Book Image

Time Series Analysis with Python Cookbook

By : Tarek A. Atwan
Book Image

Time Series Analysis with Python Cookbook

By: Tarek A. Atwan

Overview of this book

Time series data is everywhere, available at a high frequency and volume. It is complex and can contain noise, irregularities, and multiple patterns, making it crucial to be well-versed with the techniques covered in this book for data preparation, analysis, and forecasting. This book covers practical techniques for working with time series data, starting with ingesting time series data from various sources and formats, whether in private cloud storage, relational databases, non-relational databases, or specialized time series databases such as InfluxDB. Next, you’ll learn strategies for handling missing data, dealing with time zones and custom business days, and detecting anomalies using intuitive statistical methods, followed by more advanced unsupervised ML models. The book will also explore forecasting using classical statistical models such as Holt-Winters, SARIMA, and VAR. The recipes will present practical techniques for handling non-stationary data, using power transforms, ACF and PACF plots, and decomposing time series data with multiple seasonal patterns. Later, you’ll work with ML and DL models using TensorFlow and PyTorch. Finally, you’ll learn how to evaluate, compare, optimize models, and more using the recipes covered in the book.
Table of Contents (18 chapters)

Chapter 1: Getting Started with Time Series Analysis

When embarking on a journey to learn coding in Python, you will often find yourself following instructions to install packages and import libraries, followed by a flow of a code-along stream. Yet an often-neglected part of any data analysis or data science process is ensure that the right development environment is in place. Therefore, it is critical to have the proper foundation from the beginning to avoid any future hassles, such as an overcluttered implementation or package conflicts and dependency crisis. Having the right environment setup will serve you in the long run when you complete your project, ensuring you are ready to package your deliverable in a reproducible and production-ready manner.

Such a topic may not be as fun and may feel administratively heavy as opposed to diving into the core topic or the project at hand. But it is this foundation that differentiates a seasoned developer from the pack. Like any project...