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Time Series Forecasting Methods
IntroductionUnivariate ForecastingConclusionsTime Series Forecasting MethodsNate DerbyStatis Pro Data AnalyticsSeattle, WA, USAC algary SAS Users Group, 11/12/09 Nate DerbyTime Series Forecasting Methods1 / 43 IntroductionUnivariate ForecastingConclusionsOutline1 IntroductionObjectivesStrategies2 Univariate ForecastingSeasonal Moving AverageExponential SmoothingARIMA3 ConclusionsWhich Method?Are Our Results Better?What s Next?Nate DerbyTime Series Forecasting Methods2 / 43 IntroductionUnivariate ForecastingConclusionsObjectivesStrategi esObjectivesWhat is time Series data?What do we want out of a forecast?Long-term or short-term?Broken down into different categories/ time units?Do we wantprediction intervals?Do we want to measure effect ofXonY? (scenarioforecasting)What Methods are out there to forecast/analyze them?How do we decide which method is best?How can we use SAS for all this?Nate DerbyTime Series Forecasting Methods3 / 43 IntroductionUnivariate ForecastingConclusionsObjectivesStrategi esWhat is time Series Data?
Introduction Univariate Forecasting Conclusions Time Series Forecasting Methods Nate Derby Statis Pro Data Analytics Seattle, WA, USA Calgary SAS …
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