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 3: Reading Time Series Data from Databases

Databases extend what you can store to include text, images, and media files and are designed for efficient read and write operations at a massive scale. Databases can store terabytes and petabytes of data with efficient and optimized data retrieval capabilities, such as when we are performing analytical operations on data warehouses and data lakes. A data warehouse is a database designed to store large amounts of structured data, mostly integrated from multiple source systems, built specifically to support business intelligence reporting, dashboards, and advanced analytics. A data lake, on the other hand, stores a large amount of data that is structured, semi-structured, or unstructured in its raw format. In this chapter, we will continue to use the pandas library to read data from databases. We will create time series DataFrames by reading data from relational (SQL) databases and non-relational (NoSQL) databases.

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