Statistical Learning For Big Dependent Data Av Daniel Pena, Ruey S. (university Of Chicago Il Usa) Tsay

<p><b>Master advanced topics in the analysis of large, dynamically dependent datasets with this insightful resource</b></p><p><i>Statistical Learning with Big Dependent Data</i> delivers a comprehensive presentation of the statistical and machine learning methods useful for analyzing and forecasting large and dynamically dependent data sets. The book presents automatic procedures for modelling and forecasting large sets of time series data. Beginning with some visualization tools, the book discusses procedures and methods for finding outliers, clusters, and other types of heterogeneity in big dependent data. It then introduces various dimension reduction methods, including regularization and factor models such as regularized Lasso in the presence of dynamical dependence and dynamic factor models. The book also covers other forecasting procedures, including index models, partial least squares, boosting, and now-casting. It further presents machine-learning methods, including neural netw

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