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)

Storing data to S3

In this recipe, you will explore writing to AWS S3 using pandas and another approach using the AWS Python SDK. The pandas approach can be used to write files to other cloud storage locations, such as Azure or Google Cloud.

Getting ready

In the Reading data from a URL recipe in Chapter 2, Reading Time Series Data from Files, you were instructed to install boto3 and s3fs in order to read from AWS S3 buckets. In this recipe, you will be leveraging the same libraries.

To install using pip, you can use this:

>>> pip install boto3 s3fs

To install using conda, you can use this:

>>> conda install boto3 s3fs -y

You will be working with the boxoffice_by_month.xlsx file that we created in the previous recipe, Writing data to an Excel file. 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.

How to do it…

Several...