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Forecasting

Time-Series Forecasting with Seasonal Models

Model seasonality, compare smoothing approaches, and communicate forecast intervals for operations planning.

Participants work with tourism, energy, and logistics series that exhibit Thai holiday effects. Sessions contrast exponential smoothing, ARIMA baselines, and lightweight machine benchmarks while keeping emphasis on interval honesty and revision policies when new observations arrive.

Format
Blended cohort
Duration
6 weeks · blended
Level
Intermediate
Software
R, Python
Topic
Forecasting
Tuition
9,500 THB · informational until admissions confirms
Visual for Time-Series Forecasting with Seasonal Models

What is included

  • Seasonal adjustment walkthroughs with transparent parameter notes
  • Hands-on labs comparing ARIMA vs. ETS on the same holdout window
  • Forecast communication templates for executives
  • Office hours on backcasting when data start late
  • Capstone presentation with recorded critique

Outcomes you can evidence

  1. Select a baseline model with explicit trade-offs stated upfront
  2. Explain forecast revisions without overclaiming precision
  3. Document data frequency assumptions for downstream teams
Portrait for Marcus Yeung

Lead contact

Marcus Yeung

Forecasting lead for infrastructure demand studies; former central bank trainee instructor.

Participant voices

Interval narration finally clicked after the seasonal models lab — I still quote the template in our ops review.

— Pat · 5/5

Questions we expect

We reference neural baselines briefly. The core is classical time-series discipline and honest intervals.
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Admissions responds with prerequisites and employer letter options.
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