Week 13: Models, Models, Models, part 2

The slides are here..

Our thirteenth class meeting will focus on the end of Chapter 9 of Forecasting: Principles and Practice [3rd edition]. We will then move to chapter 10 and chapter 11 and chapters 12 and 13 to conclude our treatment of models of forecasting.

All of the data for today can be acquired using

```{r}
load(url("https://github.com/robertwwalker/xaringan/raw/main/CMF-Week-11/data/FullWorkspace.RData"))
```

The key topics:

• Seasonal ARIMA models.
• Regression with ARMA/ARIMA errors
• Fourier terms [10.5]
• Lagged predictors [and dependent variables]
• Hierarchy and grouped time series
• Bottom-up, top-down and middle-out
• reconcile
• Complex seasonality
• Prophet
• Neural nets
• Bagging and bootstrapping
• Weeks/days/sub-days
• Croston’s method and counts
• Outliers and missing values