All Products

Best Sellers

New Releases

Books

Videos

Audiobooks

Free Learning

Hands-On Time Series Analysis with R

You're reading from Hands-On Time Series Analysis with R

Product type Book

Published in May 2019

Publisher Packt

ISBN-13 9781788629157

Pages 448 pages

Edition 1st Edition

Languages

Concepts

Author (1):

Rami Krispin

Table of Contents (14) Chapters

Preface

1. Introduction to Time Series Analysis and R

2. Working with Date and Time Objects

3. The Time Series Object

4. Working with zoo and xts Objects

5. Decomposition of Time Series Data

6. Seasonality Analysis

7. Correlation Analysis

8. Forecasting Strategies

9. Forecasting with Linear Regression

10. Forecasting with Exponential Smoothing Models

11. Forecasting with ARIMA Models

12. Forecasting with Machine Learning Models

13. Other Books You May Enjoy

Leave a review - let other readers know what you think

Date and time objects in R

The base package, one of R's core packages, provides two types of date and time classes:

Date: This is a simple representation of a calendar date following the ISO 8601 international standard format (or the Gregorian calendar format) using the YYYY-m-d date format. Each date object has a numeric value of the number of days since the origin point (the default setting is 1970-01-01). In the Handling numeric date objects section in this chapter, we will discuss the usage of the origin in the reformatting process of date objects in more detail. It will make sense to use this format when the frequency of the data is daily or lower (for example, monthly, quarterly, and so on) and the time of the day doesn't matter.
POSIXct/POSIXlt: Also known as the DateTime classes (that is, they represent both date and time), these are two POSIX date/time classes...

The rest of the chapter is locked

Register for a free Packt account to unlock a world of extra content!

A free Packt account unlocks extra newsletters, articles, discounted offers, and much more. Start advancing your knowledge today.

Unlock this book and the full library FREE for 7 days

Get unlimited access to 7000+ expert-authored eBooks and videos courses covering every tech area you can think of

Start free trial

Renews at $15.99/month. Cancel anytime

Authors (1)

Rami Krispin

Rami Krispin is a data scientist at a major Silicon Valley company, where he focuses on time series analysis and forecasting. In his free time, he also develops open source tools and is the author of several R packages, including the TSstudio package for time series analysis and forecasting applications. Rami holds an MA in Applied Economics and an MS in actuarial mathematics from the University of MichiganAnn Arbor.

See other products by Rami Krispin

Other recommended products

Related to this chapter

Practical Time Series Analysis

Practical Time Series Analysis

Practical Time Series Analysis will introduce you to the basic concepts of time series analysis and describe powerful yet simple techniques in Python which data scientists and data engineers would find useful in dealing with real life datasets in industrial settings. This book focuses on explaining important concepts and practical techniques to process, summarize and model time series data. Real life case studies with code snippets in Python are used to demonstrate the concepts and techniques.

Sep 2017 8 hours 8 minutes

Learning Quantitative Finance with R

Learning Quantitative Finance with R

This book covers applications of quantitative finance in R. It starts with the basics of quantitative finance and goes to complexity at the end of the book along with a varying degree of R complexity. This will guide you to implement different trading strategies for various financial instruments using basic to complex techniques along with its optimization and keeping the risk of financial instruments in check.

Mar 2017 9 hours 28 minutes

Hands-On Ensemble Learning with R

Hands-On Ensemble Learning with R

This book introduces you to the concept of ensemble learning and demonstrates how different machine learning algorithms can be combined to build efficient machine learning models. Use R to implement the popular trilogy of ensemble techniques, i.e. bagging, random forest and boosting, to build faster and more accurate machine learning models.

