Forecasting Catch Time Series
This week we will learn a number of standard approaches for forecasting from catch time series. We will be using the data and methods discussed in Stergiou and Christou (1996) Modelling and forecasting annual fisheries catches: comparison of regression, univariate and multivariate time series methods. Fisheries Research 25: 105-136.
The lectures and labs can be found on the tabs in the top navigation bar. An online book of the material is here.
Course Syllabus
- Time-varying regression
- Box-Jenkins (ARMA) Models
- Exponential smoothing
- Modelling time series with seasonality
- Forecast diagnostics and accuracy metrics
References
We will be using classic methods for catch forecasting discussed in the following reference papers:
- We are replicating the work in Stergio and Christou 1996. See their ResearchGate page for PDF reprint.
- These methods are also discussed in Lawer 2016. Open-Source PDF.
- And in Georgakarakos et al 2006. A PDF reprint is available on the Hellenic Center for Marine Research website.
- The chapter on modeling seasonal catch data will use models discussed in Stergiou et al 1997. See their ResearchGate page for PDF reprint.