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Hands-On Time Series Analysis with R

Hands-On Time Series Analysis with R

By : Rami Krispin
3.8 (11)
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Hands-On Time Series Analysis with R

Hands-On Time Series Analysis with R

3.8 (11)
By: Rami Krispin

Overview of this 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.
Table of Contents (14 chapters)
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Forecasting with ARIMA Models

The Autoregressive Integrated Moving Average (ARIMA) model is the generic name for a family of forecasting models that are based on the Autoregressive (AR) and Moving Average (MA) processes. Among the traditional forecasting models (for example, linear regression, exponential smoothing, and so on), the ARIMA model is considered as the most advanced and robust approach. In this chapter, we will introduce the model components—the AR and MA processes and the differencing component. Furthermore, we will focus on methods and approaches for tuning the model's parameters with the use of differencing, the autocorrelation function (ACF), and the partial autocorrelation function (PACF).

In this chapter, we will cover the following topics:

  • The stationary state of time series data
  • The random walk process
  • The AR and MA processes
  • The ARMA and ARIMA...
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