Jul 2018 12 hours 32 minutes

Machine Learning with R Cookbook

Machine Learning with R Cookbook

The R language is a powerful open source functional programming language. At its core, R is a statistical language that provides impressive tools to analyze data and create high-level graphics. This book covers the basics of R by setting up a user-friendly programming environment and programming ETL in R. Data exploration examples are provided that demonstrate how powerful data visualisation and machine learning is in discovering hidden relationships. You will also explore air quality data, steps to fix the missing values and visualising the same. You will then dive into important machine learning topics, including data classification, regression, survival analysis, time series analysis, clustering association rule mining, and dimension reduction.This book will include the latest code and examples based on R 3.3 and above—updated for better computation, accuracy, and speed with R.

Oct 2017 19 hours 4 minutes

Python for Finance Cookbook

Python for Finance Cookbook

Python is becoming the number one language for data science and also quantitative finance. This book provides you with solutions to common tasks from the intersection of quantitative finance and data science, using modern Python libraries.

Jan 2020 14 hours 24 minutes

Forecasting Time Series Data with Facebook Prophet

Forecasting Time Series Data with Facebook Prophet

This book will help you get to grips with the task of time series forecasting using the leading open source forecasting tool available to the public, Facebook Prophet. You will learn how to implement the advanced features of Prophet to build forecast models and understand why and how to modify each of the default parameters to improve results.

Mar 2021 9 hours 0 minutes

R Data Analysis Cookbook

R Data Analysis Cookbook

Data analytics with R has emerged as a very important focus for organizations of all kinds. R enables even those with only an intuitive grasp of the underlying concepts, without a deep mathematical background, to unleash powerful and detailed examinations of their data. This book empowers you by showing you ways to use R to generate professional analysis reports. The book also teaches you to quickly adapt the example code for your own needs and save yourself the time needed to construct code from scratch.

Sep 2017 18 hours 40 minutes

Mastering Machine Learning with R

Mastering Machine Learning with R

Machine learning is a field of AI where we build systems that learn from data. This book explains complicated concepts with real-world applications. It demonstrates the power of R and machine learning extensively while highlighting the constraints. Finally, it will walk you through topics such as text analysis, time series, and deep learning.

Jan 2019 11 hours 48 minutes

Practical Data Science Cookbook

Practical Data Science Cookbook

As an increasing amount of data is generated each year, and the need to analyze and operationalize it is more important than ever. Companies that know what to do with their data have a competitive advantage over companies that don't. This drives a higher demand for knowledgeable and competent data professionals. By sequentially working through the steps presented in each chapter, you will quickly familiarize yourself with the data science process, and learn how to apply it to a variety of situations with examples using the two most popular programming languages for data analysis - R and Python.

Jun 2017 14 hours 28 minutes

Regression Analysis with R

Regression Analysis with R

Regression analysis is a statistical process which enables prediction of relationships between variables. This book will give you a rundown explaining what regression analysis is, explaining you the process from scratch. Each chapter starts with explaining the theoretical concepts and once the reader gets comfortable with the theory, we move to the practical examples to support the understanding. By the end of this book you will know all the concepts and pain-points related to regression analysis, and you will be able to implement your learning in your projects.

Jan 2018 14 hours 4 minutes

R Statistics Cookbook

R Statistics Cookbook

With this book, you will learn to execute a series of intermediate to advanced statistical tasks as you walk through each chapter. You will not only get well versed with the traditional statistics but you will also cover the necessary statistics required for machine learning and deep learning concepts.

Mar 2019 14 hours 56 minutes

Mastering Machine Learning with R

Mastering Machine Learning with R

Machine learning is the field of Artificial Intelligence where we build systems that learn from data. Given the growing prominence of R—a cross-platform, zero-cost statistical programming environment—there has never been a better time to start applying machine learning to your data. This book will teach you advanced techniques in machine learning with the latest code in R 3.3.2.

Apr 2017 14 hours 0 minutes

Personalised recommendations for you

Based on your interests and search pattern

Ever wonder why speech recognition systems don't understand the Scottish accent, or what would happen if an astronaut only ate mac 'n' cheese, or other spurious reflections you'd have at a bar? We did, then collated those deliberations into absurd research articles with fake figures and methodologies inspired by even more fictionally absurd studies.

