time_series_workshop

Workshop on "Exploratory time series analysis using R"

Stars
6

author:

  • Rob J Hyndman
    title: Exploratory time series analysis using R
    venue: WOMBAT 2022

Date

1pm -- 4pm, 6 December 2022

Course description

Many organisations collect huge amounts of data over time, and we need time series analysis tools capable of handling the scale, frequency and structure of the data collected. In this workshop, we will look at some R packages and methods that have been developed to handle the analysis of large collections of time series. We will look at the tsibble data structure for flexibly managing collections of related time series, and consider how to do data wrangling, data visualisation, and exploratory data analysis to analyse time series data in high dimensions.

  • Session 1: How to wrangle time series data with familiar tidy
    tools.
  • Session 2: How to visualize the trend and seasonal patterns in
    individual time series.
  • Session 3: How to compute time series features and visualize
    large collections of time series.

Prework

Attendees are expected to be familiar with R, and with the tidyverse collection of packages including dplyr and ggplot2. They will need to have R and RStudio installed on their own device, and have installed the fpp3 package.

People who don't use R regularly, or don't know the tidyverse packages, are recommended to do the tutorials at learnr.numbat.space beforehand.

Please ensure your computer has a recent version of R and RStudio installed. The following code will install the main packages needed for the workshop.

install.packages(c("tidyverse","fpp3","GGally"))

Slides

Labs