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
Other Books You May Enjoy
14
Index

Deep Learning for Time-Series

Deep learning is a subfield of machine learning concerned with algorithms relating to neural networks. Neural networks, or, more precisely, artificial neural networks (ANNs) got their name because of the loose association with biological neural networks in the human brain.

In recent years, deep learning has been enhancing the state of the art across the bench in many application domains. This is true for unstructured datasets such as text, images, video, and audio; however, tabular datasets and time-series have so far shown themselves to be less amenable to deep learning.

Deep learning brings a very high level of flexibility and can offer advantages of both online learning, as discussed in Chapter 8, Online Learning for Time-Series, and probabilistic approaches, as discussed in Chapter 9, Probabilistic Models for Time-Series. However, with its highly parameterized models, finding the right model can be a challenge.

Among the contributions...