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 4: Persisting Time Series Data to Files

In this chapter, you will be using the pandas library to persist your time series DataFrames to a different file format, such as CSV, Excel, and pickle files. When performing analysis or data transformations on DataFrames, you are essentially leveraging pandas' in-memory analytics capabilities, which offer great performance. But being in-memory means that the data can easily be lost since it is not persisting on disk.

When working with DataFrames, there will be a need to persist your data for future retrieval, creating backups, or for sharing your data with others. The pandas library is bundled with a rich set of writer functions to persist your in-memory DataFrames (or series) to disk in various file formats. These writer functions allow you to store data to a local drive or to a remote server location such as a cloud storage filesystem, including Google Drive, AWS S3, and Dropbox.

In this chapter, you will explore writing...