NHS-R Workshop: Principles of Time series Analysis and Forecasting using R – July 2023

Principles of Time series Analysis and Forecasting using R

Instructor: Dr. Bahman Rostami-Tabar

• Thursday 06th July 2023

The course duration will be one day from 10.00 am to 4.30 pm and will take place online.

Pre-requisites:

• Basic knowledge in R (e.g. how to use a function)
• Basic knowledge in statistics (e.g What is a normal distribution?);
• No knowledge of forecasting is assumed.

Course description

It is becoming increasingly common for organizations to collect huge amounts of data over time, and existing time series analysis tools are not always suitable to handle the scale, frequency and structure of the data collected. In this workshop, we will look at some new packages and methods that have been developed to handle the analysis of large collections of time series.

Learning objectives

Attendees will learn:

1. How to wrangle time series data with familiar tidy tools.
2. How to visualise time series data.
3. How to select a good forecasting algorithm for your time series.
4. How to evaluate the performance of your forecasting model.

Is this course for me?

This course will be appropriate for you if you answer yes to these questions:

1. Do you know how to use functions in R?
2. Do you already use the tidyverse packages in R such as dplyr, tidyr, tibble and ggplot2?
3. Do you need to analyse large collections of related time series?
4. Would you like to learn how to use some tidy tools for time series analysis including visualization, and forecasting?

Prework

People who don’t use R regularly, or don’t know the tidyverse packages, are recommended to do the tutorials at https://posit.cloud/learn/primers beforehand.

Please bring your own laptop with a recent version of R and RStudio installed. The following code will install the main packages needed for the workshop.

install.packages(c(“tidyverse”,”fpp3″, “lubridate”, “GGally”, “sugrrants”, “astsa”))

Schedule

Slides

1. Introduction to forecasting
2. Preparing data using tsibbles
3. Time series graphics & features
4. Forecasters’ toolbox: specify & train models and evaluate accuracy
5. Time Series Regression, Exponential smoothing & ARIMA models

Please get in touch if you have any questions, email: nhs.rcommunity@nhs.net

Dr. Bahman Rostami-Tabar

Associate Professor in Data & Management Science

Cardiff Business School, Cardiff University

Chair and founder, Forecasting for Social Good, International Institute of Forecasters

www.bahmanrt.com

Registration

Please register via the Sign up link in the right panel.
You will need to register as a member of the NHS-R Community to register for NHS-R Events.

You will receive a confirmation email, further workshop information including the calendar invite with the Zoom link to join the workshop will be sent out to you nearer the date.

Please note: This course is limited to NHS employees and those who work in UK public sector organisations such as PHE, local councils and DHSC.

For further information, please contact: nhs.rcommunity@nhs.net