| Monday 12:15-14:00 | Wednesday 14:15-16:00 |
|---|---|
| 17.08.2026 | 19.08.2026 |
| Introduction lecture | No lecture |
| 24.08.2026 | 26.08.2026 |
| Time series graphics | Time series decomposition |
| 31.08.2026 | 02.09.2026 |
| Time series decomposition | Forecasters toolbox |
| 07.09.2026 | 09.09.2026 |
| Forecasters toolbox | Regression models |
| 14.09.2026 | 16.09.2026 |
| Regression models | Exponential smoothing |
| 21.09.2026 | 23.09.2026 |
| Exponential smoothing | ARIMA |
| 28.09.2026 | 30.09.2026 |
| ARIMA | ARIMA |
| 05.10.2026 | 07.10.2026 |
| ARIMA | ARIMA + Dynamic regression models |
| 12.10.2026 | 14.10.2026 |
| Practical issues | Walmart workshop |
| 19.10.2026 | 21.10.2026 |
| Practical issues | Volatility forecasting |
| 26.10.2026 | 28.10.2026 |
| Volatility forecasting | Volatility forecasting |
| 02.11.2026 | |
| Summary lecture / old exam | |
| Study period prior to exam | |
| 24.11.2026 | |
| 5-hour digital school 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.