Sign In Start Free Trial
Account

Add to playlist

Create a Playlist

Modal Close icon
You need to login to use this feature.
  • Book Overview & Buying Mastering Predictive Analytics with R
  • Table Of Contents Toc
Mastering Predictive Analytics with R

Mastering Predictive Analytics with R

3.9 (18)
close
close
Mastering Predictive Analytics with R

Mastering Predictive Analytics with R

3.9 (18)

Overview of this book

This book is intended for the budding data scientist, predictive modeler, or quantitative analyst with only a basic exposure to R and statistics. It is also designed to be a reference for experienced professionals wanting to brush up on the details of a particular type of predictive model. Mastering Predictive Analytics with R assumes familiarity with only the fundamentals of R, such as the main data types, simple functions, and how to move data around. No prior experience with machine learning or predictive modeling is assumed, however you should have a basic understanding of statistics and calculus at a high school level.
Table of Contents (13 chapters)
close
close
12
Index

Some fundamental time series


We will begin our study of time series by looking at two famous but very simple examples. These will not only give us a feel for the field, but as we will see later on, they will also become integral building blocks to describe more complex time series.

White noise

A basic but very important type of time series is known as discrete white noise, or simply white noise. In a white noise time series, the random variables that are generated all have a mean of 0, finite and identical variance σw2, and the random variables at different time steps are uncorrelated with each other. Although some texts do not enforce this requirement, most texts also specify that the variables are also independent and identically distributed (iid) random variables.

The iid property essentially requires that each random variable come from the exact same distribution, such as a normal distribution with a particular mean and standard deviation. The property also requires that two variables from...

CONTINUE READING
83
Tech Concepts
36
Programming languages
73
Tech Tools
Icon Unlimited access to the largest independent learning library in tech of over 8,000 expert-authored tech books and videos.
Icon Innovative learning tools, including AI book assistants, code context explainers, and text-to-speech.
Icon 50+ new titles added per month and exclusive early access to books as they are being written.
Mastering Predictive Analytics with R
notes
bookmark Notes and Bookmarks search Search in title playlist Add to playlist font-size Font size

Change the font size

margin-width Margin width

Change margin width

day-mode Day/Sepia/Night Modes

Change background colour

Close icon Search
Country selected

Close icon Your notes and bookmarks

Confirmation

Modal Close icon
claim successful

Buy this book with your credits?

Modal Close icon
Are you sure you want to buy this book with one of your credits?
Close
YES, BUY

Submit Your Feedback

Modal Close icon
Modal Close icon
Modal Close icon