#98 Forecast Combination in R with Dr. Peter Cayton of UPD School of Statistics

Dr. Cayton will show the different methods to implement forecast combination methods, also known as ensemble forecasting, using R. There will be different examples using Philippine COVID-19 new cases and macroeconomic time series data. Codes will be shared and participants can practice doing some ensemble forecasts with the codes.

Dr. Cayton earned his PhD in Statistics from the Australian National University. He is currently an associate professor of Statistics at the University of Philippines -- Diliman. His research interests are in financial econometrics, time series analysis, and extreme value statistics.