Book description
Applied Data Mining for Forecasting Using SAS, by Tim Rey, Arthur Kordon, and Chip Wells, introduces and describes approaches for mining large time series data sets. Written for forecasting practitioners, engineers, statisticians, and economists, the book details how to select useful candidate input variables for time series regression models in environments when the number of candidates is large, and identifies the correlation structure between selected candidate inputs and the forecast variable.
Table of contents
- Cover Page
- Title Page
- Copyright Page
- Contents
- Preface
-
Chapter 1 - Why Industry Needs Data Mining for Forecasting
- 1.1 - Overview
- 1.2 - Forecasting Capabilities as a Competitive Advantage
- 1.3 - The Explosion of Available Time Series Data
- 1.4 - Some Background on Forecasting
- 1.5 - The Limitations of Classical Univariate Forecasting
- 1.6 - What is a Time Series Database?
- 1.7 - What is Data Mining for Forecasting?
- 1.8 - Advantages of Integrating Data Mining and Forecasting
- 1.9 - Remaining Chapters
-
Chapter 2 - Data Mining for Forecasting Work Process
- 2.1 - Introduction
- 2.2 - Work Process Description
-
2.3 - Work Process with SAS Tools
- 2.3.1 - Data Preparation Steps with SAS Tools
- 2.3.2 - Variable Reduction and Selection Steps with SAS Tools
- 2.3.3 - Forecasting Steps with SAS Tools
- 2.3.4 - Model Deployment Steps with SAS Tools
- 2.3.5 - Model Maintenance Steps with SAS Tools
- 2.3.6 - Guidance for SAS Tool Selection Related to Data Mining in Forecasting
- 2.4 - Work Process Integration in Six Sigma
- Appendix: Project Charter
- Chapter 3 - Data Mining for Forecasting Infrastructure
- Chapter 4 - Issues with Data Mining for Forecasting Application
- Chapter 5 - Data Collection
- Chapter 6 - Data Preparation
-
Chapter 7 - A Practitioner's Guide of DMM Methods for Forecasting
- 7.1 - Overview
- 7.2 - Methods for Variable Reduction
-
7.3 - Methods for Variable Selection
- Traditional Data Mining
- Example for Variable Selection
- Variable Selection Based on Pearson Product-Moment Correlation Coefficient
- Variable Selection Based on Stepwise Regression
- Variable Selection Based on the SAS Enterprise Miner Variable Selection Node
- Variable Selection Based on the SAS Enterprise Miner Partial Least Squares Node
- Variable Selection Based on Decision Trees
- Variable Selection Based on Genetic Programming
- Comparison of Data Mining Variable Selection Results
- 7.4 - Time Series Approach
- 7.5 - Summary
- Chapter 8 - Model Building: ARMA Models
- Chapter 9 - Model Building: ARIMAX or Dynamic Regression Modes
-
Chapter 10 - Model Building: Further Modeling Topics
- Introduction
- 10.1 - Creating Time Series Data and Data Hierarchies Using Accumulation and Aggregation Methods
- 10.2 - Statistical Forecast Reconciliation
- 10.3 - Intermittent Demand
- 10.4 - High-Frequency Data and Mixed-Frequency Forecasting
- 10.5 - Holdout Samples and Forecast Model Selection in Time Series
- Chapter 11 - Model Building: Alternative Modeling Approaches
- Chapter 12 - An Example of Data Mining for Forecasting
- Appendix A
- Appendix B
- References
- Index
- Accelerate Your SAS Knowledge with SAS Books
Product information
- Title: Applied Data Mining for Forecasting Using SAS
- Author(s):
- Release date: July 2012
- Publisher(s): SAS Institute
- ISBN: 9781629597997
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