A Basic Time Series Forecasting Course with Python

Abstract The aim of this paper is to present a set Python-based tools develop forecasts using time series data sets. material based on 4-week course that the author has taught for 7 years students operations research, management science, analytics, and statistics 1-year MSc programmes. However, it can easily be adapted various other audiences, including executive or some undergraduate No particular knowledge Python required use material. Nevertheless, we assume good level familiarity with standard statistical forecasting methods such as exponential smoothing, autoregressive integrated moving average (ARIMA), regression-based techniques, which deliver course. Access relevant data, codes, lecture notes, serve material, made available (see https://github.com/abzemkoho/forecasting ) anyone interested in teaching developing mathematical background tools.