Time Series for Data Science: Analysis and Forecasting (Chapman & Hall/CRC Texts in Statistical Science) - Hardcover

Woodward, Wayne A.; Sadler, Bivin Philip; Robertson, Stephen

Hardcover

ISBN 10: 036753794X ISBN 13: 9780367537944

Publisher: Chapman and Hall/CRC, 2022

Synopsis

Data Science students and practitioners want to find a forecast that “works” and don’t want to be constrained to a single forecasting strategy, Time Series for Data Science: Analysis and Forecasting discusses techniques of ensemble modelling for combining information from several strategies. Covering time series regression models, exponential smoothing, Holt-Winters forecasting, and Neural Networks. It places a particular emphasis on classical ARMA and ARIMA models that is often lacking from other textbooks on the subject.

This book is an accessible guide that doesn’t require a background in calculus to be engaging but does not shy away from deeper explanations of the techniques discussed.

Features:

• 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.

About this title

About the Author

Wayne Woodward, Bivin Sadler, Stephen Robertson

Edition details

• Publisher: Chapman and Hall/CRC
• Publication date: 2022
• Language: English
• ISBN 10: 036753794X
• ISBN 13: 9780367537944
• Binding: Hardcover
• Edition number: 1
• Number of pages: 528