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Time series forecasting using machine learningcase studies with R and iForecast /

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Time series forecasting using machine learningby Tsung-wu Ho.
其他題名:	case studies with R and iForecast /
作者:	Ho, Tsung-wu.
出版者:	Cham :Springer Nature Switzerland :2025.
面頁冊數:	ix, 131 p. :ill. (chiefly col.), digital ;24 cm.
Contained By:	Springer Nature eBook
標題:	Economic forecastingMathematical models.
電子資源:	https://doi.org/10.1007/978-3-031-97946-0
ISBN:	9783031979460$q(electronic bk.)

Time series forecasting using machine learningcase studies with R and iForecast /
Ho, Tsung-wu.

Time series forecasting using machine learningcase studies with R and iForecast /[electronic resource] :by Tsung-wu Ho. - Cham :Springer Nature Switzerland :2025. - ix, 131 p. :ill. (chiefly col.), digital ;24 cm.

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.

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. The book explains the problem about the generation of recursive forecasts in machine learning framework, under which, there are no covariates, namely, input (independent) variables. This case is pretty common in real decision environment, for example, the decision-making wants 6-month forecasts in the real future, under which there are no covariates available; therefore, practitioners use recursive or multistep, forecasts. Besides macro-econometric modelling which uses VAR (vector autoregression) to overcome the problem of multivariate regression, this book offers a Machine-Learning VAR routine, which is found to improve the performance of multistep forecasting.

ISBN: 9783031979460$q(electronic bk.)

Standard No.: 10.1007/978-3-031-97946-0doiSubjects--Topical Terms:

184197
Economic forecasting
--Mathematical models.

LC Class. No.: HB3730

Dewey Class. No.: 330.0112

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