1.Introduction to Time Series Analysis and R
2.Working with Date and Time Objects
3.The Time Series Object
4.Working with zoo and xts Objects
5.Decomposition of Time Series Data
5.1 The moving average function
5.1.1 The rolling window structure
5.1.2 The MA attributes
5.1.3 The simple moving average
5.2 The time series components
5.3 The additive versus the multiplicative model
5.4 The decomposition of time series
5.5 Seasonal adjustment
6.Seasonality Analysis
6.1 Seasonality types
6.2 Seasonal analysis with descriptive statistics
6.3 Structural tools for seasonal analysis
7.Correlation Analysis
7.1 Correlation between two variables
7.2 Lags analysis
7.3 The autocorrelation function
7.4 The partial autocorrelation function
7.5 Lag plots
7.6 Causality analysis
8.Forecasting Strategies
8.1 The forecasting workflow
8.2 Training approaches
8.3 Finalizing the forecast
8.4 Handling forecast uncertainty
9.Forecasting with Linear Regression
9.1 The linear regression
9.2 Forecasting with linear regression
9.3 Forecasting a series with multiseasonality components
10.Forecasting with Exponential Smoothing Models
Forecasting with moving average models
Forecasting with exponential smoothing
Simple exponential smoothing model(SES)
Holt method
Holt-Winters model
11.Forecasting with ARIMA Models
The stationary process
The AR process
The moving average process
The ARMA model
The ARIMA model
The seasonal ARIMA model
Linear regression with ARIMA errors
Violation of white noise assumption
Modeling the residuals with the ARIMA model
12.Forecasting with Machine Learning Models
12.1 Why and when should we use machine learning?
12.2 Why h2o?
12.3 Forecasting monthly vehicle sales in the US a case study
Exploratory analysis of the USVSales series
Feature engineering
Training, testing, and model evaluation
Model benchmark
Training an ML model
Forecasting with the Random Forest model
Forecasting with the GBM model
Forecasting with the AutoML model
Selecting the final model