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Time Series Analysis with Python Cookbook

Time Series Analysis with Python Cookbook - Second Edition

By : Tarek A. Atwan
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Time Series Analysis with Python Cookbook

Time Series Analysis with Python Cookbook

By: Tarek A. Atwan

Overview of this book

To use time series data to your advantage, you need to master data preparation, analysis, and forecasting. This fully refreshed second edition helps you unlock insights from time series data with new chapters on probabilistic models, signal processing techniques, and new content on transformers. You’ll work with the latest releases of popular libraries like Pandas, Polars, Sktime, stats models, stats forecast, Darts, and Prophet through up-to-date examples. You'll hit the ground running by ingesting time series data from various sources and formats and learn strategies for handling missing data, dealing with time zones and custom business days, and detecting anomalies using intuitive statistical methods. Through detailed instructions, you'll explore forecasting using classical statistical models such as Holt-Winters, SARIMA, and VAR, and learn practical techniques for handling non-stationary data using power transforms, ACF and PACF plots, and decomposing time series data with seasonal patterns. The recipes then level up to cover more advanced topics such as building ML and DL models using TensorFlow and PyTorch and applying probabilistic modeling techniques. In this part, you’ll also be able to evaluate, compare, and optimize models, finishing with a strong command of wrangling data with Python.
Table of Contents (18 chapters)
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16
Other Books You May Enjoy
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Index

Additional Statistical Modeling Techniques for Time Series

In Chapter 9, you were introduced to popular forecasting techniques such as exponential smoothing, non-seasonal ARIMA, and seasonal ARIMA. These classical statistical approaches are widely used due to their speed, simplicity, and interpretability. Building on that foundation, this chapter introduces advanced statistical methods and powerful libraries that automate time series forecasting and model optimization.

You will learn about Prophet (developed by Facebook, now Meta), a robust tool for handling seasonality and holiday effects in time series forecasting. We’ll also look into statsmodels’ vector autoregressive (VAR) class for multivariate time series modeling and the arch library, which supports GARCH models—essential for forecasting volatility in financial data.

The objective of this chapter is to expand your time series modeling toolkit with these advanced techniques. You will learn how to...

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Time Series Analysis with Python Cookbook
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