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)

Index

As this ebook edition doesn't have fixed pagination, the page numbers below are hyperlinked for reference only, based on the printed edition of this book.

.agg() function

used, for downsampling 255

.fillna() method 230, 231

acorr_ljungbox function

reference link 330

activation function 483

additive decomposition model 300

additive model 300

ADF OLS regression 317

Akaike Information Criterion (AIC) 315, 367, 381

Amazon Redshift 75, 76

Amazon Web Services (AWS) 76

Anaconda packages

reference link 21

anaconda-project 15

APIs

used, for reading third-party financial data 89-91

arch library

reference link 428

artificial neural networks 482-484

Augmented Dickey-Fuller (ADF) test 309

auto_arima

implementation, reference link 389

used, for forecasting time series data 381-389

autocorrelation

about 328, 344

testing, in time series data 328, 329

autocorrelation function...