| Monday 10:15-12:00 | Thursday 12:15-14:00 |
|---|---|
| 15.01.2024 | 18.01.2024 |
| Introduction lecture | Time series graphics |
| 22.01.2024 | 25.01.2024 |
| Time series decomposition | Time series decomposition |
| 29.01.2024 | 01.02.2024 |
| Forecasters toolbox | Forecasters toolbox |
| 05.02.2024 | 08.02.2024 |
| Regression models | Regression models |
| 12.02.2024 | 15.02.2024 |
| Exponential smoothing | Exponential smoothing |
| 19.02.2024 | 22.02.2024 |
| ARIMA | ARIMA |
| 26.02.2024 | 29.02.2024 |
| No lecture: Selfstudy time series features (website) | No lecture: Selfstudy judgmental forecasts (website) |
| 04.03.024 | 07.03.2024 |
| No lecture / selfstudy | ARIMA |
| 11.03.2024 | 14.03.2024 |
| ARIMA + Dynamic regression models | Walmart workshop |
| 18.03.2024 | 21.03.2024 |
| Practical issues | Walmart solutions |
| 25.03.2024 | 28.03.2024 |
| Easter holiday | Easter holiday |
| 01.04.2024 | 04.04.2024 |
| Easter holiday | Volatility forecasting |
| 08.04.2024 | 11.04.2024 |
| Summary lecture / old exam | No lecture: Study for exam |
| Study period prior to exam | |
| 22.04.2024 | |
| 8 hour home exam |
Introduction
Welcome to the website for BAN430 Forecasting. We will use this website as a supplement to lectures. The website is an ongoing development, so not all subjects will have content yet. Below you will find a detailed (preliminary) lecture plan, link to the textbook and curriculum.
Lecture plan
Literature
We will use the textbook Forecasting: Principles and Practice, 3rd edition, by Hyndman and Athanasopoulos, i.e. the online version which can be accessed at https://otexts.com/fpp3/.
Curriculum
Textbook Hyndman and Athanasopoulos(2021) chapters 1-10 and 13. Additional notes by lecturer on volatility forecasting. All the material on this website.