Big Data Computation and Forecasting

Overview

This course is designed to introduce you to the powerful world of large scale forecasting in a structured, practical, and engaging way. Our goal is to ensure you not only understand the theoretical concepts but also gain hands-on experience to apply them confidently.

Is the course approachable?

Course practice (1 hour per session)

The course is offered as a short eight-session course. Each session (3.5 hours) includes a dedicated one-hour course practice where you will apply the concepts covered in class. This is a guided, interactive session where you can experiment with real-world data, practice coding and algorithms, and clarify any doubts. There’s no pressure—this is a learning opportunity designed to help you build confidence with Big Data tools and forecasting techniques.

Individual assignments

You will complete two individual assignments in total base on your course practice, each carefully designed to reinforce your learning in manageable steps:

  • Assignment 1: Focuses on understanding and handling large datasets, performing basic data transformations, and running simple analytics.
  • Assignment 2: Introduces forecasting techniques where you will apply statistical and machine learning models to make predictions based on data trends.

Each assignment is structured with clear instructions, sample code, and support, so you never feel lost. They are designed to be achievable even if you are new to Big Data.

Final assignment

The final assignment brings everything together. You will work on a small project where you use real-world datasets to perform forecasting at scale. You will have plenty of time to complete it (usual up to 4 weeks), and support will be available to guide you. The focus is on applying what you’ve learned in a meaningful way rather than just testing your skills.

Our approach: learning by doing

  • No prior expertise in forecasting or advanced programming is required—we build skills step by step.
  • Assignments are designed to be practical, with real-world applications.
  • There will be ample guidance, discussions, and opportunities to ask questions.

By the end of this course, you’ll have not only theoretical knowledge but also practical experience that will be valuable in real-world data analysis and forecasting tasks.

Prerequisites

  • Basic knowledge of statistics
  • Basic knowledge in programing

Course contents

  • Part I: Concepts of large scale time series forecasting and its computing platform
  • Part II: Time series features, models and hierarchies

Venue and time

Spring 2025: Guanghua Building No.1 Room 114, Wednesday 9:00-12:30

Office time: Wednesday 8:30-9:00, same as lecture room or join my regular office fika time on Monday 13:00-14:00

Slides and lecture notes

SessionJupyter NotebookSlides
S01: Morden Forecasting and Forecasting ComputationL01-Modern-Forecasting.ipynbHTML
L02-Forecasting-Computation.ipynbHTML
L03-Linux-Basics.ipynbHTML
Download all Jupyter Notebooks in a zip file (update regularly)Updated at https://github.com/feng-li/forecasting-at-scale