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)

Development environment setup

As we dive into the various recipes provided in this book, you will be creating different Python virtual environments to install all your dependencies without impacting other Python projects.

You can think of a virtual environment as isolated buckets or folders, each with a Python interpreter and associated libraries. The following diagram illustrates the concept behind isolated, self-contained virtual environments, each with a different Python interpreter and different versions of packages and libraries installed:

Figure 1.1 – An example of three different Python virtual environments, one for each Python project

These environments are typically stored and contained in separate folders inside the envs subfolder within the main Anaconda folder installation. For example, on macOS, you can find the envs folder under Users/<yourusername>/opt/anaconda3/envs/. On Windows OS, it may look more like C:\Users\<yourusername...