Practical Time Series Forecasting

Author: Galit Shmueli
Publisher: CreateSpace
ISBN: 9781468053456
Format: PDF, Kindle
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Practical Time Series Forecasting is a hands-on introduction to quantitative forecasting of time series. Quantitative forecasting is an important component of decision making in a wide range of areas and across many business functions including economic forecasting, workload projections, sales forecasts, and transportation demand. Forecasting is also widely used also outside of business, such as in demography and climatology. The book introduces readers to the most popular statistical models and data mining algorithms used in practice. It covers issues relating to different steps of the forecasting process, from goal definition through data collection, visualization, pre-processing, modeling, performance evaluation to implementation and communication. The second edition offers a large amount of new content and improved organization. Practical Time Series Forecasting is suitable for courses on forecasting at the upper-undergraduate and graduate levels. It offers clear explanations, examples, end-of-chapter problems and a case. Methods are illustrated using XLMiner, an Excel add-on. However, any software that has time series forecasting capabilities can be used with the book. A companion website to the book is available at www.ForecastingBook.com Galit Shmueli is the SRITNE Chaired Professor of Data Analytics at the Indian School of Business. She is co-author of the textbook Data Mining for Business Intelligence and the book Modeling Online Auctions, among several other books and many publications in professional journals. She has been teaching courses on forecasting, data mining and other data analytics topics at the Indian School of Business, University of Maryland's Smith School of Business, and online at Statistics.com.

Practical Time Series Forecasting with R

Author: Galit Shmueli
Publisher:
ISBN: 9780997847901
Format: PDF, Mobi
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PRACTICAL TIME SERIES FORECASTING with R, 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 formatsPRACTICAL TIME SERIES FORECASTING with R, 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

Practical Time Series Analysis Using SAS

Author: Anders Milhoj
Publisher: SAS Institute
ISBN: 1612906249
Format: PDF, ePub
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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.

Practical Time Series Analysis

Author: Dr. Avishek Pal
Publisher: Packt Publishing Ltd
ISBN: 178829419X
Format: PDF
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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.

Neural network time series forecasting of financial markets

Author: Eitan Michael Azoff
Publisher: John Wiley & Son Ltd
ISBN:
Format: PDF, Mobi
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Neural Network Time Series Forecasting of Financial Markets E. Michael Azoff The first comprehensive and practical introduction to using neural networks in financial time series forecasting. This practical working guide shows you how to understand, design and profitably use neural network techniques in financial market forecasting. It encompasses: A tutorial introduction to neural networks Data preprocessing Key network design issues Random walk probability theory Fully specified benchmarks (and code for implementing the benchmarks as pre-trained networks) An overview of futures trading Discussion of trading systems and risk management The book focuses on the multilayer perception, one of the most powerful and successful network architectures that is used in the majority of commercial applications, especially financial time series forecasting. The fully specified benchmarks are a unique feature of the book and will be of particular benefit if you are contemplating designing your own neural network using one of the many commercial simulators.

Time Series Forecasting

Author: Chris Chatfield
Publisher: CRC Press
ISBN: 1420036203
Format: PDF, ePub
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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 modelling to multivariate methods and including recent arrivals, such as GARCH models, neural networks, and cointegrated models. The author compares the more important methods in terms of their theoretical inter-relationships and their practical merits. He also considers two other general forecasting topics that have been somewhat neglected in the literature: the computation of prediction intervals and the effect of model uncertainty on forecast accuracy. Although the search for a "best" method continues, it is now well established that no single method will outperform all other methods in all situations-the context is crucial. Time-Series Forecasting provides an outstanding reference source for the more generally applicable methods particularly useful to researchers and practitioners in forecasting in the areas of economics, government, industry, and commerce.

Zeitreihenmodelle

Author: Andrew C. Harvey
Publisher: Walter de Gruyter GmbH & Co KG
ISBN: 3486786741
Format: PDF, Mobi
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Gegenstand des Werkes sind Analyse und Modellierung von Zeitreihen. Es wendet sich an Studierende und Praktiker aller Disziplinen, in denen Zeitreihenbeobachtungen wichtig sind.

