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Hands-On Time Series Analysis with R. Perform time series analysis and forecasting using R

Hands-On Time Series Analysis with R. Perform time series analysis and forecasting using R

Rami Krispin

E-book
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 foundation 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 using both descriptive statistics and rich data visualization tools in R including the TSstudio, plotly, and ggplot2 packages. The book then 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 work on 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 developed the skills necessary for exploring your data, identifying patterns, and building a forecasting model using various traditional and machine learning methods.
  • 1. Introduction to Time Series Analysis and R
  • 2. Working with Date and Time Objects
  • 3. The Time Series Object
  • 4. Working with zoo and xts Objects
  • 5. Decomposition of Time Series Data
  • 6. Seasonality Analysis
  • 7. Correlation Analysis
  • 8. Forecasting Strategies
  • 9. Forecasting with Linear Regression
  • 10. Forecasting with Exponential Smoothing Models
  • 11. Forecasting with ARIMA Models
  • 12. Forecasting with Machine Learning Models
  • Titel: Hands-On Time Series Analysis with R. Perform time series analysis and forecasting using R
  • Autor: Rami Krispin
  • Originaler Titel: Hands-On Time Series Analysis with R. Perform time series analysis and forecasting using R
  • ISBN: 9781788624046, 9781788624046
  • Veröffentlichungsdatum: 2019-05-31
  • Format: E-book
  • Artikelkennung: e_2avk
  • Verleger: Packt Publishing