Gain expertise in modern time series forecasting and causal inference in R to solve real-world business problems with reproducible, high-quality code Key Features Explore forecasting and causal inference with practical R examples Build reproducible, high-quality time series workflows using tidyverse and modern R packages Apply models to real-world business scenarios with step-by-step guidance Purchase of the print or Kindle book includes a free PDF eBook Book Description Modern Time Series Analysis with R is a comprehensive, hands-on guide to mastering the art of time series analysis using the R programming language. Written by leading experts in applied statistics and econometrics, this book helps data scientists, analysts, and developers bridge the gap between traditional statistical theory and practical business applications. Starting with the foundations of R and tidyverse, you’ll explore the core components of time series data, data wrangling, and visualization techniques. The chapters then guide you through key modeling approaches, ranging from classical methods like ARIMA and exponential smoothing to advanced computational techniques, such as machine learning, deep learning, and ensemble forecasting. Beyond forecasting, you’ll discover how time series can be applied to causal inference, anomaly detection, change point analysis, and multiple time series modeling. Practical examples and reproducible code will empower you to assess business problems, choose optimal solutions, and communicate results effectively through dynamic R-based reporting. By the end of this book, you’ll be confident in applying modern time series methods to real-world data, delivering actionable insights for strategic decision-making in business, finance, technology, and beyond. What you will learn Understand core concepts and components of time series data Wrangle and visualize time series with tidyverse and R packages Apply ARIMA, exponential smoothing, and machine learning methods Explore deep learning and ensemble forecasting approaches Conduct causal inference with interrupted time series analysis Detect anomalies, structural changes, and perform change point analysis Analyze multiple time series using hierarchical and grouped models Automate reproducible reporting with RStudio and dynamic documents Who this book is for This book is for data scientists, analysts, and developers who want to master time series analysis using R. It is ideal for professionals in finance, retail, technology, and research, as well as students seeking practical, business-oriented approaches to forecasting and causal inference. Basic knowledge of R is assumed, but no advanced mathematics is required.

Perform time series analysis and forecasting confidently with this Python code bank and reference manual Purchase of the print or Kindle book includes a free PDF eBook Key Features Explore up-to-date forecasting and anomaly detection techniques using statistical, machine learning, and deep learning algorithms Learn different techniques for evaluating, diagnosing, and optimizing your models Work with a variety of complex data with trends, multiple seasonal patterns, and irregularities Book Description To use time series data to your advantage, you need to be well-versed in data preparation, analysis, and forecasting. This fully updated second edition includes chapters on probabilistic models and signal processing techniques, as well as new content on transformers. Additionally, you will leverage popular libraries and their latest releases covering Pandas, Polars, Sktime, stats models, stats forecast, Darts, and Prophet for time series with new and relevant examples. You'll start by ingesting time series data from various sources and formats, and learn strategies for handling missing data, dealing with time zones and custom business days, and detecting anomalies using intuitive statistical methods. Further, you'll explore forecasting using classical statistical models (Holt-Winters, SARIMA, and VAR). Learn practical techniques for handling non-stationary data, using power transforms, ACF and PACF plots, and decomposing time series data with multiple seasonal patterns. Then we will move into more advanced topics such as building ML and DL models using TensorFlow and PyTorch, and explore probabilistic modeling techniques. In this part, you’ll also learn how to evaluate, compare, and optimize models, making sure that you finish this book well-versed in wrangling data with Python. What you will learn Understand what makes time series data different from other data Apply imputation and interpolation strategies to handle missing data Implement an array of models for univariate and multivariate time series Plot interactive time series visualizations using hvPlot Explore state-space models and the unobserved components model (UCM) Detect anomalies using statistical and machine learning methods Forecast complex time series with multiple seasonal patterns Use conformal prediction for constructing prediction intervals for time series Who this book is for This book is for data analysts, business analysts, data scientists, data engineers, and Python developers who want practical Python recipes for time series analysis and forecasting techniques. Fundamental knowledge of Python programming is a prerequisite. Prior experience working with time series data to solve business problems will also help you to better utilize and apply the different recipes in this book.

