3-day workshop held in conjunction with the 38th Annual Conference of the Operations Research Society of South Africa (ORSSA'09), Stellenbosch, South Africa (www.orssaconf.co.za)

17-19 September 2009, Wallenberg Centre, Institute of Advanced Study, Stellenbosch University
Official webpage: www.bis-lab.com/tutorials/orssa09_tutorial.html

Current Information: The course - designed for a small group to allow hands-on training and small group teaching - is ALMOST FULLY BOOKED . Please contact Dr. Chipo Mlambo via email to see if places are still available, or to be placed on the waiting list. Please DO NOT TRANSFER any money without contacting her first, as the money will then only need to be rte-transferred!

Course description: Artificial neural networks (NN) have revolutionized the way researchers and practitioners solve complex, real-world problems in business, finance, economics, and engineering. Today, NNs are being routinely used by specialists in a wide range of predictive tasks such as forecasting electrical load, financial data, consumer packaged goods in retail and supply chain management, call volumes in call centres etc. However, their modelling and specification requires expert knowledge often not available in companies. We are pleased to announce the first 3-day NN training workshop on time series prediction and forecasting to be held right here in South Africa.

Course design: The course will be 3 full days of maths-lite lectures and hands-on exercises using a free NN software simulator – so bring along your laptop to run experiments!

Target audience: Whether you are a demand planner, engineer, financial analyst, researcher, or student, the course is designed to help you acquire the knowledge, the skills and the competence you need to utilize this cutting-edge technology for solving predictive problems. You will be exposed to the theoretical concepts and hands-on applications of NN that will be invaluable in your day-to-day decision-making processes. The hands-on format will allow you to follow the course even without a sound mathematical or statistical background. Even if you are already familiar with ANN, you will learn tricks-of-the-trade and explore or develop your own. Don’t miss out! Get your organisation ahead of the competition by equipping yourself with this futuristic technique.

Course Coverage: History of neural networks, specifying neural network architectures (number of layers, number of nodes, feedback etc.), Backpropagation and other learning algorithms for neural networks, Applications of neural networks in function approximation, linear and nonlinear time series prediction, and nonlinear system identification, hands-on examples in time series and causal modelling, Fundamentals of time series forecasting, Modelling neural networks for smoothing and regression, Evaluating Neural Network forecasting accuracy, Out-of-Sample Empirical Design of Neural Network Experiments

Software to be used: Intelligent Forecaster offers industry-grade software (made in Germany) developed exclusively and specifically for  time series forecasting with up-to-date and advanced methods from Artificial Intelligence: Support Vector Regression (SVR) and artificial Neural Networks (NN). These allow unprecedented accuracy from nonlinear, data-driven and non-parametric prediction. The software provides various expert features (i.e. input-variable & lag-identification, data-preprocessing, ensembles) for multiple forecasting horizons across fixed forecasting horizon, rolling origin evaluation across a set of multiple error measures). [Read more ...]