Aug 2023 7 hours 40 minutes

Generative AI with LangChain

Generative AI with LangChain

This book is a comprehensive introduction to LLMs and LangChain, demystifying the basic mechanics of LangChain, its functionalities, and the myriad of applications it can be integrated into.

Dec 2023 12 hours 0 minutes

Generative AI with LangChain

Generative AI with LangChain

This book is a comprehensive introduction to LLMs and LangChain, demystifying the basic mechanics of LangChain, its functionalities, and the myriad of applications it can be integrated into.

Dec 2023 12 hours 0 minutes

Generative AI with LangChain

Generative AI with LangChain

This book is a comprehensive introduction to LLMs and LangChain, demystifying the basic mechanics of LangChain, its functionalities, and the myriad of applications it can be integrated into.

Dec 2023 12 hours 0 minutes

Generative AI with LangChain

Generative AI with LangChain

This book is a comprehensive introduction to LLMs and LangChain, demystifying the basic mechanics of LangChain, its functionalities, and the myriad of applications it can be integrated into.

Dec 2023 12 hours 0 minutes

Mastering Tableau 2023

Mastering Tableau 2023

This book is a comprehensive resource to mastering your Tableau skills and becoming a BI expert. As you progress, you will learn how to build advanced dashboards and improve your storytelling to derive key business insight, as well as make you well-versed with advanced functionalities of Tableau in the business intelligence domain.

Aug 2023 22 hours 48 minutes

Building AI Applications with ChatGPT APIs

Building AI Applications with ChatGPT APIs

This guide covers all ChatGPT API features for effortless creation of robust AI powered apps. With its help, you’ll be able to leverage ChatGPT’s cutting-edge NLP models to take your app development skills to the next level. You’ll also work on ten exciting projects that will give you the practical know-how that you can apply to your existing applications.

Sep 2023 8 hours 36 minutes

Building AI Applications with ChatGPT APIs

Building AI Applications with ChatGPT APIs

This guide covers all ChatGPT API features for effortless creation of robust AI powered apps. With its help, you’ll be able to leverage ChatGPT’s cutting-edge NLP models to take your app development skills to the next level. You’ll also work on ten exciting projects that will give you the practical know-how that you can apply to your existing applications.

Sep 2023 8 hours 36 minutes

Data Engineering with AWS

Data Engineering with AWS

Embark on a journey to master data engineering pipelines on AWS! Our book offers a hands-on experience of AWS services for ingesting, transforming, and consuming data. Whether you're an absolute beginner or someone with basic data engineering experience, this guide is an indispensable resource.

Oct 2023 21 hours 12 minutes

Modern Data Architecture on AWS

Modern Data Architecture on AWS

Every organization wants an agile, performant, and cost-effective data platform that meets all their current and future business needs. Purpose-built AWS analytics services and their features play a big part in building such a modern data platform. This book brings to you all the design and architectural patterns that’ll help you achieve this goal.

Aug 2023 14 hours 0 minutes

Practical Guide to Applied Conformal Prediction in Python

Practical Guide to Applied Conformal Prediction in Python

Discover the power of Conformal Prediction with the "Practical Guide to Applied Conformal Prediction in Python." Master the latest techniques to quantify uncertainty in machine learning and computer vision models, and seamlessly apply them to your industry applications.

Dec 2023 8 hours 0 minutes

TinyML Cookbook

TinyML Cookbook

With over 70 project-based recipes, the TinyML Cookbook is a practical guide that will help you to get the most out of your microcontrollers. It provides a comprehensive understanding of the theoretical foundations while giving you hands-on experience training ML models for deployment on Arduino Nano 33 BLE Sense, Raspberry Pi Pico, and SparkFun RedBoard Artemis Nano microcontrollers.

Nov 2023 22 hours 8 minutes