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

Clustering

Cluster analysis or clustering is the process of finding meaningful groups (clusters) of points or objects in a dataset based on their similarity. As the result of this unsupervised data mining technique, we want points in each cluster to be similar to each other, while being different to points in other clusters.

Clustering of time-series is challenging because each data point is a period of time (an ordered sequence). It has found application in diverse areas to discover patterns that empower time-series analysis, extracting insights from complex datasets.

We are not going to get into details on time-series clustering, but the following table gives an overview of Python libraries for time-series clustering:

...

Library

Implementations

Maintainer

Stars