Overview

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.

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9780367537944

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Reviews

A well-structured text aimed at undergraduates pursuing a data science curriculum, or MBA students. The authors draw upon their vast combined experience in research and teaching to a variety of audiences to present the classical material on ARMA-based Box-Jenkins methodology without assuming a calculus background. Yet, their approach manages to be heuristic, while not sacrificing relevant theoretical detail that enriches understanding. The authors complement this material with chapters on multivariate models, and, refreshingly, a very enlightening discussion on neural networks. The exposition is lucid, well-organized, and copiously illustrated to reinforce comprehension of concepts. The companion R package (tswge) finds a niche in the growing list of time series toolboxes, by providing clean, straightforward functionality on such essentials as spectrum reconstruction and model factor tables to glean the structure of AR and MA polynomials. - Alex Trindade, Texas Tech University

"""A well-structured text aimed at undergraduates pursuing a data science curriculum, or MBA students. The authors draw upon their vast combined experience in research and teaching to a variety of audiences to present the classical material on ARMA-based Box-Jenkins methodology without assuming a calculus background. Yet, their approach manages to be heuristic, while not sacrificing relevant theoretical detail that enriches understanding. The authors complement this material with chapters on multivariate models, and, refreshingly, a very enlightening discussion on neural networks. The exposition is lucid, well-organized, and copiously illustrated to reinforce comprehension of concepts. The companion R package (tswge) finds a niche in the growing list of time series toolboxes, by providing clean, straightforward functionality on such essentials as spectrum reconstruction and model factor tables to glean the structure of AR and MA polynomials."" - Alex Trindade, Texas Tech University"

Author Information

Wayne Woodward, Bivin Sadler, Stephen Robertson

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