Intro Time Series Forecasting: Classical Statistical Methods

In this session we will explore three classical time series forecasting methods:

(1) Exponential Smoothing
(2) ARIMA Models
(3) State Space Models.

We will have 20 min session for each method focusing on explaining the main idea behind it through examples. No prior knowledge is required.

Recommended reference: Forecasting: Principles and Practice
by Rob J Hyndman and George Athanasopoulos: https://otexts.com/fpp3/ Chapters 8 and 9