Methods
Here is a list of forecasting methods, and details on each of them:
ARMA: Abdul Waheed
ARIMAX: Waqar Mohammad Khan, this adds to ARMA by taking differences and also allowing for exogenous variables.
ARARMA: Yasir Riaz.
Theta Method: Gulfam Hyder
Neural Networks: Malik Irfan. Use the simplest case to explain the method, see if you can find some downloadable programs for estimation/forecasting.
Holt-Winter Exponential smoothing: Asadullah Kahn
Single Exponential: Ali Raza
Double Exponential: Mahemood Hassan
Dampen Exponential; Smoothing -- Abdul Ghaffar Shah -- The damped multiplicative methods of Taylor (2003) provide the only genuinely new exponential smoothing methods over this period of time
Kalman Filter: Zeeshan Anwar.
Robust Trend: Asim Latif.
Univariate State Space Models: Asim Latif -- Hyndman et al. (2002) proposed two state space models for each method, corresponding to the additive error and the multiplicative error cases. These models are not unique and other related state space models for exponential smoothing methods are presented in Koehler, Snyder, and Ord (2001) and Chatfield, Koehler, Ord, and Snyder (2001).
Shahid Akbar: choose from Autobox1,2,3 mentioned in M3-Compettion, reference D. Reilly Robust ARIMA univariate Box–Jenkins
Asma Bokhari, choose from. AAM1,2 mentioned in M-3 competition, reference G. Melard, J.M. Pasteels