Download or read book M thodes en s ries temporelles et applications avec R written by Mohamed Boutahar and published by Editions Ellipses. This book was released on 2019-10-08 with total page 326 pages. Available in PDF, EPUB and Kindle. Book excerpt: Le logiciel R est actuellement un outil de statistique largement utilisé dans le monde universitaire mais aussi en entreprise. Ce livre présente les techniques de modélisation des séries temporelles en utilisant le logiciel R. Il guidera l'utilisateur dans la résolution de problèmes, souvent rencontrés lors de la modélisation d’une série : Quels tests peut-on utiliser pour décider si la série est stationnaire ?La non-stationnarité est-elle due à la présence d’une tendance déterministe ou stochastique ?Comment détecter et valider la saisonnalité ? Est-elle déterministe ou stochastique ?Comment modéliser les effets hétéroscédastiques ou de longue mémoire de la série ?Quels tests peut-on utiliser pour valider un modèle pour la série ?Comment sélectionner le meilleur modèle parmi plusieurs proposés pour la série ? Cet ouvrage s’adresse aux étudiants en L3, en Masters de mathématiques appliquées, en écoles de commerce ou en écoles d’ingénieurs, mais aussi aux enseignants-chercheurs.

Download or read book Applied Time Series Analysis with R written by Wayne A. Woodward and published by CRC Press. This book was released on 2017-02-17 with total page 460 pages. Available in PDF, EPUB and Kindle. Book excerpt: Virtually any random process developing chronologically can be viewed as a time series. In economics closing prices of stocks, the cost of money, the jobless rate, and retail sales are just a few examples of many. Developed from course notes and extensively classroom-tested, Applied Time Series Analysis with R, Second Edition includes examples across a variety of fields, develops theory, and provides an R-based software package to aid in addressing time series problems in a broad spectrum of fields. The material is organized in an optimal format for graduate students in statistics as well as in the natural and social sciences to learn to use and understand the tools of applied time series analysis. Features Gives readers the ability to actually solve significant real-world problems Addresses many types of nonstationary time series and cutting-edge methodologies Promotes understanding of the data and associated models rather than viewing it as the output of a "black box" Provides the R package tswge available on CRAN which contains functions and over 100 real and simulated data sets to accompany the book. Extensive help regarding the use of tswge functions is provided in appendices and on an associated website. Over 150 exercises and extensive support for instructors The second edition includes additional real-data examples, uses R-based code that helps students easily analyze data, generate realizations from models, and explore the associated characteristics. It also adds discussion of new advances in the analysis of long memory data and data with time-varying frequencies (TVF).

Download or read book Introductory Time Series with R written by Paul S.P. Cowpertwait and published by Springer Science & Business Media. This book was released on 2009-05-28 with total page 262 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book gives you a step-by-step introduction to analysing time series using the open source software R. Each time series model is motivated with practical applications, and is defined in mathematical notation. Once the model has been introduced it is used to generate synthetic data, using R code, and these generated data are then used to estimate its parameters. This sequence enhances understanding of both the time series model and the R function used to fit the model to data. Finally, the model is used to analyse observed data taken from a practical application. By using R, the whole procedure can be reproduced by the reader. All the data sets used in the book are available on the website http://staff.elena.aut.ac.nz/Paul-Cowpertwait/ts/. The book is written for undergraduate students of mathematics, economics, business and finance, geography, engineering and related disciplines, and postgraduate students who may need to analyse time series as part of their taught programme or their research.

Download or read book M thodes en s ries temporelles et applications avec R written by Mohamed Boutahar and published by . This book was released on 2019-10-08 with total page 324 pages. Available in PDF, EPUB and Kindle. Book excerpt: La 4e de couverture indique : "Le logiciel R est actuellement un outil de statistique largement utilisé dans le monde universitaire et en entreprise. Ce livre présente les techniques de modélisation des séries temporelles en utilisant le logiciel R. Il guidera l'utilisateur dans la résolution de problèmes souvent rencontrés lors de la modélisation d'une série en répondant aux questions suivantes : - Quels tests peut-on utliser pour décider si la série est stationnaire ? ; - La non-stationnarité est-elle due à la présence d'une tendance déterministe ou stochastique ? ; - Comment détecter et valider la saisonnalité ? Est-elle déterministe ou stochastique ? ; - Comment modéliser les effets hétéroscédastiques ou de longue mémoire de la série ? ; - Quesl tests peut-on utiliser pour valider un modèle pour la série ? ; - Comment sélectionner le meilleur modèle parmi plusieurs proposés pour la série ?"

