Recursos HAPST

Recursos de aprendizaje asincrónico

Libros

• Forecasting: Principles and Practice (Hyndman and Athanasopoulos (2021))
• Time series analysis and its applications(Shumway and Stoffer (2017))
• Forecasting and Analytics with Augmented Dynamic Adaptive Model (ADAM)
• Exploratory Data Analysis with R
• Time Series Analysis With R
• (python Introduction to Time Series Forecasting With Python)
• Advanced R
• R for Data Science

Blogs

• Tao Hong’s Energy Forecasting
• Professor Nikolaos Kourentzes
• Glossary of Forecasting Terms

Blog-posts

• Forecasting GDP with R and dataseries.org
• Time Series Data and Serial Correlation
• Time Series Data Visualization
• Time Series Analysis
• Autocorrelation and Partial Autocorrelation
• (python) How to Decompose Time Series Data into Trend and Seasonality
• (python) Seasonal-Trend decomposition using LOESS (STL)

Competencias

• A brief history of time series forecasting competitions por Rob J. Hyndman
• 1982 - Actualidad Makridakis Competitions (M-Competitions)
• 2018 M4 Forecasting Competition
• 2020 M5 Forecasting - Accuracy
• 2014 Walmart Recruiting - Store Sales Forecasting
• 2018 Wikipedia Web Traffic Time Series Forecasting

Journals

• International Journal of Forecasting

Papers

• Forecasting in social settings: The state of the art (Makridakis, Hyndman, and Petropoulos 2020)

R Packages

• forecast
• fable
• feasts
• tsibble
• suggrants
• nnfor
• timetk
• forecastHybrid
• prophet
• TSstudio
• changepoint
• quantmod
• changepoint
• coindeskr
• AnomalyDetection
• anomalize
• TSA
• tseries
• astsa

python modules

• Prophet Python API
• PyCaret for Time Series
• GluonTS - Probabilistic Time Series Modeling in Python

Datasets

• M-Competition

MOOCs

• Business Science University - High-Performance Time Series Forecasting
• coursera - Sequences, Time Series and Prediction
• coursera - Demand Forecasting Using Time Series
• coursera - Practical Time Series Analysis
• edx - Policy Analysis Using Interrupted Time Series
• edx - Mathematical Methods for Quantitative Finance
• edx - Macroeconometric Forecasting
• udemy - Complete Time Series Data Analysis Bootcamp In R
• udemy - Applied Time Series Analysis and Forecasting with R Projects
• udemy - Introduction to Time Series Analysis and Forecasting in R
• udemy - Time Series Analysis, Forecasting, and Machine Learning

YouTube

• NPTEL - Applied Time-Series Analysis
• NPTEL - Operations and Supply Chain (Lec-01, Lec-02, Lec-03)
• Galit Shmueli - Business Analytics Using Forecasting
• Mario Castro - Basic Forecasting
• Mario Castro - Forecasting with ARIMA models
• Mario Castro - Forecasting with Dynamic Regression Models