Quantitative Methods · Decision Sciences

Time Series for Business: Stationarity, ARIMA, Forecasting

Junior quantitative analysts at Helio Verde Beverages build a robust 12-month SARIMA-with-break-dummy forecasting framework on real monthly Cola sales (2018-2025, 96 obs), confront the April-2024 structural break, compare against Holt-Winters, VAR, Prophet and LSTM, and learn the M-competition empirical regularity

8 rounds Executive English, Español

Preview

About this simulation

Junior quantitative analysts at Helio Verde Beverages build a robust 12-month SARIMA-with-break-dummy forecasting framework on real monthly Cola sales (2018-2025, 96 obs), confront the April-2024 structural break, compare against Holt-Winters, VAR, Prophet and LSTM, and learn the M-competition empirical regularity that simple combination methods quietly win.

Eight Box-Jenkins decision rounds drive MAPE from the 18% Excel baseline toward the 11% combination floor, with 80%/95% prediction intervals and explicit calibration audit.

Who it is for

An advanced simulation for participants used to working with the main frameworks and trade-offs of the subject, designed for executive education and experienced professionals.

How a session runs

  1. The instructor creates a session from the Eureka dashboard and invites the participants.
  2. Participants play 8 rounds. In each one they submit their decisions and the simulation calculates the results.
  3. The simulation can be run in English, Español.
  4. The instructor follows each participant's progress and results from the dashboard, and uses the class results for the debrief.

Decisions participants make

The decisions participants make during the simulation:

  • Pick the methodologically correct move
  • One-line rationale (CFO-facing)

What participants track

What participants follow on screen as the rounds go by:

  • Visual diagnosis
  • Your call

Subjects covered

Designed for courses in Decision Sciences.

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