Download or read book Hands On Time Series Analysis with R written by Rami Krispin and published by Packt Publishing Ltd. This book was released on 2019-05-31 with total page 438 pages. Available in PDF, EPUB and Kindle. Book excerpt: Build efficient forecasting models using traditional time series models and machine learning algorithms. Key FeaturesPerform time series analysis and forecasting using R packages such as Forecast and h2oDevelop models and find patterns to create visualizations using the TSstudio and plotly packagesMaster statistics and implement time-series methods using examples mentionedBook Description Time series analysis is the art of extracting meaningful insights from, and revealing patterns in, time series data using statistical and data visualization approaches. These insights and patterns can then be utilized to explore past events and forecast future values in the series. This book explores the basics of time series analysis with R and lays the foundations you need to build forecasting models. You will learn how to preprocess raw time series data and clean and manipulate data with packages such as stats, lubridate, xts, and zoo. You will analyze data and extract meaningful information from it using both descriptive statistics and rich data visualization tools in R such as the TSstudio, plotly, and ggplot2 packages. The later section of the book delves into traditional forecasting models such as time series linear regression, exponential smoothing (Holt, Holt-Winter, and more) and Auto-Regressive Integrated Moving Average (ARIMA) models with the stats and forecast packages. You'll also cover advanced time series regression models with machine learning algorithms such as Random Forest and Gradient Boosting Machine using the h2o package. By the end of this book, you will have the skills needed to explore your data, identify patterns, and build a forecasting model using various traditional and machine learning methods. What you will learnVisualize time series data and derive better insightsExplore auto-correlation and master statistical techniquesUse time series analysis tools from the stats, TSstudio, and forecast packagesExplore and identify seasonal and correlation patternsWork with different time series formats in RExplore time series models such as ARIMA, Holt-Winters, and moreEvaluate high-performance forecasting solutionsWho this book is for Hands-On Time Series Analysis with R is ideal for data analysts, data scientists, and all R developers who are looking to perform time series analysis to predict outcomes effectively. A basic knowledge of statistics is required; some knowledge in R is expected, but not mandatory.

Download or read book Advances in Systems Science written by Jerzy Swiątek and published by Springer Science & Business Media. This book was released on 2013-08-13 with total page 796 pages. Available in PDF, EPUB and Kindle. Book excerpt: The International Conference on Systems Science 2013 (ICSS 2013) was the 18th event of the series of international scientific conferences for researchers and practitioners in the fields of systems science and systems engineering. The conference took place in Wroclaw, Poland during September 10-12, 2013 and was organized by Wroclaw University of Technology and co-organized by: Committee of Automatics and Robotics of Polish Academy of Sciences, Committee of Computer Science of Polish Academy of Sciences and Polish Section of IEEE. The papers included in the proceedings cover the following topics: Control Theory, Databases and Data Mining, Image and Signal Processing, Machine Learning, Modeling and Simulation, Operational Research, Service Science, Time series and System Identification. The accepted and presented papers highlight new trends and challenges in systems science and systems engineering.

Download or read book Time Series Analysis and Its Applications written by Robert H. Shumway and published by Springer Science & Business Media. This book was released on 2006-10-12 with total page 589 pages. Available in PDF, EPUB and Kindle. Book excerpt: The second edition marks a substantial change to the ?rst edition. P- haps the most signi?cant change is the introduction of examples based on the freeware R package. The package, which runs on most operating systems, can be downloaded from The Comprehensive R Archive Network (CRAN) at http://cran. r-project. org/ or any one of its mirrors. Readers who have experience with the S-PLUS R package will have no problem working with R. For novices, R installs some help manuals, and CRAN supplies links to contributed tutorials such as R for Beginners. In our examples, we assume the reader has downloaded and installed R and has downloaded the nec- sary data ?les. The data ?les can be downloaded from the website for the text,http://www. stat. pitt. edu/stoffer/tsa2/ or any one of its mirrors. We will also provide additional code and other information of interest on the text’s website. Most of the material that would be given in an introductory course on time series analysis has associated R code. Although examples are given in R, the material is not R-dependent. In courses we have given using a preliminary version of the new edition of the text, students were allowed to use any package of preference. Although most students used R (or S-PLUS), a number of them completed the course successfully using other programs such R R R as ASTSA, MATLAB ,SAS , and SPSS . Another substantial change from the ?rst edition is that the material has beendividedintosmallerchapters.

