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Forecasting in R

Learn how to make predictions about the future using time series forecasting in R including ARIMA models and exponential smoothing methods.

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Descripción del curso

Use Forecasting in R for Data-Driven Decision Making

This course provides an introduction to time series forecasting using R.

Forecasting involves making predictions about the future. It is required in many situations, such as deciding whether to build another power generation plant in the next ten years or scheduling staff in a call center next week.

Forecasts may be needed several years in advance (for the case of capital investments), or only a few minutes beforehand (for telecommunication routing). Whatever the circumstances or time horizons involved, reliable forecasting is essential to good data-driven decision-making.

Build Accurate Forecast Models with ARIMA and Exponential Smoothing

You’ll start this course by creating time series objects in R to plot your data and discover trends, seasonality, and repeated cycles. You’ll be introduced to the concept of white noise and look at how you can conduct a Ljung-Box test to confirm randomness before moving on to the next chapter, which details benchmarking methods and forecast accuracy.

Being able to test and measure your forecast accuracy is essential for developing usable models. This course reviews a variety of methods before diving into exponential smoothing and ARIMA models, which are two of the most widely-used approaches to time series forecasting.

Before you complete the course, you’ll learn how to use advanced ARIMA models to include additional information in them, such as holidays and competitor activity.
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En las siguientes pistas

Analista cuantitativo con R

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Series temporales con R

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  1. 1

    Exploring and visualizing time series in R

    Gratuito

    The first thing to do in any data analysis task is to plot the data. Graphs enable many features of the data to be visualized, including patterns, unusual observations, and changes over time. The features that are seen in plots of the data must then be incorporated, as far as possible, into the forecasting methods to be used.

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    Welcome to Forecasting Using R
    50 xp
    Creating time series objects in R
    100 xp
    Time series plots
    100 xp
    Seasonal plots
    100 xp
    Trends, seasonality, and cyclicity
    50 xp
    Autocorrelation of non-seasonal time series
    100 xp
    Autocorrelation of seasonal and cyclic time series
    100 xp
    Match the ACF to the time series
    50 xp
    White noise
    50 xp
    Stock prices and white noise
    100 xp
  2. 2

    Benchmark methods and forecast accuracy

    In this chapter, you will learn general tools that are useful for many different forecasting situations. It will describe some methods for benchmark forecasting, methods for checking whether a forecasting method has adequately utilized the available information, and methods for measuring forecast accuracy. Each of the tools discussed in this chapter will be used repeatedly in subsequent chapters as you develop and explore a range of forecasting methods.

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  3. 3

    Exponential smoothing

    Forecasts produced using exponential smoothing methods are weighted averages of past observations, with the weights decaying exponentially as the observations get older. In other words, the more recent the observation, the higher the associated weight. This framework generates reliable forecasts quickly and for a wide range of time series, which is a great advantage and of major importance to applications in business.

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  4. 4

    Forecasting with ARIMA models

    ARIMA models provide another approach to time series forecasting. Exponential smoothing and ARIMA models are the two most widely-used approaches to time series forecasting, and provide complementary approaches to the problem. While exponential smoothing models are based on a description of the trend and seasonality in the data, ARIMA models aim to describe the autocorrelations in the data.

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  5. 5

    Advanced methods

    The time series models in the previous chapters work well for many time series, but they are often not good for weekly or hourly data, and they do not allow for the inclusion of other information such as the effects of holidays, competitor activity, changes in the law, etc. In this chapter, you will look at some methods that handle more complicated seasonality, and you consider how to extend ARIMA models in order to allow other information to be included in the them.

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Empresas

Group¿Entrenar a 2 o más personas?

Obtenga acceso de su equipo a la biblioteca completa de DataCamp, con informes centralizados, tareas, proyectos y más

En las siguientes pistas

Analista cuantitativo con R

Ir a la pista

Series temporales con R

Ir a la pista

Sets De Datos

Excelfile in the first exercise

Colaboradores

Collaborator's avatar
Lore Dirick
Collaborator's avatar
Davis Vaughan

Requisitos Previos

Time Series Analysis in R
Rob J. Hyndman HeadshotRob J. Hyndman

Professor of Statistics at Monash University

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