DATA SCIENCE WITH R. SUPERVISED LEARNING: UNIVARIATE TIME SERIES MODELS. ARIMAX MODELS

Within Data Science, Predictive Artificial Intelligence for time series is initially organized according to the Box and Jenkins methodology, which is developed in this book. Throughout the following chapters, time series prediction methods that constitute essential tools in Predictive Artificial Intelligence are explored in depth. ARIMAX models are developed using the Box and Jenkins methodology, along with state-space models and time series models using neural networks. Additionally, automatic prediction is addressed using R software functions. Classic R functions for processing ARIMAX models are also presented. Intervention analysis models and transfer function models are also developed. The chapters begin with a methodological introduction and are then followed by solved exercises using R software.