbox | Assignment 1 | Week 4 |
31 Mar | Accuracy evaluation | 5. The forecaster’s toolbox | Week 5 | |
07 Apr | Exponential smoothing | 8. Exponential smoothing | Week 6 | |
14 Apr | Exponential smoothing | 8. Exponential smoothing | Assignment 2 | Week 7 |
21 Apr | Mid-semester break | |||
28 Apr | ARIMA models | 9. ARIMA models | Week 8 | |
05 May | ARIMA models | 9. ARIMA models | Week 9 | |
12 May | ARIMA models | 9. ARIMA models | Assignment 3 | Week 10 |
19 May | Multiple regression and forecasting | 7. Time series regression models | Week 11 | |
26 May | Dynamic regression | 10. Dynamic regression models | Retail Project |
Assessments
- Forecasting competition: 2%
- Weekly quizzes: 8%
- Assignment 1: 6%
- Assignment 2: 6%
- Assignment 3: 6%
- Retail project: 12%
- Final exam: 60%
R package installation
Here is the code to install the R packages we will be using in this unit.
install.packages(c("tidyverse","fpp3", "GGally"), dependencies = TRUE)