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)

Technical requirements

In this chapter and beyond, we will be using pandas 1.4.2 (released April 2, 2022) extensively.

Throughout our journey, you will be installing several Python libraries to work in conjunction with pandas. These are highlighted in the Getting ready section for each recipe. You can also download Jupyter notebooks from the GitHub repository (https://github.com/PacktPublishing/Time-Series-Analysis-with-Python-Cookbook) to follow along. You can download the datasets used in this chapter here https://github.com/PacktPublishing/Time-Series-Analysis-with-Python-Cookbook./tree/main/datasets/Ch4