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 13: Deep Learning for Time Series Forecasting

If you have been searching the web for topics on data science, artificial intelligence, or machine learning, it is hard to escape headlines on deep learning. Deep learning is a subset of machine learning and excels when dealing with large and complex data, as it can extract complex features with minimal human involvement. Deep learning works well with structured and unstructured data and can be used in supervised, unsupervised, and semi-supervised learning. Several innovations have contributed to its wide adoption, such as the transfer learning technique allowing data scientists to leverage existing pre-trained models, saving a significant development and training time. Transfer learning, the ability to extend a pre-trained model, helped accelerate the adoption of deep learning, which is known to require massive amounts of data, specialized hardware, and longer times to train.

This chapter focuses on using deep learning for time...