Description: Statistical Learning for Big Dependent Data, Hardcover by Peña, Daniel; Tsay, Ruey S., ISBN 1119417384, ISBN-13 9781119417385, Brand New, Free shipping in the US
Master advanced topics in the analysis of large, dynamically dependent datasets with this insightful resource
Statistical Learning with Big Dependent Data delivers a comprehensive presentation of the statistical and machine learning methods useful for analyzing and forecasting large and dynamically dependent data sets. Th presents automatic procedures for modelling and forecasting large sets of time series data. Beginning with some visualization tools, th discusses procedures and methods for finding outliers, clusters, and other types of heterogeneity in big dependent data. It then introduces various dimension reduction methods, including regularization and factor models such as regularized Lasso in the presence of dynamical dependence and dynamic factor models. Th also covers other forecasting procedures, including index models, partial least squares, boosting, and now-casting. It further presents machine-learning methods, including neural network, deep learning, classification and regression trees and random forests. Finally, procedures for modelling and forecasting spatio-temporal dependent data are also presented.
Throughout th, the advantages and disadvantages of the methods discussed are given. Th uses real-world examples to demonstrate applications, including use of many R packages. Finally, an R package associated with th is available to assist readers in reproducing the analyses of examples and to facilitate real applications.
Analysis of Big Dependent Data includes a wide variety of topics for modeling and understanding big dependent data, like:
- New ways to plot large sets of time series
- An automatic procedure to build univariate ARMA models for individual components of a large data set
- Powerful outlier detection procedures for large sets of related time series
- New methods for finding the number of clusters of time series and discrimination methods , including vector support machines, for time series
- Broad coverage of dynamic factor models including new representations and estimation methods for generalized dynamic factor models
- Discussion on the usefulness of lasso with time series and an evaluation of several machine learning procedure for forecasting large sets of time series
- Forecasting large sets of time series with exogenous variables, including discussions of index models, partial least squares, and boosting.
- Introduction of modern procedures for modeling and forecasting spatio-temporal data
Perfect for PhD students and researchers in business, economics, engineering, and science: Statistical Learning with Big Dependent Data also belongs to thshelves of practitioners in these fields who hope to improve their understanding of statistical and machine learning methods for analyzing and forecasting big dependent data.
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End Time: 2024-12-02T14:57:13.000Z
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Book Title: Statistical Learning for Big Dependent Data
Number of Pages: 560 Pages
Language: English
Publication Name: Statistical Learning for Big Dependent Data
Publisher: Wiley & Sons, Incorporated, John
Item Height: 1.2 in
Subject: Probability & Statistics / General, General
Publication Year: 2021
Item Weight: 45.4 Oz
Type: Textbook
Author: Ruey S. Tsay, Daniel Peña
Subject Area: Mathematics
Item Length: 10.2 in
Item Width: 7.3 in
Series: Wiley Series in Probability and Statistics Ser.
Format: Hardcover
