Advanced Forecasting Techniques

A course on time-series and regression methods for forecasting targeted at production managers.

Textbook

The textbook for this course is Makridakis, Wheelwright, Hyndman. Forecasting: Methods and Applications, (3rd ed.), John Wiley and Sons

Software

R is the primary computational environment for this course.

Slides

I use Beamer and Sweave to create my lecture slides. Below you will find both the source code and the final slides in PDF format.

SessionTopicsSourcePDF
Session 1 Introduction to R session1.Rnw session1.pdf
Session 2 & 3 Introduction to forecasting; time series decomposition session2.Rnw session2.pdf
Session 4 Further time series decompostion session4.Rnw session4.pdf