Hands-On Time Series Analysis with R
- 出版商: Packt Publishing
- 出版日期: 2019-05-31
- 售價: $1,160
- 貴賓價: 9.5 折 $1,102
- 語言: 英文
- 頁數: 448
- 裝訂: Quality Paper - also called trade paper
- ISBN: 1788629159
- ISBN-13: 9781788629157
Time series analysis is the art of extracting meaningful insights from, and revealing patterns in, time series data using statistical and data visualization approaches. These insights and patterns can then be utilized to explore past events and forecast future values in the series.
This book explores the basics of time series analysis with R and lays the foundations you need to build forecasting models. You will learn how to preprocess raw time series data and clean and manipulate data with packages such as stats, lubridate, xts, and zoo. You will analyze data and extract meaningful information from it using both descriptive statistics and rich data visualization tools in R such as the TSstudio, plotly, and ggplot2 packages. The later section of the book delves into traditional forecasting models such as time series linear regression, exponential smoothing (Holt, Holt-Winter, and more) and Auto-Regressive Integrated Moving Average (ARIMA) models with the stats and forecast packages. You'll also cover advanced time series regression models with machine learning algorithms such as Random Forest and Gradient Boosting Machine using the h2o package.
By the end of this book, you will have the skills needed to explore your data, identify patterns, and build a forecasting model using various traditional and machine learning methods.