Download or read book Research in Computer Science and Its Applications written by Youssou Faye and published by Springer Nature. This book was released on 2021-11-03 with total page 139 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed post-conference proceedings of the 11th EAI International Conference on Research in Computer science and its Applications, CNRIA 2021, held in June 2021. Due to COVID-19 pandemic the conference was held virtually. The 11 full papers presented were selected from 24 submissions and issue different problems in underserved and unserved areas. The papers are arranged in 3 tracks: data science and artificial intelligence; telecom and artificial intelligence; IoT and ICT applications.

Download or read book HPI Future SOC Lab written by Meinel, Christoph and published by Universitätsverlag Potsdam. This book was released on 2015-06-03 with total page 183 pages. Available in PDF, EPUB and Kindle. Book excerpt: The “HPI Future SOC Lab” is a cooperation of the Hasso-Plattner-Institut (HPI) and industrial partners. Its mission is to enable and promote exchange and interaction between the research community and the industrial partners. The HPI Future SOC Lab provides researchers with free of charge access to a complete infrastructure of state of the art hard- and software. This infrastructure includes components, which might be too expensive for an ordinary research environment, such as servers with up to 64 cores. The offerings address researchers particularly from but not limited to the areas of computer science and business information systems. Main areas of research include cloud computing, parallelization, and In-Memory technologies. This technical report presents results of research projects executed in 2013. Selected projects have presented their results on April 10th and September 24th 2013 at the Future SOC Lab Day events.

Download or read book Time Series Analysis Papers written by Emanuel Parzen and published by . This book was released on 1967 with total page 588 pages. Available in PDF, EPUB and Kindle. Book excerpt: On consistent estimates of the spectral density of a stationary time series; Analysis of a general system for the detection of amplitude-modulated noise; A central limit theorem for multilinear stochastic processes; Conditions that a stochastic process ber egodic; On consistent estimates of the spectrum of a stationary time series; On choosing an estimate of the spectral density function of a stationary time series; On asymptotically efficient consistent estimates of the spectral density function of a stationary time series; General considerations in the analysis of spectra; Mathematical considerations in the estimation of spectra; Spectral analysis of asymptotically stationary time series; On spectral analysis with missing observations and amplitude modulation; Notes on fourier analysis and spectral windows; Statistical inference on time series by Hilbert space methods; An approach to time series analysis; Regression analysis of continuous parameter time series; A new approach to the synthesis of optimal smoothing and prediction systems; Probability density functionals and reproducing kernel hilbert spaces; Extraction and detection problems and reproducing kernel hilbert spaces; On estimation of a probability density function and mode; On models for the probability of fatigue failure of a structure; An approach to empirical time series analysis.

