06.Sept - Full day session | 07.Sept - Full day session

Forecasting Methods and Applications

    1. Introduction to Forecasting
    2. Regression Analysis and Forecasting
    3. Exponential Smoothing Methods
    4. Univariate Time Series Models
    5. Trend and Seasonality
    6. Forecasting Volatility




Assistant Professor | Economics Department
School of Economics and Management
Minho University

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Diebold, F. X. (2007), Elements of Forecasting, 4th edition, South-Western College Publishing.

Montgomery, D. C., Jennings, C. L. and Kulahci, M. (2015), Introduction to Time Series Analysis and Forecasting, 2nd edition, Wiley.

Brockwell, P. J. and Davis, R. A. (2002), Introduction to Time Series and Forecasting, 2nd edition, Springer-Verlag, New York.