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)
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In this chapter, we've introduced time-series, the history of research into time-series, and Python for time-series.

We started with a definition of time-series and its main properties. We then looked at the history of the study of time-series in different scientific disciplines, such as demography and genetics, astronomy, economics, meteorology, medicine, and applied statistics.

Then, we went over the capabilities of Python for time-series and why Python is the go-to language for doing machine learning with time-series. Finally, I described how to install and use Python for time-series analysis and machine learning, and we covered some of the basics of Python as relevant to time-series and machine learning.

In the next chapter, we'll look at time-series analysis with Python.