Modern Time Series Analysis with R: Practical forecasting and impact estimation with tidy, reproducible workflows

Gain expertise in modern time series forecasting and causal inference in R to solve real-world business problems with reproducible, high-quality codeKey FeaturesExplore forecasting and causal inference with practical R examplesBuild reproducible, high-quality time series workflows using tidyverse and modern R packagesApply models to real-world business scenarios with step-by-step guidancePurchase of the print or Kindle book includes a free PDF eBookBook DescriptionModern Time Series Analysis with R is a comprehensive, hands-on guide to mastering the art of time series analysis using the R programming language. Written by leading experts in applied statistics and econometrics, this book helps data scientists, analysts, and developers bridge the gap between traditional statistical theory and practical business applications.Starting with the foundations of R and tidyverse, you’ll explore the core components of time series data, data wrangling, and visualization techniques. The chapters then guide you through key modeling approaches, ranging from classical methods like ARIMA and exponential smoothing to advanced computational techniques, such as machine learning, deep learning, and ensemble forecasting.Beyond forecasting, you’ll discover how time series can be applied to causal inference, anomaly detection, change point analysis, and multiple time series modeling. Practical examples and reproducible code will empower you to assess business problems, choose optimal solutions, and communicate results effectively through dynamic R-based reporting.By the end of this book, you’ll be confident in applying modern time series methods to real-world data, delivering actionable insights for strategic decision-making in business, finance, technology, and beyond.What you will learnUnderstand the core concepts and structure of time series dataWrangle and visualize time series effectivelyApply transformations and decomposition techniquesBuild and compare univariate forecasting modelsApply statistical, ML, and DL models strategically based on contextForecast hierarchical and grouped time seriesMeasure causal impact using interrupted time series analysisDetect anomalies, structural changes, and handle missing dataWho this book is forThis book is for data scientists, analysts, and developers who want to master time series analysis using R. It is ideal for professionals in finance, retail, technology, and research, as well as students seeking practical, business-oriented approaches to forecasting and causal inference. Basic knowledge of R is assumed, but no advanced mathematics is required.Table of ContentsR, RStudio, and R packagesObjects and Functions in RData Input/Output in RTime Series CharacteristicsTime Series Data Wrangling and VisualizationBusiness Applications of Time Series AnalysisTime Series Adjustments, Transformations, and DecompositionTime Series FeaturesTime Series Smoothing and FilteringBasics of ForecastingExponential SmoothingARIMA Forecasting ModelsAdvanced Computational Methods for ForecastingForecasting Models for Multiple Time SeriesCausal Impact EstimationChangepoint DetectionAnomaly Detection and Imputation Read more