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

You can download the Jupyter notebooks and datasets needed from the GitHub repository to follow along:

In this chapter and onward, we will extensively use pandas 1.4.2 (released April 2, 2022). This applies to all the recipes in the chapter.

There are four additional libraries that we will be using:

  • hvplot and PyViz
  • seaborn
  • matplotlib

If you are using pip, then you can install these packages from your terminal with the following:

pip install hvplot seaborn matplotlib jupyter plotly==5.5.0

If you are using conda, then you can install these packages with the following:

conda install -c conda-forge seaborn
conda install -c plotly plotly=5.5.0
conda install -c pyviz hvplot...