SSA Canberra warmly invites you to an in-person workshop on Time series analysis and forecasting using R, taught by Professor Rob J Hyndman (Monash University) and Associate Professor Bahman Rostami-Tabar (Cardiff University, UK). The workshop will be held at the Australian National University on 9-10 November.

About the workshop:

It is becoming increasingly common for organizations to collect huge amounts of data over time, and existing time series analysis tools are not always suitable to handle the scale, frequency and structure of the data collected. In this workshop, we will look at some packages and methods that have been developed to handle the analysis of large collections of time series.

On day 1, we will look at the tsibble data structure for flexibly managing collections of related time series. We will look at how to do data wrangling, data visualizations and exploratory data analysis. We will explore feature-based methods to explore time series data in high dimensions. A similar feature-based approach can be used to identify anomalous time series within a collection of time series, or to cluster or classify time series. Primary packages for day 1 will be tsibble, lubridate and feasts (along with the tidyverse of course).

Day 2 will be about forecasting. We will look at some classical time series models and how they are automated in the fable package. We will look at creating ensemble forecasts and hybrid forecasts, as well as some new forecasting methods that have performed well in large-scale forecasting competitions. Finally, we will look at forecast reconciliation, allowing millions of time series to be forecast in a relatively short time while accounting for constraints on how the series are related.

Time and date: 

November 9-10 from 9am to 5pm each day, with breaks in between.

Location:

Room 5.02, Marie Reay Teaching Building, The Australian National University in Canberra.

Registration costs and further details:

Please see https://statsoc.org.au/event-4945700 for more details and to register.

**Places for this in-person workshop in Canberra are limited; please register ASAP to secure your place!**