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Forecasting Analytics
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
Assignments
Case 1: Forecasting Transportation Demand
Case 2: Forecasting Stock Movements
Forecasting Analytics
3. Smoothing Methods: Part I
Topics
Moving Average (centered/trailing)
De-trending and seasonal-adjustment
Differencing
Seasonal indexes
Simple Exponential Smoothing
Data & Analysis Files
Amtrak Ridership (xlsx)
S&P 500
Coca Cola Sales (xlsx)
Reading
Please read:
Chapter 6, Sections 6.1-6.4
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