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課程目錄:R語(yǔ)言機(jī)器學(xué)習(xí)學(xué)術(shù)應(yīng)用培訓(xùn)
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          R語(yǔ)言機(jī)器學(xué)習(xí)學(xué)術(shù)應(yīng)用培訓(xùn)

 

 

 

 

R語(yǔ)言機(jī)器學(xué)習(xí)學(xué)術(shù)應(yīng)用
基礎(chǔ)
Theory: Features of time series data and forecasting basics

R Lab: time series objects (libraries of timeSeries, xts, & mFilters)

中級(jí)
Statistical Learning (SL):

(0.5 Hour) One-step forecasting: one-step ahead model fit

(0.5 Hour) Multi-step forecasting: recursive and direct methods

(6 Hours) Linear models: ARIMAs, ETS, BATS, GAMS, Bagged; 案例實(shí)做與寫作范例

(5 hours) Nonlinear models: Neural Network, Smooth Transition, and AAR; 案例實(shí)做與寫作范例

R Lab: libraries of forecast, tyDyn, vars, and MSVAR.

Research Issues: unemployment forecasting, predictability of exchange rates and asset returns.