SAS Institute Of Management Studies - Building a Large-Scale, Automated Forecasting System
- Offered byCoursera
Building a Large-Scale, Automated Forecasting System at Coursera Overview
Duration | 10 hours |
Start from | Start Now |
Total fee | Free |
Mode of learning | Online |
Official Website | Explore Free Course |
Credential | Certificate |
Building a Large-Scale, Automated Forecasting System at Coursera Highlights
- Earn a Certificate upon completion from SAS
Building a Large-Scale, Automated Forecasting System at Coursera Course details
- In this course you learn to develop and maintain a large-scale forecasting project using SAS Visual Forecasting tools. Emphasis is initially on selecting appropriate methods for data creation and variable transformations, model generation, and model selection
- Then you learn how to improve overall baseline forecasting performance by modifying default processes in the system
- This course is appropriate for analysts interested in augmenting their machine learning skills with analysis tools that are appropriate for assaying, modifying, modeling, forecasting, and managing data that consist of variables that are collected over time
- The courses is primarily syntax based, so analysts taking this course need some familiarity with coding
Building a Large-Scale, Automated Forecasting System at Coursera Curriculum
Specialization Overview (Review)
Overview
Getting the Most from this Specialization
Course Overview
Welcome to the course
Prerequisites
Accessing the Course Files and Practicing in this Course (REQUIRED)
Introduction to Large-Scale Forecasting
About This Module
Large-Scale Forecasting
Analysts and Algorithms
ATSM Package Objects
Objects and Information Flows
Other Useful Configurations
Think About It: Large-Scale Forecasting Systems
Exploring and Processing Timestamped Data
About This Module
Time Series Accumulation
Time Binning and Indexing
Accumulation in the TSMODEL Procedure
Demo: Accumulation Using the TSMODEL Procedure
Missing Value Interpretation
Missing Value Imputation
Demo: Missing Value Interpretation and Imputation
Time Series Aggregation
Building the Data Hierarchy in TSMODEL
Demo: Using PROC TSMODEL to Create the Data Hierarchy
PROC TSMODEL Packages
Using PROC TSMODEL Packages
Question - Accumulation Methods
Think About It - Missing Value Interpretation and Imputation
Question - PROC TSMODEL
Practice: Explore and Accumulate a Time Series
Practice: Build the Data Hierarchy
Automatic Forecasting: Model Specification and Selection
About This Module
Introduction to ATSM Objects
The DIAGSPEC Object
DIAGSPEC Object Methods
The DIAGNOSE Object
The FORENG Object
Collector Objects
Demo: Automatic Model Selection Using the ATSM Package
Question - System Model Types
Practice: Generate an Automatic Forecast
Creating Custom Models and Managing Model Lists
About This Module
Custom Models and the TSM Package
The TSM Package
TSM Package Syntax Highlights
Demo: Creating and Fitting a Custom Specification with the TSM Package
Adding Custom Models
Demo: Combining Custom and System-Generated Models in the Model Selection Process
Think About It - Explanatory Variables
Practice: Create a Custom Model
Event Variables in the Forecasting System
About This Module
Introduction to Event Variables
Event Variables in SAS Visual Forecasting
Creating Event Variables in the ATSM Package
Implementing Event Variables Defined in the ATSM Package
Demo: Creating and Implementing Event Variables in the ATSM Package
Creating Event Variables in the HPFEVENTS Procedure
Implementing Event Variables Defined in the HPFEVENTS Procedure
Demo: Creating Event Variables in the HPFEVENTS Procedure and Implementing Them in the ATSM Package
BY-Group Functionality
Implementing BY-Group Processing for Event Variables
Demo: BY-Group Processing for Event Variables
Think About It - Event Variables
Question - HPFEVENTS Procedure
Practice: Create Event Variables Using EVENTKEY Methods
Practice: Accommodate Event Variables as Candidate Explanatory Variables
Reconciling Statistical Forecasts
About This Module
Reconciliation Basics
Performing Basic Forecast Reconciliation
Demo: Top-Down Reconciliation Using the TSRECONCILE Procedure
Performing Disaggregation
Performing Bottom-Up Reconciliation
Demo: Performing Bottom-Up Reconciliation
Think About It - Reconciling Statistical Forecasts
Practice: Reconcile Statistical Forecasts
Setting Up the Forecasting System and Generating Best Forecasts
About This Module
Holdout Sample Model Selection
Holdout Partitioning
Performance Measures
Demo: Implementing Honest Assessment for Model Selection and Creating Benchmark Accuracy Diagnostics
Combined Models
Demo: Adding Combined Models to the Forecasting System
Outlier Detection
Demo: Adding Outlier Detection to the Forecasting System
Conditional Processing
Demo: Conditional Processing and Error Catching
Rolling the Forecasting System Forward in Time
Stability and Updating Models
Demo: Rolling the System Forward in Time
Question - Honest Assessment for Model Selection
Practice: Generating Best Forecasts
Course Review
Building a Large-Scale, Automated Forecasting System - Course Exam