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Tidy Time Series & Forecasting in R: Rob J Hyndman

This document provides an overview and agenda for a workshop on tidy time series analysis and forecasting in R. It introduces the instructor, Rob Hyndman, and the teaching assistants. It outlines some assumptions, including familiarity with R and statistics concepts. The key reference text for the workshop is listed. A poll asks participants about their experience with forecasting and proficiency in R. The required packages are listed. An approximate outline provides an overview of the topics to be covered each day, including time series graphics, transformations, seasonality, forecasting methods like exponential smoothing and ARIMA models. Instructions are provided for asking for help using sticky notes during the workshop.

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124 views13 pages

Tidy Time Series & Forecasting in R: Rob J Hyndman

This document provides an overview and agenda for a workshop on tidy time series analysis and forecasting in R. It introduces the instructor, Rob Hyndman, and the teaching assistants. It outlines some assumptions, including familiarity with R and statistics concepts. The key reference text for the workshop is listed. A poll asks participants about their experience with forecasting and proficiency in R. The required packages are listed. An approximate outline provides an overview of the topics to be covered each day, including time series graphics, transformations, seasonality, forecasting methods like exponential smoothing and ARIMA models. Instructions are provided for asking for help using sticky notes during the workshop.

Uploaded by

elvis villa valencia
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Tidy Time Series &

Forecasting in R
Rob J Hyndman

bit.ly/fable2020

Wifi: rstudio20 / tidyverse20


Workshop policies

Identify the exits closest to you in case of


emergency
Please review the rstudio::conf code of conduct
that applies to all workshops. Issues can be
addressed three ways:
I In person: contact any rstudio::conf staff member or
the conference registration desk
I By email: send a message to [email protected]
I By phone: call 844-448-1212
Please do not photograph people wearing red
lanyards
A chill-out room is available for neurologically
diverse attendees on the 4th floor of tower 1 2
Instructor: Rob J Hyndman

Professor of Statistics, Monash University


Head of Department of Econometrics & Business
Statistics, Monash University
Editor-in-Chief, International Journal of
Forecasting, 2005–2018

Find me at ...
7 @robjhyndman
‡ @robjhyndman
™ robjhyndman.com
R [email protected]
3
Teaching assistants
Mitchell O’Hara-Wild Rhian Davies

Phillip Lear Steven Lawrence

4
Assumptions

This is not an introduction to R. I assume you are


broadly comfortable with R code, the RStudio
environment and the tidyverse.
This is not a statistics course. I assume you are
familiar with concepts such as the mean,
standard deviation, quantiles, regression, normal
distribution, likelihood, etc.
This is not a theory course. I am not going to
derive anything. I will teach you time series and
forecasting tools, when to use them, and how to
use them most effectively. 5
Key reference

Hyndman, R. J. & Athanasopoulos, G.


(2020) Forecasting: principles and
practice, 3rd ed.

6
Key reference

Hyndman, R. J. & Athanasopoulos, G.


(2020) Forecasting: principles and
practice, 3rd ed.

OTexts.org/fpp3/

6
Key reference

Hyndman, R. J. & Athanasopoulos, G.


(2020) Forecasting: principles and
practice, 3rd ed.

OTexts.org/fpp3/
Free and online
Data sets in associated R package
R code for examples
6
Poll: How experienced are you in forecasting

1 Guru: I wrote the book, done it for decades, now


I do the conference circuit.
2 Expert: It has been my full time job for more
than a decade.
3 Skilled: I have been doing it for years.
4 Comfortable: I understand it and have done it.
5 Learner: I am still learning.
6 Beginner: I have heard of it and would like to
learn more.
7 Unknown: What is forecasting? Is that what the
weather people do? 7
Poll: How proficient are you in using R?
1 Guru: The R core team come to me for advice.
2 Expert: I have written several packages on CRAN.
3 Skilled: I use it regularly and it is an important
part of my job.
4 Comfortable: I use it often and am comfortable
with the tool.
5 User: I use it sometimes, but I am often searching
around for the right function.
6 Learner: I have used it a few times.
7 Beginner: I’ve managed to download and install
it.
8 Unknown: Why are you speaking like a pirate?
8
Install required packages

install.packages(c(
"tidyverse",
"fpp3",
"GGally",
"sugrrants"
))

9
Approximate outline
Day Topic Chapter
1 1. Introduction to tsibbles 2
1 2. Time series graphics 2
1 3. Transformations 3
1 4. Seasonality and trends 7
1 5. Time series features –
2 6. Introduction to forecasting 1,3
2 7. Exponential smoothing 8
2 8. ARIMA models 9
2 9. Dynamic regression 10
2 10. Hierarchical forecasting 11

bit.ly/fable2020 10
Sticky notes

Asking for help

I'm stuck I'm not stuck, but I need help I need help
on my computer understanding something
(which likely means others
do too)

11

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