EXPLORE THIS INDISPENSABLE AND COMPREHENSIVE GUIDE TO TIME SERIES ANALYSIS FOR STUDENTS AND PRACTITIONERS IN A WIDE VARIETY OF DISCIPLINES Applied Time Series Analysis for the Social Sciences: Specification, Estimation, and Inference delivers an accessible guide to time series analysis that includes both theory and practice. The coverage spans developments from ARIMA intervention models and generalized least squares to the London School of Economics (LSE) approach and vector autoregression. Designed to break difficult concepts into manageable pieces while offering plenty of examples and exercises, the author demonstrates the use of lag operator algebra throughout to provide a better understanding of dynamic specification and the connections between model specifications that appear to be more different than they are. The book is ideal for those with minimal mathematical experience, intended to follow a course in multiple regression, and includes exercises designed to build general skills such as mathematical expectation calculations to derive means and variances. Readers will also benefit from the inclusion of: A focus on social science applications and a mix of theory and detailed examples provided throughout An accompanying website with data sets and examples in Stata, SAS and R A simplified unit root testing strategy based on recent developments An examination of various uses and interpretations of lagged dependent variables and the common pitfalls students and researchers face in this area An introduction to LSE methodology such as the COMFAC critique, general-to-specific modeling, and the use of forecasting to evaluate and test models Perfect for students and professional researchers in the political sciences, public policy, sociology, and economics, Applied Time Series Analysis for the Social Sciences: Specification, Estimation, and Inference will also earn a place in the libraries of post graduate students and researchers in public health, public administration and policy, and education.

Make accurate time series predictions with powerful pretrained foundation models! You don’t need to spend weeks—or even months—coding and training your own models for time series forecasting. Time Series Forecasting Using Foundation Models shows you how to make accurate predictions using flexible pretrained models. In Time Series Forecasting Using Foundation Models you will discover: The inner workings of large time models Zero-shot forecasting on custom datasets Fine-tuning foundation forecasting models Evaluating large time models Time Series Forecasting Using Foundation Models teaches you how to do efficient forecasting using powerful time series models that have already been pretrained on billions of data points. You’ll appreciate the hands-on examples that show you what you can accomplish with these amazing models. Along the way, you’ll learn how time series foundation models work, how to fine-tune them, and how to use them with your own data. About the Technology Time-series forecasting is the art of analyzing historical, time-stamped data to predict future outcomes. Foundational time series models like TimeGPT and Chronos, pre-trained on billions of data points, can now effectively augment or replace painstakingly-built custom time-series models. About the Book Time Series Forecasting Using Foundation Models explores the architecture of large time models and shows you how to use them to generate fast, accurate predictions. You’ll learn to fine-tune time models on your own data, execute zero-shot probabilistic forecasting, point forecasting, and more. You’ll even find out how to reprogram an LLM into a time series forecaster—all following examples that will run on an ordinary laptop. What's Inside How large time models work Zero-shot forecasting on custom datasets Fine-tuning and evaluating foundation models About the Reader For data scientists and machine learning engineers familiar with the basics of time series forecasting theory. Examples in Python. About the Author Marco Peixeiro builds cutting-edge open-source forecasting Python libraries at Nixtla. He is the author of Time Series Forecasting in Python. Quotes Clear and hands-on, featuring both theory and easy-to-follow examples. - Eryk Lewinson, Author of Python for Finance Cookbook Bridges the gap between classical forecasting methods and the new developments in the foundational models. A fantastic resource. - Juan Orduz, PyMC Labs A foundational guide to forecasting’s next chapter. - Tyler Blume, daybreak An immensely practical introduction to forecasting using foundation models. - Stephan Kolassa, SAP Switzerland

