ETC3550/5550 Applied forecasting

Teaching team

Lachlan Macquarie

Email: Lachlan.Macquarie@monash.edu

Sam Ferraro

Nuwani Palihawadana

Vincent Su

Week	Topic	Chapter	Assignments	Quizzes
27 Jul	Introduction to forecasting and R	1. Getting started
03 Aug	Time series graphics	2. Time series graphics	Forecasting Competition	Week 2
10 Aug	Time series decomposition	3. Time series decomposition		Week 3
17 Aug	Simple forecasting methods	5. The forecaster’s toolbox		Week 4
24 Aug	Accuracy evaluation	5. The forecaster’s toolbox	Assignment 1	Week 5
31 Aug	Exponential smoothing	8. Exponential smoothing		Week 6
07 Sep	Exponential smoothing	8. Exponential smoothing		Week 7
14 Sep	ARIMA models	9. ARIMA models	Assignment 2	Week 8
21 Sep	Mid-semester break
28 Sep	ARIMA models	9. ARIMA models		Week 9
05 Oct	ARIMA models	9. ARIMA models	Assignment 3	Week 10
12 Oct	Multiple regression and forecasting	7. Time series regression models		Week 11
19 Oct	Dynamic regression	10. Dynamic regression models	Retail Project

Here is the code to install the R packages we will be using in this unit.

install.packages(c("tidyverse","fpp3", "GGally"), dependencies = TRUE)