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)

Writing data to an Excel file

In this recipe, you will export a DataFrame as an Excel file format and leverage the different parameters available to use in the DataFrame.to_excel() writer function.

Getting ready

In the Reading data from an Excel file recipe in Chapter 2, Reading Time Series Data from Files, you were instructed to install openpyxl for the read engine. For this recipe, you will be using the same openpyxl for the write engine.

The file is provided in the GitHub repository for this book, which you can find here: https://github.com/PacktPublishing/Time-Series-Analysis-with-Python-Cookbook. The file is named movieboxoffice.csv.

To install openpyxl using conda, run the following:

>>> conda install openpyxl

You can also use pip:

>>> pip install openpyxl

How to do it…

To write the DataFrame to an Excel file, you need to provide the writer function with filename and sheet_name parameters. The file name contains the file path...