Download or read book Actes de la Session written by International Statistical Institute and published by . This book was released on 1961 with total page 852 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Time Series Analysis in R written by Lauren Gallardo and published by . This book was released on 2023 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Rapport Du Groupe de Travail de la FAO Sur L valuation Des Petits P lagiques Au Large de L Afrique Nord occidentale written by FAO Working Group on the Assessment of Small Pelagic Fish off Northwest Africa. Meeting and published by Food & Agriculture Org.. This book was released on 2006 with total page 196 pages. Available in PDF, EPUB and Kindle. Book excerpt: The fifth meeting of the FAO Working Group on the Assessment of Small Pelagic Fish off Northwest Africa was held in Nouadhibou, Mauritania, from 26 April to 5 May 2005. The meeting continued to focus on data quality and on the analysis of trends in the basic data (landings, catch, effort, abundance, length and age distribution) and trends in the fishery independent survey data. The structure of the report is the same as that of the previous Working Group report (FAO, 2004), with the addition of two chapters, one on bonga (Ethmalosa fimbriata) and one on anchovy (Engraulis encrasicolus). A separate section is devoted to each of the main groups of species (sardine, sardinella, horse mackerel, chub mackerel, bonga and anchovy). For each of these, standardised information is given on stock identity, fisheries, abundance indices, sampling, biological data, assessment, management recommendations and future research. In the absence of reliable length and/or age compositions, the Working Group used production models for all stocks. The results of the assessments indicate that the sardine stock in Zone C is not fully exploited and the Working Group hence noted that the total catch level may be temporarily increased but should be adjusted to natural changes in the stock. A constant monitoring of the stock abundance and structure, by scientific surveys, independent from catch data, should be ensured, to detect unanticipated changes that may require urgent management measures. As regards the central stock of sardine (Zones A+ B), it is recommended not to increase catches above the average level of the last five years (600 000 tonnes). The stock of round sardinella was found to be fully exploited and it was hence recommended not to increase catches of sardinella above the current level of 400 000 tonnes (2004). As a precautionary approach, the Working Group recommended not to increase catches above the average level of the last five years for the horse mackerels (80 000 tonnes for Trachurus trachurus and 170 000 tonnes for T. trecae) and not to increase catches above the 2004 level for chub mackerel (220 000 tonnes). For bonga the Working Group recommended as a precautionary measure that the catch level should not exceed the average over the last five years (42 000 tonnes) and for anchovy the catch level should not exceed the average over the last three years (160 000 tonnes). In formulating the results of the assessments, the Working Group noted that it lacked a set of uniform reference points and management objectives for all stocks in the area. The Group noted that the selection of appropriate reference points required more time than was available during the meeting. It was therefore decided that some members will look further into this problem, working by correspondence, and present a working paper at the 2006 meeting. At that meeting the Working Group will attempt to agree on a common policy concerning the way it presents its management advice for the various stocks.

Download or read book Bulletin de L Institut International de Statistique written by and published by . This book was released on 2001 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Colloque de Physique written by and published by . This book was released on 1990 with total page 722 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Basic Data Analysis for Time Series with R written by DeWayne R. Derryberry and published by . This book was released on 2014 with total page 299 pages. Available in PDF, EPUB and Kindle. Book excerpt: "This book emphasizes the collaborative analysis of data that is used to collect increments of time or space. Written at a readily accessible level, but with the necessary theory in mind, the author uses frequency- and time-domain and trigonometric regression as themes throughout the book. The content includes modern topics such as wavelets, Fourier series, and Akaike's Information Criterion (AIC), which is not typical of current-day "classics." Applications to a variety of scientific fields are showcased. Exercise sets are well crafted with the express intent of supporting pedagogy through recognition and repetition. R subroutines are employed as the software and graphics tool of choice. Brevity is a key component to the retention of the subject matter. The book presumes knowledge of linear algebra, probability, data analysis, and basic computer programming"--

Download or read book Practical Time Series Forecasting with R written by Galit Shmueli and published by . This book was released on 2016-08-01 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: PRACTICAL TIME SERIES FORECASTING with R, Second Edition provides an applied approach to time-series forecasting. Forecasting is an essential component of predictive analytics. The book introduces popular forecasting methods and approaches used in a variety of business applications.The book offers clear explanations, practical examples, and end-of-chapter exercises and cases. Readers will learn to use forecasting methods using the free open-source R software to develop effective forecasting solutions that extract business value from time-series data.Featuring improved organization and new material, the Second Edition also includes:* Popular forecasting methods including smoothing algorithms, regression models, and neural networks* A practical approach to evaluating the performance of forecasting solutions* A business-analytics exposition focused on linking time-series forecasting to business goals* Guided cases for integrating the acquired knowledge using real data* End-of-chapter problems to facilitate active learning* A companion site with data sets, R code, learning resources, and instructor materials (solutions to exercises, case studies)* Globally-available textbook, available in both softcover and Kindle formatsPRACTICAL TIME SERIES FORECASTING with R, Second Edition is the perfect textbook for upper-undergraduate, graduate and MBA-level courses as well as professional programs in data science and business analytics. The book is also designed for practitioners in the fields of operations research, supply chain management, marketing, economics, finance and management.For more information visit forecastingbook.com