Dublin R - Time Series Analysis Workshop
This workshop, presented by Dublin R member, Mick Cooney, discusses the analysis of various aspects of time series.
Cooney will start by discussing cross-correlation and covariance for multivariate data, moving on to some simple forecasting methods using the Holt-Winters model and its special case, the Exponentially-Weighted Moving Average (EWMA).
Having established those concepts, he will finish of discussing and using Autoregressive (AR), Moving Average (MA) and Autoregressive Moving Average (ARMA) models, and how to fit these models to data.
These workshops tend to be quite informal, and discussions and tangents are encouraged. The focus is not to cover the material as much as it is to have everyone leaving comfortable with the concepts.
A small fee will be charged to cover the costs of the venue, and the code, files and materials are available in the github repository.
As always, if you have any comments, queries or even big fixes, you are welcome to get in touch.
Doors open 6:30pm with automatic entry only for people who have pre-registered.
ON THE HOUSE
Registration is not currently available.