Time Series for Data Science

Analysis and Forecasting
1. Auflage 2022
ISBN: 978-0-367-53794-4
Verlag: Taylor & Francis Ltd

Buch, Englisch, 528 Seiten, Format (B × H): 181 mm x 257 mm, Gewicht: 1144 g

Reihe: Chapman & Hall/CRC Texts in Statistical Science

Data Science students and practitioners want to find a forecast that “works” and don’t want to be constrained to a single forecasting strategy, Time Series for Data Science: Analysis and Forecasting discusses techniques of ensemble modelling for combining information from several strategies. Covering time series regression models, exponential smoothing, Holt-Winters forecasting, and Neural Networks. It places a particular emphasis on classical ARMA and ARIMA models that is often lacking from other textbooks on the subject.

This book is an accessible guide that doesn’t require a background in calculus to be engaging but does not shy away from deeper explanations of the techniques discussed.

Features:

- Provides a thorough coverage and comparison of a wide array of time series models and methods: Exponential Smoothing, Holt Winters, ARMA and ARIMA, deep learning models including RNNs, LSTMs, GRUs, and ensemble models composed of combinations of these models.

- Introduces the factor table representation of ARMA and ARIMA models. This representation is not available in any other book at this level and is extremely useful in both practice and pedagogy.

- Uses real world examples that can be readily found via web links from sources such as the US Bureau of Statistics, Department of Transportation and the World Bank.

- There is an accompanying R package that is easy to use and requires little or no previous R experience. The package implements the wide variety of models and methods presented in the book and has tremendous pedagogical use.

Zielgruppe

Academic

Autoren/Hrsg.

Sadler, Bivin Philip

Woodward, Wayne A.

Robertson, Stephen

Fachgebiete

• Wirtschaftswissenschaften Betriebswirtschaft Wirtschaftsmathematik und -statistik
• Wirtschaftswissenschaften Volkswirtschaftslehre Volkswirtschaftslehre Allgemein Wirtschaftsstatistik, Demographie
• Mathematik | Informatik Mathematik Stochastik

Inhaltsverzeichnis

1. Working with Data Collected Over Time, 2. Exploring Time Series Data, 3. Statistical Basics for Time Series Analysis, 4. The Frequency Domain, 5. ARMA Models, 6. ARMA Fitting and Forecasting, 7. ARIMA, Seasonal,and ARCH/GARCH Models, 8. Time Series Regression, 9. Model Assessment, 10. Multivariate Time Series, 11. Deep Neural Network Based Time Series Models

Über Autor(innen)

Wayne Woodward, Bivin Sadler, Stephen Robertson