Book Image

Codeless Time Series Analysis with KNIME

By : KNIME AG, Corey Weisinger, Maarit Widmann, Daniele Tonini
Book Image

Codeless Time Series Analysis with KNIME

By: KNIME AG, Corey Weisinger, Maarit Widmann, Daniele Tonini

Overview of this book

This book will take you on a practical journey, teaching you how to implement solutions for many use cases involving time series analysis techniques. This learning journey is organized in a crescendo of difficulty, starting from the easiest yet effective techniques applied to weather forecasting, then introducing ARIMA and its variations, moving on to machine learning for audio signal classification, training deep learning architectures to predict glucose levels and electrical energy demand, and ending with an approach to anomaly detection in IoT. There’s no time series analysis book without a solution for stock price predictions and you’ll find this use case at the end of the book, together with a few more demand prediction use cases that rely on the integration of KNIME Analytics Platform and other external tools. By the end of this time series book, you’ll have learned about popular time series analysis techniques and algorithms, KNIME Analytics Platform, its time series extension, and how to apply both to common use cases.
Table of Contents (20 chapters)
1
Part 1: Time Series Basics and KNIME Analytics Platform
7
Part 2: Building and Deploying a Forecasting Model
14
Part 3: Forecasting on Mixed Platforms

The Fourier transform

The Fourier transform, in its raw form, is an operation performed on mathematical functions across a continuous band of frequencies. If you haven’t worked with complex exponentials or even with integrals before, or you simply haven’t worked with them recently as it often turns out, then don’t worry. We won’t be doing the calculations by hand. The following formula is how to apply the Fourier transform to a continuous function. This is used for analog data; any continuous periodic function can be perfectly represented as a sum of complex exponentials, or equivalent sine and cosine waves.

Formula 8.1 – Fourier transform

Formula 8.1 – Fourier transform

In effect, the Fourier transform sweeps across all possible frequency values, , outputting a high value when the frequency in question correlates strongly to f(x) and a low value when it does not. Entire books have been written on the Fourier transform, when it works, why it works,...