Time Series Analysis with Spark provides a practical introduction to leveraging Apache Spark and Databricks for time series analysis. You'll learn to prepare, model, and deploy robust and scalable time series solutions for real-world applications. From data preparation to advanced generative AI techniques, this guide prepares you to excel in big data analytics. What this Book will help me do Understand the core concepts and architectures of Apache Spark for time series analysis. Learn to clean, organize, and prepare time series data for big data environments. Gain expertise in choosing, building, and training various time series models tailored to specific projects. Master techniques to scale your models in production using Spark and Databricks. Explore the integration of advanced technologies such as generative AI to enhance predictions and derive insights. Author(s) Yoni Ramaswami, a Senior Solutions Architect at Databricks, has extensive experience in data engineering and AI solutions. With a focus on creating innovative big data and AI strategies across industries, Yoni authored this book to empower professionals to efficiently handle time series data. Yoni's approachable style ensures that both foundational concepts and advanced techniques are accessible to readers. Who is it for? This book is ideal for data engineers, machine learning engineers, data scientists, and analysts interested in enhancing their expertise in time series analysis using Apache Spark and Databricks. Whether you're new to time series or looking to refine your skills, you'll find both foundational insights and advanced practices explained clearly. A basic understanding of Spark is helpful but not required.

"Time Series Forecasting Using Generative AI introduces readers to Generative Artificial Intelligence (Gen AI) in time series analysis, offering an essential exploration of cutting-edge forecasting methodologies." The book covers a wide range of topics, starting with an overview of Generative AI, where readers gain insights into the history and fundamentals of Gen AI with a brief introduction to large language models. The subsequent chapter explains practical applications, guiding readers through the implementation of diverse neural network architectures for time series analysis such as Multi-Layer Perceptrons (MLP), WaveNet, Temporal Convolutional Network (TCN), Bidirectional Temporal Convolutional Network (BiTCN), Recurrent Neural Networks (RNN), Long Short-Term Memory (LSTM), Deep AutoRegressive(DeepAR), and Neural Basis Expansion Analysis(NBEATS) using modern tools. Building on this foundation, the book introduces the power of Transformer architecture, exploring its variants such as Vanilla Transformers, Inverted Transformer (iTransformer), DLinear, NLinear, and Patch Time Series Transformer (PatchTST). Finally, The book delves into foundation models such as Time-LLM, Chronos, TimeGPT, Moirai, and TimesFM enabling readers to implement sophisticated forecasting models tailored to their specific needs. This book empowers readers with the knowledge and skills needed to leverage Gen AI for accurate and efficient time series forecasting. By providing a detailed exploration of advanced forecasting models and methodologies, this book enables practitioners to make informed decisions and drive business growth through data-driven insights. ● Understand the core history and applications of Gen AI and its potential to revolutionize time series forecasting. ● Learn to implement different neural network architectures such as MLP, WaveNet, TCN, BiTCN, RNN, LSTM, DeepAR, and NBEATS for time series forecasting. ● Discover the potential of Transformer architecture and its variants, such as Vanilla Transformers, iTransformer, DLinear, NLinear, and PatchTST, for time series forecasting. ● Explore complex foundation models like Time-LLM, Chronos, TimeGPT, Moirai, and TimesFM. ● Gain practical knowledge on how to apply Gen AI techniques to real-world time series forecasting challenges and make data-driven decisions. Who this book is for: Data Scientists, Machine learning engineers, Business Aanalysts, Statisticians, Economists, Financial Analysts, Operations Research Analysts, Data Analysts, Students.

Account for uncertainties and optimize decision-making with this thorough exposition Decision theory is a body of thought and research seeking to apply a mathematical-logical framework to assessing probability and optimizing decision-making. It has developed robust tools for addressing all major challenges to decision making. Yet the number of variables and uncertainties affecting each decision outcome, many of them beyond the decider’s control, mean that decision-making is far from a ‘solved problem’. The tools created by decision theory remain to be refined and applied to decisions in which uncertainties are prominent. Probabilistic Forecasts and Optimal Decisions introduces a theoretically-grounded methodology for optimizing decision-making under conditions of uncertainty. Beginning with an overview of the basic elements of probability theory and methods for modeling continuous variates, it proceeds to survey the mathematics of both continuous and discrete models, supporting each with key examples. The result is a crucial window into the complex but enormously rewarding world of decision theory. Readers of Probablistic Forecasts and Optimal Decisions will also find: Extended case studies supported with real-world data Mini-projects running through multiple chapters to illustrate different stages of the decision-making process End of chapter exercises designed to facilitate student learning Probabilistic Forecasts and Optimal Decisions is ideal for advanced undergraduate and graduate students in the sciences and engineering, as well as predictive analytics and decision analytics professionals.

