It contains codes developed in the course "Forecasting Techniques" offered as a free choice course at the Universidad Nacional de Colombia-Sede Medellín.
This course is focus on forecast time series and the evaluation method consists in 3 projects:
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- To forecast one time series using a model of components, states space or neuronal network This project use the chapters 1, 2, 3, 4 and 5
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- Once is did the firt forecast, the residuous is calculated and over it is appliaying an (S)ARMA method This project use the chapters 7 and 8