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)

Technical requirements

You can download the Jupyter Notebooks and necessary datasets from this book's GitHub repository:

Before you start working through the recipes in this chapter, please run the following code to load the datasets and functions that will be referenced throughout:

  1. Start by importing the basic libraries that will be shared across all the recipes in this chapter:
    import pandas as pd
    import numpy as np
    import matplotlib.pyplot as plt
    import warnings
    from statsmodels.tsa.api import (kpss, adfuller, 
                                  seasonal_decompose, STL)
    from statsmodels.tools.eval_measures import rmspe, rmse
    from sklearn.metrics import mean_absolute_percentage_error...