Book Image

Machine Learning for Time-Series with Python

By : Ben Auffarth
Book Image

Machine Learning for Time-Series with Python

By: Ben Auffarth

Overview of this book

The Python time-series ecosystem is huge and often quite hard to get a good grasp on, especially for time-series since there are so many new libraries and new models. This book aims to deepen your understanding of time series by providing a comprehensive overview of popular Python time-series packages and help you build better predictive systems. Machine Learning for Time-Series with Python starts by re-introducing the basics of time series and then builds your understanding of traditional autoregressive models as well as modern non-parametric models. By observing practical examples and the theory behind them, you will become confident with loading time-series datasets from any source, deep learning models like recurrent neural networks and causal convolutional network models, and gradient boosting with feature engineering. This book will also guide you in matching the right model to the right problem by explaining the theory behind several useful models. You’ll also have a look at real-world case studies covering weather, traffic, biking, and stock market data. By the end of this book, you should feel at home with effectively analyzing and applying machine learning methods to time-series.
Table of Contents (15 chapters)
13
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14
Index

Time-Series and Forecasting – Past and Present

Time-Series have been studied since antiquity, and since then, time-series analysis and forecasting have come a long way. A variety of disciplines contributed to the development of techniques applied to time-series, including mathematics, astronomy, demographics, and statistics. Many innovations came initially from mathematics, later statistics, and finally machine learning. Many innovations in applied statistics had their origins in demography (used in public administration), economics, or other fields.

In this section, I'll sketch the development path from simpler methods leading up to the machine learning methods available today. I'll try to chart the development of concepts relevant to time-series from the time of the Industrial Revolution to modernity. We'll deal with the more technical and up-to-date side of things in Chapter 4, Introduction to Machine Learning with Time-Series.

There's still much...