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 time series data to MongoDB

MongoDB is a document database system that stores data in BSON format. When you query data from MongoDB, the data will be represented in JSON format. BSON is similar to JSON; it is the binary encoding of JSON. Unlike JSON though, it is not in a human-readable format. JSON is great for transmitting data and is system-agnostic. BSON is designed for storing data and is associated with MongoDB.

In this recipe, you will explore writing a pandas DataFrame to MongoDB.

Getting ready

In the Reading data from a document database recipe in Chapter 3, Reading Time Series Data from Databases, we installed pymongo. For this recipe, you will be using that same library again.

To install using Conda, run the following:

$ conda install -c anaconda pymongo -y

To install using pip, run the following:

$ python -m pip install pymongo

The file is provided in the GitHub repository for this book, which you can find here: https://github.com/PacktPublishing...