DSCI 609 - Forecasting Principles
This course is designed to provide a practical overview of forecasting practices and methodologies. The course will follow more of a “cookbook” approach rather than classical academic course. This course can benefit a wide range of audience from actuarial and data science students to “accidental” data analysts who trained in the sciences, business, or engineering and then found themselves confronted with data for which they have no formal analytic training. In this course, different type of sequential information (such as financial or sales data) will be analyzed and several mathematical models that might be used to describe the processes which generate these types of data will be demonstrated. The end goal is to develop a set of skills to build a forecast model that provides intelligence about what might be expected in the future.