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Introductory Time Series with R
Rhasacommandlineinterfacethato?ersconsiderableadvantagesovermenu systemsintermsofe?ciencyandspeedoncethecommandsareknownandthe languageunderstood. However, thecommandlinesystemcanbedauntingfor the?rst-timeuser, sothereisaneedforconcisetextstoenablethestudentor analysttomakeprogresswithRintheirareaofstudy. Thisbookaimstoful?l thatneedintheareaoftimeseries toenablethenon-spe ...more
Paperback, 254 pages
Published June 1st 2009 by Springer
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Overall this is my favorite first book on time series, provided you already understand regression. The first half of this book is a very gentle and comprehensible introduction; the second half is a lightning tour of more advanced techniques which has impressively broad coverage but which will not be as easy to follow.
A good intro to time series. However, for people who are looking for something they can use to forecast thousands of entities automatically, I suggest the forecast package by Hyndman. I work for a large retailer and his package allows us to forecast demand for 100k+ SKUs without having to figure out the three things you really need to know about each 1) error, 2) trend, and 3) seasonality. If anyone is really interested in this area, I going straight to this paper first - http://www.jstatsoft.or ...more
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