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

Summary

In this chapter, we've talked about both the context and the technical background of machine learning with time-series. Machine learning algorithms or models can make systematic, repeatable, validated decisions based on data. We explained the main machine learning problems with time-series such as forecasting, classification, regression, segmentation, and anomaly detection. We then reviewed the basics of machine learning as relevant to time-series, and we looked at the history and current uses of machine learning for time-series.

We discussed different types of methods based on the approach and features used. Furthermore, we discussed many algorithms, concentrating on state-of-the-art machine learning approaches.

I will discuss approaches including deep learning or classical models, such as autoregressive and moving averages, in chapters dedicated to them (for example, in chapter 5, Time-Series Forecasting with Moving Averages and Autoregressive Models, and chapter...