The book aims to solve the discrete implementation problems of continuous-time neural network models while improving the performance of neural networks by using various Zhang Time Discretization (ZTD) formulas.

Can you forecast the future value by considering historical data? Accurate forecasting requires more than just plugging in historical data into models. Readers will find the latest techniques used by managers in business today, discover the importance of forecasting and learn how it is accomplished.

The problem of forecasting future values of economic and physical processes, the problem of restoring lost information, cleaning signals or other data observations from noise, is magnified in an information-laden word. Methods of stochastic processes estimation depend on two main factors. The first factor is construction of a model of the process being investigated. The second factor is the available information about the structure of the process under consideration. In this book, we propose results of the investigation of the problem of mean square optimal estimation (extrapolation, interpolation, and filtering) of linear functionals depending on unobserved values of stochastic sequences and processes with periodically stationary and long memory multiplicative seasonal increments. Formulas for calculating the mean square errors and the spectral characteristics of the optimal estimates of the functionals are derived in the case of spectral certainty, where spectral structure of the considered sequences and processes are exactly known. In the case where spectral densities of the sequences and processes are not known exactly while some sets of admissible spectral densities are given, we apply the minimax-robust method of estimation.

The surging predictive analytics market is expected to grow from $10.5 billion today to $28 billion by 2026. With the rise in automation across industries, the increase in data-driven decision-making, and the proliferation of IoT devices, predictive analytics has become an operational necessity in today's forward-thinking companies. If you're a data professional, you need to be aligned with your company's business activities more than ever before. This practical book provides the background, tools, and best practices necessary to help you design, implement, and operationalize predictive analytics on-premises or in the cloud. Explore ways that predictive analytics can provide direct input back to your business Understand mathematical tools commonly used in predictive analytics Learn the development frameworks used in predictive analytics applications Appreciate the role of predictive analytics in the machine learning process Examine industry implementations of predictive analytics Build, train, and retrain predictive models using Python and TensorFlow

The concept of deep machine learning is easier to understand by paying attention to the cyclic stochastic time series and a time series whose content is non-stationary not only within the cycles, but also over the cycles as the cycle-to-cycle variations.

Next-Generation Sequencing Data Analysis walks readers through NGS data analysis step-by-step for a wide range of NGS applications.

Lead your demand planning process to excellence and deliver real value to your supply chain. In Demand Forecasting Best Practices you’ll learn how to: Lead your team to improve quality while reducing workload Properly define the objectives and granularity of your demand planning Use intelligent KPIs to track accuracy and bias Identify areas for process improvement Help planners and stakeholders add value Determine relevant data to collect and how best to collect it Utilize different statistical and machine learning models An expert demand forecaster can help an organization avoid overproduction, reduce waste, and optimize inventory levels for a real competitive advantage. Demand Forecasting Best Practices teaches you how to become that virtuoso demand forecaster. This one-of-a-kind guide reveals forecasting tools, metrics, models, and stakeholder management techniques for delivering more effective supply chains. Everything you learn has been proven and tested in a live business environment. Discover author Nicolas Vandeput’s original five step framework for demand planning excellence and learn how to tailor it to your own company’s needs. Illustrations and real-world examples make each concept easy to understand and easy to follow. You’ll soon be delivering accurate predictions that are driving major business value. About the Technology An expert demand forecaster can help an organization avoid overproduction, reduce waste, and optimize inventory levels for a real competitive advantage. This book teaches you how to become that virtuoso demand forecaster. About the Book Demand Forecasting Best Practices reveals forecasting tools, metrics, models, and stakeholder management techniques for managing your demand planning process efficiently and effectively. Everything you learn has been proven and tested in a live business environment. Discover author Nicolas Vandeput’s original five step framework for demand planning excellence and learn how to tailor it to your own company’s needs. Illustrations and real-world examples make each concept easy to understand and easy to follow. You’ll soon be delivering accurate predictions that are driving major business value. What's Inside Enhance forecasting quality while reducing team workload Utilize intelligent KPIs to track accuracy and bias Identify process areas for improvement Assist stakeholders in sales, marketing, and finance Optimize statistical and machine learning models About the Reader For demand planners, sales and operations managers, supply chain leaders, and data scientists. About the Author Nicolas Vandeput is a supply chain data scientist, the founder of consultancy company SupChains in 2016, and a teacher at CentraleSupélec, France. Quotes This new book continues to push the FVA mindset, illustrating practices that drive the efficiency and effectiveness of the business forecasting process. - Michael Gilliland, Editor-in-Chief, Foresight: Journal of Applied Forecasting A must-read for any SCM professional, data scientist, or business owner. It's practical, accessible, and packed with valuable insights. - Edouard Thieuleux, Founder of AbcSupplyChain An exceptional resource that covers everything from basic forecasting principles to advanced forecasting techniques using artificial intelligence and machine learning. The writing style is engaging, making complex concepts accessible to both beginners and experts. - Daniel Stanton, Mr. Supply Chain® Nicolas did it again! Demand Forecasting Best Practices provides practical and actionable advice for improving the demand planning process. - Professor Spyros Makridakis, The Makridakis Open Forecasting Center, Institute For the Future (IFF), University of Nicosia This book is now my companion on all of our planning and forecasting projects. A perfect foundation for implementation and also to recommend process improvements. - Werner Nindl, Chief Architect – CPM Practice Director, Pivotal Drive This author understands the nuances of forecasting, and is able to explain them well. - Burhan Ul Haq, Director of Products, Enablers Both broader and deeper than I expected. - Maxim Volgin, Quantitative Marketing Manager, KLM Great book with actionable insights. - Simon Tschöke, Head of Research, German Edge Cloud

