Practical Time Series Analysis

Practical Time Series Analysis
Author: Aileen Nielsen
Publisher: O'Reilly Media
Total Pages: 500
Release: 2019-09-20
Genre: Computers
ISBN: 1492041629

Time series data analysis is increasingly important due to the massive production of such data through the internet of things, the digitalization of healthcare, and the rise of smart cities. As continuous monitoring and data collection become more common, the need for competent time series analysis with both statistical and machine learning techniques will increase. Covering innovations in time series data analysis and use cases from the real world, this practical guide will help you solve the most common data engineering and analysis challengesin time series, using both traditional statistical and modern machine learning techniques. Author Aileen Nielsen offers an accessible, well-rounded introduction to time series in both R and Python that will have data scientists, software engineers, and researchers up and running quickly. You’ll get the guidance you need to confidently: Find and wrangle time series data Undertake exploratory time series data analysis Store temporal data Simulate time series data Generate and select features for a time series Measure error Forecast and classify time series with machine or deep learning Evaluate accuracy and performance

Practical Time Series Analysis

Practical Time Series Analysis
Author: Dr. Avishek Pal
Publisher: Packt Publishing Ltd
Total Pages: 238
Release: 2017-09-28
Genre: Computers
ISBN: 178829419X

Step by Step guide filled with real world practical examples. About This Book Get your first experience with data analysis with one of the most powerful types of analysis—time-series. Find patterns in your data and predict the future pattern based on historical data. Learn the statistics, theory, and implementation of Time-series methods using this example-rich guide Who This Book Is For This book is for anyone who wants to analyze data over time and/or frequency. A statistical background is necessary to quickly learn the analysis methods. What You Will Learn Understand the basic concepts of Time Series Analysis and appreciate its importance for the success of a data science project Develop an understanding of loading, exploring, and visualizing time-series data Explore auto-correlation and gain knowledge of statistical techniques to deal with non-stationarity time series Take advantage of exponential smoothing to tackle noise in time series data Learn how to use auto-regressive models to make predictions using time-series data Build predictive models on time series using techniques based on auto-regressive moving averages Discover recent advancements in deep learning to build accurate forecasting models for time series Gain familiarity with the basics of Python as a powerful yet simple to write programming language In Detail Time Series Analysis allows us to analyze data which is generated over a period of time and has sequential interdependencies between the observations. This book describes special mathematical tricks and techniques which are geared towards exploring the internal structures of time series data and generating powerful descriptive and predictive insights. Also, the book is full of real-life examples of time series and their analyses using cutting-edge solutions developed in Python. The book starts with descriptive analysis to create insightful visualizations of internal structures such as trend, seasonality and autocorrelation. Next, the statistical methods of dealing with autocorrelation and non-stationary time series are described. This is followed by exponential smoothing to produce meaningful insights from noisy time series data. At this point, we shift focus towards predictive analysis and introduce autoregressive models such as ARMA and ARIMA for time series forecasting. Later, powerful deep learning methods are presented, to develop accurate forecasting models for complex time series, and under the availability of little domain knowledge. All the topics are illustrated with real-life problem scenarios and their solutions by best-practice implementations in Python. The book concludes with the Appendix, with a brief discussion of programming and solving data science problems using Python. Style and approach This book takes the readers from the basic to advance level of Time series analysis in a very practical and real world use cases.

Practical Time Series Analysis Using SAS

Practical Time Series Analysis Using SAS
Author: Anders Milhoj
Publisher:
Total Pages: 0
Release: 2013
Genre: Computers
ISBN: 9781612901701

Anders Milhøj's Practical Time Series Analysis Using SAS explains and demonstrates through examples how you can use SAS for time series analysis. It offers modern procedures for forecasting, seasonal adjustments, and decomposition of time series that can be used without involved statistical reasoning. The book teaches, with numerous examples, how to apply these procedures with very simple coding. In addition, it also gives the statistical background for interested readers. Beginning with an introductory chapter that covers the practical handling of time series data in SAS using the TIMESERIES and EXPAND procedures, it goes on to explain forecasting, which is found in the ESM procedure; seasonal adjustment, including trading-day correction using PROC X12; and unobserved component models using the UCM procedure. This book is part of the SAS Press program.

Applied Time Series Analysis

Applied Time Series Analysis
Author: Terence C. Mills
Publisher: Academic Press
Total Pages: 354
Release: 2019-01-24
Genre: Business & Economics
ISBN: 0128131179

Written for those who need an introduction, Applied Time Series Analysis reviews applications of the popular econometric analysis technique across disciplines. Carefully balancing accessibility with rigor, it spans economics, finance, economic history, climatology, meteorology, and public health. Terence Mills provides a practical, step-by-step approach that emphasizes core theories and results without becoming bogged down by excessive technical details. Including univariate and multivariate techniques, Applied Time Series Analysis provides data sets and program files that support a broad range of multidisciplinary applications, distinguishing this book from others.

