Author: Jason Brownlee
Publisher: Machine Learning Mastery
ISBN:
Category : Mathematics
Languages : en
Pages : 359
Book Description
Time series forecasting is different from other machine learning problems. The key difference is the fixed sequence of observations and the constraints and additional structure this provides. In this Ebook, finally cut through the math and specialized methods for time series forecasting. Using clear explanations, standard Python libraries and step-by-step tutorials you will discover how to load and prepare data, evaluate model skill, and implement forecasting models for time series data.
Introduction to Time Series Forecasting With Python
Author: Jason Brownlee
Publisher: Machine Learning Mastery
ISBN:
Category : Mathematics
Languages : en
Pages : 359
Book Description
Time series forecasting is different from other machine learning problems. The key difference is the fixed sequence of observations and the constraints and additional structure this provides. In this Ebook, finally cut through the math and specialized methods for time series forecasting. Using clear explanations, standard Python libraries and step-by-step tutorials you will discover how to load and prepare data, evaluate model skill, and implement forecasting models for time series data.
Publisher: Machine Learning Mastery
ISBN:
Category : Mathematics
Languages : en
Pages : 359
Book Description
Time series forecasting is different from other machine learning problems. The key difference is the fixed sequence of observations and the constraints and additional structure this provides. In this Ebook, finally cut through the math and specialized methods for time series forecasting. Using clear explanations, standard Python libraries and step-by-step tutorials you will discover how to load and prepare data, evaluate model skill, and implement forecasting models for time series data.
Forecasting with Univariate Box - Jenkins Models
Author: Alan Pankratz
Publisher: John Wiley & Sons
ISBN:
Category : Mathematics
Languages : en
Pages : 584
Book Description
Explains the concepts and use of univariate Box-Jenkins/ARIMA analysis and forecasting through 15 case studies. Cases show how to build good ARIMA models in a step-by-step manner using real data. Also includes examples of model misspecification. Provides guidance to alternative models and discusses reasons for choosing one over another.
Publisher: John Wiley & Sons
ISBN:
Category : Mathematics
Languages : en
Pages : 584
Book Description
Explains the concepts and use of univariate Box-Jenkins/ARIMA analysis and forecasting through 15 case studies. Cases show how to build good ARIMA models in a step-by-step manner using real data. Also includes examples of model misspecification. Provides guidance to alternative models and discusses reasons for choosing one over another.
Time Series Analysis and Its Applications
Author: Robert H. Shumway
Publisher:
ISBN: 9781475732627
Category :
Languages : en
Pages : 568
Book Description
Publisher:
ISBN: 9781475732627
Category :
Languages : en
Pages : 568
Book Description
Time Series Analysis
Author: Jonathan D. Cryer
Publisher: Springer Science & Business Media
ISBN: 0387759581
Category : Business & Economics
Languages : en
Pages : 501
Book Description
This book presents an accessible approach to understanding time series models and their applications. The ideas and methods are illustrated with both real and simulated data sets. A unique feature of this edition is its integration with the R computing environment.
Publisher: Springer Science & Business Media
ISBN: 0387759581
Category : Business & Economics
Languages : en
Pages : 501
Book Description
This book presents an accessible approach to understanding time series models and their applications. The ideas and methods are illustrated with both real and simulated data sets. A unique feature of this edition is its integration with the R computing environment.
An Introduction to Time Series Analysis and Forecasting
Author: Robert A. Yaffee
Publisher: Academic Press
ISBN: 0127678700
Category : Mathematics
Languages : en
Pages : 556
Book Description
A time series is a set of repeated measurements of the same phenomenon taken sequentially over time. Capturing the data creates a time series "memory" to document correlations or lack, and to help them make decisions based on this data.
Publisher: Academic Press
ISBN: 0127678700
Category : Mathematics
Languages : en
Pages : 556
Book Description
A time series is a set of repeated measurements of the same phenomenon taken sequentially over time. Capturing the data creates a time series "memory" to document correlations or lack, and to help them make decisions based on this data.