Time series data is at the heart of many applications, from finance and system monitoring to weather forecasting and medical data analysis. "Time Series Indexing" offers a hands-on guide to implementing and leveraging the iSAX indexing technique in Python to efficiently manage, search, and analyze time series data. What this Book will help me do Gain the know-how to implement algorithms like SAX and iSAX with illustrative Python examples. Learn to construct robust time series indexes tailored to real-world data sets. Understand the theoretical underpinnings of time series processing and indexing techniques. Explore and employ visualization techniques to interpret time series structures and insights. Gain the skills to adapt iSAX methodologies to other programming environments and practices. Author(s) Mihalis Tsoukalos is an accomplished developer and author specializing in Python programming and data processing techniques. With years of experience translating complex academic research into practical applications, Mihalis excels at bridging the gap between theory and practice. His writing approach ensures readers grasp both the foundational principles and the hands-on methods needed to succeed. Who is it for? This book best suits researchers, analysts, and developers who work with time series data and seek to elevate their proficiency in indexing and managing such data. It is perfect for professionals with a foundational knowledge of Python and programming concepts. This material also supports learners eager to derive actionable insights from theory-heavy academic research.

Discover how to effectively forecast time series data using Prophet, the versatile open-source tool developed by Meta. Whether you're a business analyst or a machine learning expert, this book provides comprehensive insights into creating, diagnosing, and refining forecasting models. By mastering Prophet, you'll be equipped to make accurate predictions that drive decisions. What this Book will help me do Master the core principles of using Prophet for time series forecasting. Ensure your forecasts are accurate and robust for better decision-making. Gain experience in handling real-world forecasting challenges, like seasonality and outliers. Learn how to fine-tune and optimize models using additional regressors. Understand productionalization of forecasting models to apply solutions at scale. Author(s) Greg Rafferty is a seasoned data scientist specializing in time series analysis and machine learning. With years of practical experience building forecasting models in industries ranging from finance to e-commerce, Greg is dedicated to teaching accessible and actionable approaches to data science. Through clear explanations and practical examples, he empowers readers to solve challenging forecasting problems with confidence. Who is it for? Ideal for data scientists, business analysts, machine learning engineers, and software developers seeking to enhance their forecasting skills with Prophet. Whether you're familiar with time series concepts or just starting to explore forecasting methods, this book helps you advance from fundamental understanding to practical application of state-of-the-art techniques for impactful results.

