This repository contains examples, analysis, and tools for working with time series using the R programming language. It is designed for both beginners who want to learn about time series analysis and advanced users looking for practical resources and models.
The repository includes:
-
Introduction to Time Series:
- Basic concepts: seasonality, trends, noise.
- Data exploration and visualization.
-
Data Preprocessing:
- Cleaning and transformation methods.
- Handling missing data.
- Time series decomposition.
-
Time Series Models:
- ARIMA (AutoRegressive Integrated Moving Average).
- SARIMA (Seasonal ARIMA).
- Exponential Smoothing models.
- Machine Learning-based methods (optional).
-
Model Evaluation:
- Performance metrics such as MAE, RMSE, and MAPE.
- Cross-validation for time series.
-
Practical Examples:
- Financial data forecasting.
- Sales time series analysis.
- Real-world case studies.
To use the scripts in this repository, you will need:
- R (version 4.0 or higher).
- RStudio (optional, but recommended).
- The following R packages:
forecast
ggplot2
tseries
dplyr
tidyr
Install the required packages by running:
install.packages(c("forecast", "ggplot2", "tseries", "dplyr", "tidyr"))
- Clone the repository:
git clone https://github.com/Marta-Barea/time-series-analysis-r.git
cd time-series-analysis-r
- Open the scripts in RStudio to explore and execute the examples.
- Follow the inline comments in the scripts to understand the analysis flow.
This project is licensed under the GNU GENERAL PUBLIC License. See LICENSE
for details.