Time series for data science : analysis and forecasting
著者
書誌事項
Time series for data science : analysis and forecasting
（Texts in statistical science）（A Chapman & Hall book）
CRC Press, Taylor & Francis Group, 2022, c2023
- : hbk
大学図書館所蔵 件 / 全4件
-
該当する所蔵館はありません
- すべての絞り込み条件を解除する
注記
Includes bibliographical references (p. 497-499) and index
Errata, R code, data on the website. URL: https://timeseriesfordatascience.com/
内容説明・目次
内容説明
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.
目次
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
「Nielsen BookData」 より
