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Time Series Analysis and Forecasting using Python & R by Jeffrey Strickland

Time Series Analysis and Forecasting using Python & R

by Jeffrey Strickland
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Book cover type: Hardcover
  • ISBN13: 9781716451133
  • Binding: Hardcover
  • Subject: N/A
  • Publisher: Lulu.com
  • Publisher Imprint: Lulu.com
  • Publication Date:
  • Pages: 448
  • Original Price: GBP 65.43
  • Language: English
  • Edition: N/A
  • Item Weight: 767 grams
  • BISAC Subject(s): Languages / Python

This book full-color textbook assumes a basic understanding of statistics and mathematical or statistical modeling. Although a little programming experience would be nice, but it is not required. We use current real-world data, like COVID-19, to motivate times series analysis have three thread problems that appear in nearly every chapter: "Got Milk?", "Got a Job?" and "Where's the Beef?" Chapter 1: Loading data in the R-Studio and Jupyter Notebook environments. Chapter 2: Components of a times series and decomposition Chapter 3: Moving averages (MAs) and COVID-19 Chapter 4: Simple exponential smoothing (SES), Holt's and Holt-Winter's double and triple exponential smoothing Chapter 5: Python programming in Jupyter Notebook for the concepts covered in Chapters 2, 3 and 4 Chapter 6: Stationarity and differencing, including unit root tests. Chapter 7: ARIMA and SARMIA (seasonal) modeling and forecast development Chapter 8: ARIMA modeling using Python Chapter 9: Structural models and analysis using unobserved component models (UCMs) Chapter 10: Advanced time series analysis, including time-series interventions, exogenous regressors, and vector autoregressive (VAR) processes.

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