Book Image

Practical Time Series Analysis

By : Avishek Pal, PKS Prakash
Book Image

Practical Time Series Analysis

By: Avishek Pal, PKS Prakash

Overview of this book

Time Series Analysis allows us to analyze data which is generated over a period of time and has sequential interdependencies between the observations. This book describes special mathematical tricks and techniques which are geared towards exploring the internal structures of time series data and generating powerful descriptive and predictive insights. Also, the book is full of real-life examples of time series and their analyses using cutting-edge solutions developed in Python. The book starts with descriptive analysis to create insightful visualizations of internal structures such as trend, seasonality, and autocorrelation. Next, the statistical methods of dealing with autocorrelation and non-stationary time series are described. This is followed by exponential smoothing to produce meaningful insights from noisy time series data. At this point, we shift focus towards predictive analysis and introduce autoregressive models such as ARMA and ARIMA for time series forecasting. Later, powerful deep learning methods are presented, to develop accurate forecasting models for complex time series, and under the availability of little domain knowledge. All the topics are illustrated with real-life problem scenarios and their solutions by best-practice implementations in Python. The book concludes with the Appendix, with a brief discussion of programming and solving data science problems using Python.
Table of Contents (13 chapters)

Keywords and functions


Keywords are reserved words that cannot be used as variable names. The following table gives the list of keywords and their purpose:

Keywords

Explanation

False

Boolean false value:

>>bool_var = False

True

Boolean true value:

>>bool_var = True

and

Logical operator that returns True only if both the operands are True or evaluates to True:

>>a = 2

>>if a > 0:

print(a)

>>2

as

Creates an alias for a module that is being imported:

import pandas as pd

import scikit-learn as skl

assert

Used to evaluate a logical expression to check values of variables at runtime and raises an AssertionError if the expression evaluates to False:

>>a = -2

>> assert a > 0

The preceding assert keyword raises an AssertionError.

break

Used to exit a loop such as forloop or while loop when a condition is met.

class

Keyword that indicates a class declaration.

continue

Indicates the interpreter to move to the next iteration in a for or while loop without executing the code in the...