Time Series for Data Scientists

ISBN-13: 9781108837774 / Twarda / 2023 / 550 str.

Los Angeles) Sanchez Juana (University of California

Opis

A user-friendly, introductory, learning-by-doing bridge between classical and machine learning time series analysis with R.

Recenzje

'This book should be a serious contender if you are looking for an introductory text for an undergraduate course in time series. It is especially suited for a course populated with students having varying degrees of mathematical skill levels. Its conversational approach to introducing time series concepts and the use of insightful examples throughout the book makes it very accessible to students who are not highly trained in abstract mathematical reasoning. Nevertheless, it does not shy away from providing the theoretical underpinnings of various time series models but does so in a manner very accessible to students. The availability of R code throughout the book is an added plus. Even if I am teaching an upper-level graduate course in time series, I would use this book as a supplement simply because of the plethora of examples and data sources it provides.' V. A. Samaranayake, Missouri University of Science and Technology

Spis treści

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.