Forecasting Analytics
Course Topics
About the Course
1. Introduction & Visualization
2.1 Predictive Performance
2.2 Forecasting Methods
3. Smoothing Methods: Part I
4. Smoothing Methods: Part II
5. Linear Regression: Part I
6. Linear Regression: Part II
7. Ensembles
8. Binary Events: Logistic Regression
9.1 Neural Networks
9.2. Communication and Maintenance
Cases
Case: Forecasting Transportation Demand
Case: Forecasting Stock Movements
Assignments
Assignments
2.2 Forecasting Methods
Topics
Model-based vs. data-driven methods
Extrapolation methods, econometric models and external information
Manual vs. automated forecasting
Ensembles
Slides
Reading
Please read:
Chapter 4