Forecasting: principles and practice

Forecasting: principles and practice
Author: Rob J Hyndman
Publisher: OTexts
Total Pages: 380
Release: 2018-05-08
Genre: Business & Economics
ISBN: 0987507117

Forecasting is required in many situations. Stocking an inventory may require forecasts of demand months in advance. Telecommunication routing requires traffic forecasts a few minutes ahead. Whatever the circumstances or time horizons involved, forecasting is an important aid in effective and efficient planning. This textbook provides a comprehensive introduction to forecasting methods and presents enough information about each method for readers to use them sensibly.

Practical Time Series Forecasting with R

Practical Time Series Forecasting with R
Author: Galit Shmueli
Publisher: Axelrod Schnall Publishers
Total Pages: 232
Release: 2016-07-19
Genre: Mathematics
ISBN: 0997847913

Practical Time Series Forecasting with R: A Hands-On Guide, Second Edition provides an applied approach to time-series forecasting. Forecasting is an essential component of predictive analytics. The book introduces popular forecasting methods and approaches used in a variety of business applications. The book offers clear explanations, practical examples, and end-of-chapter exercises and cases. Readers will learn to use forecasting methods using the free open-source R software to develop effective forecasting solutions that extract business value from time-series data. Featuring improved organization and new material, the Second Edition also includes: - Popular forecasting methods including smoothing algorithms, regression models, and neural networks - A practical approach to evaluating the performance of forecasting solutions - A business-analytics exposition focused on linking time-series forecasting to business goals - Guided cases for integrating the acquired knowledge using real data* End-of-chapter problems to facilitate active learning - A companion site with data sets, R code, learning resources, and instructor materials (solutions to exercises, case studies) - Globally-available textbook, available in both softcover and Kindle formats Practical Time Series Forecasting with R: A Hands-On Guide, Second Edition is the perfect textbook for upper-undergraduate, graduate and MBA-level courses as well as professional programs in data science and business analytics. The book is also designed for practitioners in the fields of operations research, supply chain management, marketing, economics, finance and management. For more information, visit forecastingbook.com

Hands-On Time Series Analysis with R

Hands-On Time Series Analysis with R
Author: Rami Krispin
Publisher: Packt Publishing Ltd
Total Pages: 438
Release: 2019-05-31
Genre: Computers
ISBN: 1788624041

Build efficient forecasting models using traditional time series models and machine learning algorithms. Key FeaturesPerform time series analysis and forecasting using R packages such as Forecast and h2oDevelop models and find patterns to create visualizations using the TSstudio and plotly packagesMaster statistics and implement time-series methods using examples mentionedBook Description 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 foundations 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 and extract meaningful information from it using both descriptive statistics and rich data visualization tools in R such as the TSstudio, plotly, and ggplot2 packages. The later section of the book 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 cover 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 the skills needed to explore your data, identify patterns, and build a forecasting model using various traditional and machine learning methods. What you will learnVisualize time series data and derive better insightsExplore auto-correlation and master statistical techniquesUse time series analysis tools from the stats, TSstudio, and forecast packagesExplore and identify seasonal and correlation patternsWork with different time series formats in RExplore time series models such as ARIMA, Holt-Winters, and moreEvaluate high-performance forecasting solutionsWho this book is for Hands-On Time Series Analysis with R is ideal for data analysts, data scientists, and all R developers who are looking to perform time series analysis to predict outcomes effectively. A basic knowledge of statistics is required; some knowledge in R is expected, but not mandatory.

A Course in Time Series Analysis

A Course in Time Series Analysis
Author: Daniel Peña
Publisher: John Wiley & Sons
Total Pages: 494
Release: 2011-01-25
Genre: Mathematics
ISBN: 1118031229

New statistical methods and future directions of research in time series A Course in Time Series Analysis demonstrates how to build time series models for univariate and multivariate time series data. It brings together material previously available only in the professional literature and presents a unified view of the most advanced procedures available for time series model building. The authors begin with basic concepts in univariate time series, providing an up-to-date presentation of ARIMA models, including the Kalman filter, outlier analysis, automatic methods for building ARIMA models, and signal extraction. They then move on to advanced topics, focusing on heteroscedastic models, nonlinear time series models, Bayesian time series analysis, nonparametric time series analysis, and neural networks. Multivariate time series coverage includes presentations on vector ARMA models, cointegration, and multivariate linear systems. Special features include: Contributions from eleven of the worldâ??s leading figures in time series Shared balance between theory and application Exercise series sets Many real data examples Consistent style and clear, common notation in all contributions 60 helpful graphs and tables Requiring no previous knowledge of the subject, A Course in Time Series Analysis is an important reference and a highly useful resource for researchers and practitioners in statistics, economics, business, engineering, and environmental analysis. An Instructor's Manual presenting detailed solutions to all the problems in he book is available upon request from the Wiley editorial department.