Time Series Forecasting with R – London – June 2019


When? 10th-11th of June 2019

Where? London Institute of Banking & Finance, 8th Floor, Peninsular House, 36 Monument Street, London, EC3R 8LJ, United Kingdom

Course type? 2-day open-to-public training course

Deadline for registrations? Thursday, 6th of June 2019 at 16:00 London (UK) time

Book your place on this course by 24th of May 2019 to be eligible for a lower Early Bird price.



The “Time Series Forecasting with R” training course will provide you with essential knowledge to allow wrangling, processing, analysis and forecasting of time series data using specialised libraries such as ts, prophet, forecast and zoo for R programming language. Whether you wish to analyse financial data, predict sales or marketing revenue, or understand temporal patterns in your social, medical or economic data, this course will provide you with theoretical and practical understanding on how to clean, visualise and model time series data in your workflows using R programming language.

During the course, you will first learn to manipulate the imported data, extract necessary date/time stamps and transform the processed data into supported time series R objects. You will then proceed to perform essential time series exploratory and decomposition operations, calculate selected moving/rolling single-value statistics, convert between differing time frequencies, visualise and prepare data for predictions. The forecasting part will include sessions on estimating linear, non-linear and locally-weighted trends, multiple regression models, random walks, ARMA and ARIMA approaches.


Programme outline

The course will run for two days (Monday and Tuesday) between 9:30am and 5:00pm and will consist of alternating lecture-style presentations and practical tutorials. The example datasets used during tutorial sessions will come from social sciences, psychology, business and finance fields, however the contents may vary depending on specific interests of participants (based on the Participant’s Skills Inventory). There will be two 15-minute coffee/tea breaks and one 1-hour lunch break on each day of the course.

The programme for this course covers the following concepts and topics:

    • Import, clean and pre-process time series data using standard R functionalities and its third-party libraries e.g. tidyverse family of packages (dplyr, tidyr etc.),

    • Manipulate time series data structures including their indexing, subsetting and slicing,

    • Convert date/time stamps into varying date/time units, convert between time series frequencies using different resampling methods and dealing with missing values,

    • Carry out time series data aggregations using pivot tables, cross tabulations and data summaries,

    • Decompose and visualise all components of time series data (trend, seasonality, residuals, etc.),

    • Calculate moving/rolling averages and other rolling single-value statistics, lagged and shifted time series, percentage changes between data points of different time series frequencies,

    • Assess stationarity of time series and perform varying methods of differencing,

    • Predict future data using simple linear trend and multiple regression models for time series data including methods of measuring model accuracy and model diagnostics,

    • Estimate parameters of non-linear or locally-weighted models, regression trees and random walk models,

    • Perform more advanced forecasting methods using Autoregressive Moving Average (ARMA) and Autoregressive Integrated Moving Average (ARIMA) models,

    • Measure the ARIMA model accuracy using various accuracy metrics, compare and select the models.

What is included?

Apart from the contents of the course, Mind Project will provide you with the following:

  • printed course pack with all presentation slides, cheatsheets and other essential course information,

  • digital (USB memory stick) Course Manual including all presentation slides, R course codes and a list of reference books and online resources,

  • additional home exercises and all data sets available to download,

  • stimulating, friendly and inclusive learning environment in a small group (typically 10-14 attendees) led by experienced and energetic tutors and course leaders,

  • modern and comfortable training venue located in the heart of City of London – at the London Institute of Banking & Finance, next to the Monument underground station,

  • refreshments and a light, energising lunch on each day of the course,

  • Wi-Fi access,

  • networking opportunity,

  • Mind Project course attendance certificate.

Further instructions

  • In order to benefit from the course, we recommend that all attendees have the most recent version of R and R Studio software installed on their personal laptops (any operating system). As R is a free and open-source environment you can download it directly from www.r-project.org website and R Studio is available at https://www.rstudio.com/products/rstudio/#Desktop. Please contact us should you have any questions or issues with the installation process. A list of specific R packages to install will be provided at least two weeks before the first day of the course.

  • We recommend that the attendees have practical experience in data processing or quantitative research – gathered from either professional work or university education/research. A good knowledge of statistics would be beneficial. We suggest that the course is preceded with our “Applied Data Science with R” open-to-public training course.

  • Attendees are encouraged to complete the online Participant’s Skills Inventory to allow Mind Project and our course tutors to customise the contents of the course depending on the level of attendees’ knowledge and their areas of interest. The data obtained through the Participant’s Skills Inventory will be held fully-confidential and will only be used to provide a quality data analysis training.

  • By purchasing a place on one of our courses you agree to the Terms and Conditions. Please read the Terms and Conditions before making a booking.

  • The deadline for registrations on this training course is Thursday, 6th of June 2019 at 16:00 London (UK) time. Mind Project reserves the right to end the registration process earlier if all places are booked before the deadline.

Discounts and multiple bookings

Apart from discounted fees for students or employees of charitable organisations, we are able to offer further discounts on the overall cost of your training if you wish to attend multiple related courses or enrol several delegates on this specific course. Please note that this offer is only available through our website.

Please note that the discounts are calculated automatically when tickets are added to the Cart. For bookings of 6 and more delegates on one course, we recommend that you contact us directly – we may be able to arrange a separate course just for you at our office or your own premises at a discounted rate.


Arrange this course at your premises

This open-to-public course is a shortened and more general version of our fully-customisable in-house training course “Time Series Analysis with R”. If your delegates cannot attend this public course, or you are interested in arranging this training course at your premises or simply you need a bespoke, made-to-measure training solution, please visit this page and press Ask For Quote button to enquire about and request a quote for the in-house version of this course based on your specific needs and desired outcomes of the training.

You may also email us directly at info(at)mindproject.io and include the following information in your enquiry:

  • contact details to a person who should receive the quote,

  • number of delegates you would like to train,

  • approximate number of days (or half-days) you would like to arrange the course for (including additional support/project guidance if needed),

  • location of the training venue,

  • any details on course customisation or specific topics you would like the course to address – most importantly, please indicate desired outcomes of the course if different then presented above,

  • any other questions you may have.

Course location

This course will be held at the London Institute of Banking & Finance, 8th Floor, Peninsular House, 36 Monument Street, London, EC3R 8LJ, United Kingdom.
Please see the map below.

Time Series Forecasting with R – London – June 2019

Event Details

Date: June 10, 2019 - June 11, 2019

Start time: 09:30

End time: 17:00

Venue: London Institute of Banking & Finance, 8th Floor, Peninsular House, 36 Monument Street, London, EC3R 8LJ, United Kingdom

Phone: info@mindproject.io or (+44)(0)203 322 3786

Email: info@mindproject.co.uk