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)

Installing JupyterLab and JupyterLab extensions

Throughout this book, you can follow along using your favorite Python IDE (for example, PyCharm or Spyder) or text editor (for example, Visual Studio Code, Atom, or Sublime). There is another option based on the concept of notebooks that allows interactive learning through a web interface. More specifically, Jupyter Notebook or JupyterLab are the preferred methods for learning, experimenting, and following along with the recipes in this book. Interestingly, the name Jupyter is derived from the three programming languages: Julia, Python, and R. Alternatively, you can use Google's Colab or Kaggle Notebooks. For more information, refer to the See also section from the Development environment setup recipe of this chapter. If you are not familiar with Jupyter Notebooks, you can get more information here: https://jupyter.org/.

In this recipe, you will install Jupyter Notebook, JupyterLab, and additional JupyterLab extensions.

Additionally...