A short course on forecasting

Marcel Scharth, The University of Sydney

This the repository for the forecasting section of Predictive Analytics (QBUS2820), undergradute course at the University of Sydney Business School.

This material draws on the Forecasting Principles and Practice textbook by Rob Hyndman and George Athanasopoulos. While the textbook and Rob Hyndman's DataCamp course use R, our tutorials provide a Python version of related content.

This version: Semester 2, 2017.

Lectures

Introduction to Forecasting
Exponential Smoothing
ARIMA models

Tutorials (Python)

Working with time stamped data in Python
Introduction to forecasting
Holt-Winters smoothing
ARIMA
Seasonal ARIMA