Week 6: Exponential smoothing

What you will learn this week

  • Exponential smoothing methods with trend and seasonality
  • ETS models
  • Automatic model selection using the AICc

Pre-class activities

Read Chapter 8 of the textbook and watch all embedded videos

Exercises (on your own or in tutorial)

Complete Exercises 1-4, 16, 17 from Section 8.8 of the book.