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

Introduction to Machine Learning for Time-Series

In previous chapters, we've talked about time-series, time-series analysis, and preprocessing. In this chapter, we'll talk about machine learning for time-series. Machine learning is the study of algorithms that improve through experience. These algorithms or models can make systematic, repeatable, validated decisions based on data. This chapter is meant to give an introduction given both the context and the technical background to much of what we'll use in the remainder of this book.

We'll go through different kinds of problems and applications of machine learning in time-series, and types of analyses relevant to machine learning and time-series analysis. We'll explain the main machine learning problems with time-series, such as forecasting, classification, regression, segmentation, and anomaly detection. We'll then review the basics of machine learning as relevant to time-series. Then, we&apos...