Applied Time Series Analysis

Author: Terence C. Mills
Publisher: Academic Press
ISBN: 0128131187
Format: PDF, Docs
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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. Focuses on practical application of time series analysis, using step-by-step techniques and without excessive technical detail Supported by copious disciplinary examples, helping readers quickly adapt time series analysis to their area of study Covers both univariate and multivariate techniques in one volume Provides expert tips on, and helps mitigate common pitfalls of, powerful statistical software including EVIEWS and R Written in jargon-free and clear English from a master educator with 30 years+ experience explaining time series to novices Accompanied by a microsite with disciplinary data sets and files explaining how to build the calculations used in examples

Introduction to Time Series Analysis and Forecasting

Author: Douglas C. Montgomery
Publisher: John Wiley & Sons
ISBN: 1118211502
Format: PDF, Kindle
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An accessible introduction to the most current thinking in and practicality of forecasting techniques in the context of time-oriented data. Analyzing time-oriented data and forecasting are among the most important problems that analysts face across many fields, ranging from finance and economics to production operations and the natural sciences. As a result, there is a widespread need for large groups of people in a variety of fields to understand the basic concepts of time series analysis and forecasting. Introduction to Time Series Analysis and Forecasting presents the time series analysis branch of applied statistics as the underlying methodology for developing practical forecasts, and it also bridges the gap between theory and practice by equipping readers with the tools needed to analyze time-oriented data and construct useful, short- to medium-term, statistically based forecasts. Seven easy-to-follow chapters provide intuitive explanations and in-depth coverage of key forecasting topics, including: Regression-based methods, heuristic smoothing methods, and general time series models Basic statistical tools used in analyzing time series data Metrics for evaluating forecast errors and methods for evaluating and tracking forecasting performance over time Cross-section and time series regression data, least squares and maximum likelihood model fitting, model adequacy checking, prediction intervals, and weighted and generalized least squares Exponential smoothing techniques for time series with polynomial components and seasonal data Forecasting and prediction interval construction with a discussion on transfer function models as well as intervention modeling and analysis Multivariate time series problems, ARCH and GARCH models, and combinations of forecasts The ARIMA model approach with a discussion on how to identify and fit these models for non-seasonal and seasonal time series The intricate role of computer software in successful time series analysis is acknowledged with the use of Minitab, JMP, and SAS software applications, which illustrate how the methods are imple-mented in practice. An extensive FTP site is available for readers to obtain data sets, Microsoft Office PowerPoint slides, and selected answers to problems in the book. Requiring only a basic working knowledge of statistics and complete with exercises at the end of each chapter as well as examples from a wide array of fields, Introduction to Time Series Analysis and Forecasting is an ideal text for forecasting and time series courses at the advanced undergraduate and beginning graduate levels. The book also serves as an indispensable reference for practitioners in business, economics, engineering, statistics, mathematics, and the social, environmental, and life sciences.

Applied Bayesian Forecasting and Time Series Analysis

Author: Andy Pole
Publisher: CRC Press
ISBN: 1482267438
Format: PDF
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Practical in its approach, Applied Bayesian Forecasting and Time Series Analysis provides the theories, methods, and tools necessary for forecasting and the analysis of time series. The authors unify the concepts, model forms, and modeling requirements within the framework of the dynamic linear mode (DLM). They include a complete theoretical development of the DLM and illustrate each step with analysis of time series data. Using real data sets the authors: Explore diverse aspects of time series, including how to identify, structure, explain observed behavior, model structures and behaviors, and interpret analyses to make informed forecasts Illustrate concepts such as component decomposition, fundamental model forms including trends and cycles, and practical modeling requirements for routine change and unusual events Conduct all analyses in the BATS computer programs, furnishing online that program and the more than 50 data sets used in the text The result is a clear presentation of the Bayesian paradigm: quantified subjective judgements derived from selected models applied to time series observations. Accessible to undergraduates, this unique volume also offers complete guidelines valuable to researchers, practitioners, and advanced students in statistics, operations research, and engineering.