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Time Series for Data Scientists

Data Management, Description, Modeling and Forecasting

Specificaties
Gebonden, 550 blz. | Engels
Cambridge University Press | e druk, 2023
ISBN13: 9781108837774
Rubricering
Cambridge University Press e druk, 2023 9781108837774
€ 87,75
Levertijd ongeveer 8 werkdagen

Samenvatting

Learn by doing with this user-friendly introduction to time series data analysis in R. This book explores the intricacies of managing and cleaning time series data of different sizes, scales and granularity, data preparation for analysis and visualization, and different approaches to classical and machine learning time series modeling and forecasting. A range of pedagogical features support students, including end-of-chapter exercises, problems, quizzes and case studies. The case studies are designed to stretch the learner, introducing larger data sets, enhanced data management skills, and R packages and functions appropriate for real-world data analysis. On top of providing commented R programs and data sets, the book's companion website offers extra case studies, lecture slides, videos and exercise solutions. Accessible to those with a basic background in statistics and probability, this is an ideal hands-on text for undergraduate and graduate students, as well as researchers in data-rich disciplines

Specificaties

ISBN13:9781108837774
Taal:Engels
Bindwijze:Gebonden
Aantal pagina's:550

Inhoudsopgave

Part I. Descriptive Features of Time Series Data: 1. Introduction to time series data; 2. Smoothing and decomposing a time series; 3. Summary statistics of stationary time series; Part II. Univariate Models of Temporal Dependence: 4. The algebra of differencing and backshifting; 5. Stationary stochastic processes; 6. ARIMA(p,d,q)(P,D,Q)$_F$ modeling and forecasting; Part III. Multivariate Modeling and Forecasting: 7. Latent process models for time series; 8. Vector autoregression; 9. Classical regression with ARMA residuals; 10. Machine learning methods for time series; References; Index.
€ 87,75
Levertijd ongeveer 8 werkdagen

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        Time Series for Data Scientists