Forecasting using R- NHS

  • Prepare data for forecasting
  • Determine what to forecast
  • Identify systematic patterns in time series
  • Apply Exponential Smoothing, ARIMA and Regression models
  • Produce point forecasts and prediction intervals
  • Evaluate the accuracy of forecasting models
  • Visualize, export and report result for interpretation and insights

Forecasting in R • October 2020 • Bahman Rostami-Tabar • Cardiff University

Timetable

26-30 October 2020

10:00 - 12:30

Schedule

Overview

This is a tentative course schedule. The flow of topics might change slightly depending on how quickly / slowly it feels right to …

Pre session- Prepare data for forecasting using tsibble

The tsibble package provides a data infrastructure for tidy temporal data with wrangling tools. Given that the fable package will be …

Session 1

Learn about key features of time series and how to use time series graphics to identify them.

Session 2

We learn some key tools in forecasting that are useful for many forecasting situation. these tools will be used in any forecasting …

Session 3

You will learn how to use expoentnial smoothing to capture both trend and seasonality available in time series and use it to forecast …

Session 4

ARIMA models provide another approach to time series forecasting. While exponential smoothing models are based on a description of the …

Session 5

The basic concept is that we forecast the time series of interest assuming that it has a linear relationship with other time series.

Syllabus

Course components

Schedule

Pre Session Data preparation in tsibble Reading and video
Session 01-1 Introduction to forecasting Monday 26 Oct. 2020
Session 01-2 Time series patterns and graphics Monday 26 Oct. 2020
Session 01-3 Forecaster’s toolbox Monday 26 Oct. 2020
Session 02 Forecaster’s toolbox: modeling accuracy evaluation Tuesday 27 Oct. 2020
Session 03 Exponential smoothing models Wednesday 28 Oct. 2020
Session 04 ARIMA models Thursday 29 Oct. 2020
Session 05 Regression Friday 30 Oct. 2020

Online sessions

Given that all sessions are online, they need to be as interactive as possible. My role as instructor is to introduce you new tools and techniques, but it is up to you to take them and make use of them. It is best if you can start applying what you learn in the workshop on your own data.

Tutorials

You will also complete tutorials in R for each session.

You need to use RStudio Cloud for all lab sessions.

Please click on this link to connect to RStudio Cloud workspace.

We will also share a link with you on the day through the Slack.

Sharing / resing materilas

Feel free to reuse and share materials. If you use any material from ,please endorse the source.

Communication

We will be using Slack to facilitate course communication, particularly around questions and answers. If you have a question outside of class, feel free to reach out via email.

Help

Most of you will need help at some point. Please send an email to Dr. Bahman Rostami-Tabar if you need any help after the workshop or if you have any questions about MSc dissertation, PhD or upcoming webinars.

MSc dissertation

We - Cardiff University and University of Lancaster, are also offering free resources for 3 months through MSc. dissertation projects for the following topics: data science/analytics/ forecasting and their links to decision making. If you would like help with any project, please send me an email.

PhD

If you would like to pursue a PhD in healthcare related to management, planning and decision making, logistics, forecasting, analytics or data science, please get in touch.

Webinars

We start a series of webinar on specific topics from November 2020:

  • Forecasting high frequency time series with multiple seasonalities
  • Forecasting for multiple level of granularity
  • Modern regression in healthcare
  • Application of ordinal regression on healthcare forecasting

If you have any suggstion , please get in touch.

  • 3 colum Drive, Cardiff Business School, CF10 3eu
  • Email

People

Main instructor

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Bahman Rostami-Tabar

Main Instructor

Instructor

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Ivan Svetunkov

Instructor