Forecasting with Univariate Box - Jenkins Models
Author: Alan Pankratz
Publisher: John Wiley & Sons
ISBN: 0470317272
Category : Mathematics
Languages : en
Pages : 576
Book Description
Explains the concepts and use of univariate Box-Jenkins/ARIMA analysis and forecasting through 15 case studies. Cases show how to build good ARIMA models in a step-by-step manner using real data. Also includes examples of model misspecification. Provides guidance to alternative models and discusses reasons for choosing one over another.
Publisher: John Wiley & Sons
ISBN: 0470317272
Category : Mathematics
Languages : en
Pages : 576
Book Description
Explains the concepts and use of univariate Box-Jenkins/ARIMA analysis and forecasting through 15 case studies. Cases show how to build good ARIMA models in a step-by-step manner using real data. Also includes examples of model misspecification. Provides guidance to alternative models and discusses reasons for choosing one over another.
Time Series Analysis: Forecasting & Control, 3/E
Author:
Publisher: Pearson Education India
ISBN: 9788131716335
Category :
Languages : en
Pages : 620
Book Description
This is a complete revision of a classic, seminal, and authoritative text that has been the model for most books on the topic written since 1970. It explores the building of stochastic (statistical) models for time series and their use in important areas of application -forecasting, model specification, estimation, and checking, transfer function modeling of dynamic relationships, modeling the effects of intervention events, and process control.
Publisher: Pearson Education India
ISBN: 9788131716335
Category :
Languages : en
Pages : 620
Book Description
This is a complete revision of a classic, seminal, and authoritative text that has been the model for most books on the topic written since 1970. It explores the building of stochastic (statistical) models for time series and their use in important areas of application -forecasting, model specification, estimation, and checking, transfer function modeling of dynamic relationships, modeling the effects of intervention events, and process control.
Introduction to Time Series and Forecasting
Author: Peter J. Brockwell
Publisher: Springer Science & Business Media
ISBN: 1475725264
Category : Mathematics
Languages : en
Pages : 429
Book Description
Some of the key mathematical results are stated without proof in order to make the underlying theory acccessible to a wider audience. The book assumes a knowledge only of basic calculus, matrix algebra, and elementary statistics. The emphasis is on methods and the analysis of data sets. The logic and tools of model-building for stationary and non-stationary time series are developed in detail and numerous exercises, many of which make use of the included computer package, provide the reader with ample opportunity to develop skills in this area. The core of the book covers stationary processes, ARMA and ARIMA processes, multivariate time series and state-space models, with an optional chapter on spectral analysis. Additional topics include harmonic regression, the Burg and Hannan-Rissanen algorithms, unit roots, regression with ARMA errors, structural models, the EM algorithm, generalized state-space models with applications to time series of count data, exponential smoothing, the Holt-Winters and ARAR forecasting algorithms, transfer function models and intervention analysis. Brief introducitons are also given to cointegration and to non-linear, continuous-time and long-memory models. The time series package included in the back of the book is a slightly modified version of the package ITSM, published separately as ITSM for Windows, by Springer-Verlag, 1994. It does not handle such large data sets as ITSM for Windows, but like the latter, runs on IBM-PC compatible computers under either DOS or Windows (version 3.1 or later). The programs are all menu-driven so that the reader can immediately apply the techniques in the book to time series data, with a minimal investment of time in the computational and algorithmic aspects of the analysis.
