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)

Reading data from Snowflake

A very common place to extract data for analytics is usually a company's data warehouse. Data warehouses host a massive amount of data that, in most cases, contains integrated data to support various reporting and analytics needs, in addition to historical data from various source systems.

The evolution of the cloud brought us cloud data warehouses such as Amazon Redshift, Google BigQuery, Azure SQL Data Warehouse, and Snowflake.

In this recipe, you will work with Snowflake, a powerful Software as a Service (SaaS) cloud-based data warehousing platform that can be hosted on different cloud platforms, such as Amazon Web Services (AWS), Google Cloud Platform (GCP), and Microsoft Azure. You will learn how to connect to Snowflake using Python to extract time series data and load it into a pandas DataFrame.

Getting ready

This recipe assumes you have access to Snowflake. To connect to Snowflake, you will need to install the Snowflake Python connector...