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 a document database (MongoDB)

MongoDB, a NoSQL database, stores data in documents and uses BSON (a JSON-like structure) to store schema-less data. Unlike relational databases, where data is stored in tables that consist of rows and columns, document-oriented databases store data in collections and documents.

A document represents the lowest granular level of data being stored, as rows do in relational databases. A collection, like a table in relational databases, stores documents. Unlike relational databases, a collection can store documents of different schemas and structures.

Getting ready

In this recipe, it is assumed that you have a running instance of MongoDB. To get ready for this recipe, you will need to install the PyMongo Python library to connect to MongoDB.

To install MongoDB using conda, run the following command:

$ conda install -c anaconda pymongo -y

To install MongoDB using pip, run the following command:

$ python -m pip install...