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Time Series and Forecasting Research Group

The Time Series and Forecasting Research Group facilitates within-group and external research collaborations (promoting collaborative publications, ARC and other grant funding applications and PhD supervisions), in areas related to time series and forecasting. The group also aims to build professional links and awareness by: working towards the production of a real time, time series forecasting website, to be administered and operated by the group; running professional development workshops in specific areas related to time series and forecasting; and organising and running a quality annual one day research symposium on time series and forecasting.

What is Time Series?

Time Series data capture information on variables whose values change, and are collected, over time.  The time interval for collection can be anywhere from a micro second to a century, and can be synchronous or asynchronous/irregular. Analyses of such data helps make sense of (mega-)trends and smooth or abrupt changes over time – primarily by identifying patterns, associations and/or causation between variables. Knowledge about these matters is used in a wide variety of business and policy settings – especially in forecasting future developments and predicting behavior in real time.

Upcoming Event

The Sydney Time Series & Forecasting Symposium (TSF2017)

Thursday 30 November 2017 and Friday 1 December 2017

The Sydney Time Series & Forecasting Symposium (TSF2017) is the inaugural annual research meeting of the Time Series and Forecasting Research Group of the University of Sydney Business School.