Time Series Forecasting using Machine Learning Case Studies with R and iForecast /

This book uses R package, iForecast, to conduct financial economic time series forecasting with machine learning methods, especially the generation of dynamic forecasts out-of-sample. Machine learning methods cover enet, random forecast, gbm, and autoML etc., including binary economic time series. T...

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Hlavní autor: Ho, Tsung-wu (Autor)
Korporativní autor: SpringerLink (Online service)
Médium: Elektronický zdroj E-kniha
Jazyk:angličtina
Vydáno: Cham : Springer Nature Switzerland : Imprint: Springer, 2025.
Vydání:1st ed. 2025.
Témata:
On-line přístup:https://doi.org/10.1007/978-3-031-97946-0
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Obsah:
  • Preface
  • Chapter 1 Time Series Basics in R
  • Chapter 2 Predictive Time Series Modelling
  • Chapter 3 Forecasting using Machine Learning Methods
  • Chapter 4 Special Topics
  • Chapter 5 Predictive Case Studies— Training by Rolling
  • References.