Publisher: Springer Science & Business Media
ISBN: 1475725264
Category : Mathematics
Languages : en
Pages : 429
Book Description
Some of the key mathematical results are stated without proof in order to make the underlying theory acccessible to a wider audience. The book assumes a knowledge only of basic calculus, matrix algebra, and elementary statistics. The emphasis is on methods and the analysis of data sets. The logic and tools of model-building for stationary and non-stationary time series are developed in detail and numerous exercises, many of which make use of the included computer package, provide the reader with ample opportunity to develop skills in this area. The core of the book covers stationary processes, ARMA and ARIMA processes, multivariate time series and state-space models, with an optional chapter on spectral analysis. Additional topics include harmonic regression, the Burg and Hannan-Rissanen algorithms, unit roots, regression with ARMA errors, structural models, the EM algorithm, generalized state-space models with applications to time series of count data, exponential smoothing, the Holt-Winters and ARAR forecasting algorithms, transfer function models and intervention analysis. Brief introducitons are also given to cointegration and to non-linear, continuous-time and long-memory models. The time series package included in the back of the book is a slightly modified version of the package ITSM, published separately as ITSM for Windows, by Springer-Verlag, 1994. It does not handle such large data sets as ITSM for Windows, but like the latter, runs on IBM-PC compatible computers under either DOS or Windows (version 3.1 or later). The programs are all menu-driven so that the reader can immediately apply the techniques in the book to time series data, with a minimal investment of time in the computational and algorithmic aspects of the analysis.
Applied Econometrics
Author: Dimitrios Asteriou
Publisher: Palgrave Macmillan
ISBN: 9780230271821
Category : Business & Economics
Languages : en
Pages : 0
Book Description
Applied Econometrics takes an intuitive, hands-on approach to presenting modern econometrics. Wide-ranging yet compact, the book features extensive software integration and contains empirical applications throughout. It provides step-by-step guidelines for all econometric tests and methods of estimation, and also provides interpretations of the results. The second edition of this popular book features expanded topical coverage, more coverage of fundamental concepts for students new to the subject or requiring a "refresher", integrated finance applications throughout, as well as the addition of Stata to the software coverage (already featuring EViews and Microfit). New chapters include: - Limited Dependent Variable Regression Models - Identification in Standard and Cointegrated Systems - Solving Models This is an ideal book for undergraduate and master's economics or finance students taking a first course in applied econometrics. A companion website for this book is available at www.palgrave.com/economics/asteriou2 which contains: - Data files for students - PowerPoint slides for lecturers
Publisher: Palgrave Macmillan
ISBN: 9780230271821
Category : Business & Economics
Languages : en
Pages : 0
Book Description
Applied Econometrics takes an intuitive, hands-on approach to presenting modern econometrics. Wide-ranging yet compact, the book features extensive software integration and contains empirical applications throughout. It provides step-by-step guidelines for all econometric tests and methods of estimation, and also provides interpretations of the results. The second edition of this popular book features expanded topical coverage, more coverage of fundamental concepts for students new to the subject or requiring a "refresher", integrated finance applications throughout, as well as the addition of Stata to the software coverage (already featuring EViews and Microfit). New chapters include: - Limited Dependent Variable Regression Models - Identification in Standard and Cointegrated Systems - Solving Models This is an ideal book for undergraduate and master's economics or finance students taking a first course in applied econometrics. A companion website for this book is available at www.palgrave.com/economics/asteriou2 which contains: - Data files for students - PowerPoint slides for lecturers
Time-Series Forecasting
Author: Chris Chatfield
Publisher: CRC Press
ISBN: 1420036203
Category : Business & Economics
Languages : en
Pages : 281
Book Description
From the author of the bestselling "Analysis of Time Series," Time-Series Forecasting offers a comprehensive, up-to-date review of forecasting methods. It provides a summary of time-series modelling procedures, followed by a brief catalogue of many different time-series forecasting methods, ranging from ad-hoc methods through ARIMA and state-space
Publisher: CRC Press
ISBN: 1420036203
Category : Business & Economics
Languages : en
Pages : 281
Book Description
From the author of the bestselling "Analysis of Time Series," Time-Series Forecasting offers a comprehensive, up-to-date review of forecasting methods. It provides a summary of time-series modelling procedures, followed by a brief catalogue of many different time-series forecasting methods, ranging from ad-hoc methods through ARIMA and state-space