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Hands-On Time Series Analysis with R

You're reading from Hands-On Time Series Analysis with R Perform time series analysis and forecasting using R

Product type Paperback

Published in May 2019

Publisher Packt

ISBN-13 9781788629157

Length 448 pages

Edition 1st Edition

Languages

R

Tools

Plotly

Concepts

Data Analysis

Author (1):

Rami Krispin

View More author details

Table of Contents (14) Chapters

Preface

1. Introduction to Time Series Analysis and R FREE CHAPTER

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

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Forecasting monthly vehicle sales in the US – a case study

In this chapter, we will focus on forecasting the total monthly vehicle sales in the US in the next 12 months with ML methods. The total monthly vehicle sales in the US series is available in the TSstudio package:

library(TSstudio)
 
data(USVSales)

Before we start preparing the series and create new features, we will conduct a short exploratory analysis of the series in order to identify the main characteristics of the series.

Exploratory analysis of the USVSales series

In this section, we will focus on exploring and learning about the main characteristics of the series. These insights will be used to build new features as inputs for the ML model. The exploratory...

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Authors (1)

Rami Krispin

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.

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