This book, "Codeless Time Series Analysis with KNIME," serves as your practical guide to mastering time series analysis using the KNIME Analytics Platform. By diving into this book, you'll explore a variety of statistical and machine learning techniques applied explicitly to real-world time series scenarios, helping you build predictive and analysis models effectively. What this Book will help me do Leverage KNIME's powerful tools to preprocess and prepare time series data for analysis. Visualize and dissect time series data into its components like trends and seasonality. Apply statistical models like ARIMA to analyze and forecast continuous data. Train and utilize neural networks including LSTM models for predictive analytics. Integrate external tools like Spark and H2O to enhance your forecasting workflows. Author(s) The authors, including experts from KNIME AG, Corey Weisinger, Maarit Widmann, and Daniele Tonini, collectively bring extensive experience in data analytics and time series modeling. Their expertise with KNIME's tools and real-world time series analysis applications ensures readers gain insights into practical, hands-on techniques. Who is it for? This book is ideally suited for data analysts and scientists eager to explore time series analysis through codeless methodologies. Beginners will benefit from the introductory explanations, while seasoned professionals will find value in the advanced topics and real-world examples. A basic understanding of the KNIME platform is recommended to get the most from this book.

A thought-provoking and startlingly insightful reworking of the science of prediction In Prediction Revisited: The Importance of Observation, a team of renowned experts in the field of data-driven investing delivers a ground-breaking reassessment of the delicate science of prediction for anyone who relies on data to contemplate the future. The book reveals why standard approaches to prediction based on classical statistics fail to address the complexities of social dynamics, and it provides an alternative method based on the intuitive notion of relevance. The authors describe, both conceptually and with mathematical precision, how relevance plays a central role in forming predictions from observed experience. Moreover, they propose a new and more nuanced measure of a prediction’s reliability. Prediction Revisited also offers: Clarifications of commonly accepted but less commonly understood notions of statistics Insight into the efficacy of traditional prediction models in a variety of fields Colorful biographical sketches of some of the key prediction scientists throughout history Mutually supporting conceptual and mathematical descriptions of the key insights and methods discussed within With its strikingly fresh perspective grounded in scientific rigor, Prediction Revisited is sure to earn its place as an indispensable resource for data scientists, researchers, investors, and anyone else who aspires to predict the future from the data-driven lessons of the past.

Time Series Analysis on AWS is your guide to building and deploying powerful forecasting models and identifying anomalies in your time series data. With this book, you will explore effective strategies for modern time series analysis using Amazon Web Services' powerful AI/ML tools. What this Book will help me do Master the fundamental concepts of time series and its applications using industry-relevant examples. Understand time series forecasting with Amazon Forecast and how to deliver actionable business insights. Build and deploy anomaly detection systems using Amazon Lookout for Equipment for predictive maintenance. Learn to utilize Amazon Lookout for Metrics to identify business operational anomalies effectively. Gain practical experience applying AWS ML tools to real-world time series data challenges. Author(s) None Hoarau is a data scientist with extensive experience in utilizing machine learning to solve real-world problems. Combining strong programming skills with domain expertise, they focus on developing applications leveraging AWS AI services. This book reflects their passion for making technical topics accessible and actionable for professionals. Who is it for? This book is ideal for data analysts, business analysts, and data scientists eager to enhance their skills in time series analysis. It suits readers familiar with statistical concepts but new to machine learning. If you're aiming to solve business problems using data and AWS tools, this resource is tailored for you.

Change Detection and Image Time Series Analysis 1 presents a wide range of unsupervised methods for temporal evolution analysis through the use of image time series associated with optical and/or synthetic aperture radar acquisition modalities. Chapter 1 introduces two unsupervised approaches to multiple-change detection in bi-temporal multivariate images, with Chapters 2 and 3 addressing change detection in image time series in the context of the statistical analysis of covariance matrices. Chapter 4 focuses on wavelets and convolutional-neural filters for feature extraction and entropy-based anomaly detection, and Chapter 5 deals with a number of metrics such as cross correlation ratios and the Hausdorff distance for variational analysis of the state of snow. Chapter 6 presents a fractional dynamic stochastic field model for spatio temporal forecasting and for monitoring fast-moving meteorological events such as cyclones. Chapter 7 proposes an analysis based on characteristic points for texture modeling, in the context of graph theory, and Chapter 8 focuses on detecting new land cover types by classification-based change detection or feature/pixel based change detection. Chapter 9 focuses on the modeling of classes in the difference image and derives a multiclass model for this difference image in the context of change vector analysis.