Week 6: ETS models (part 1)
What you will learn this week
- Simple exponential smoothing
- Exponential smoothing methods with trend
- Exponential smoothing methods with seasonality
- ETS model notation
Pre-class activities
Read Sections 8.1-8.2 and 8.5 of the textbook and watch all embedded videos
Monday lecture
Tuesday workshop
Exercises (on your own or in tutorial)
- Complete Exercises 1-6, 16, 17 from Section 8.8 of the book.
Assignments
- Assignment 2 is due on Monday 14 September.