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Book Overview & Buying
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Table Of Contents
Time Series Analysis with Python Cookbook - Second Edition
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In Chapter 9, you were introduced to statistical models such as Autoregressive (AR) type models. These statistical models are considered linear, meaning they assume the target variable depends linearly on its past values at specific time lags. In this recipe, you will transition from traditional statistical algorithms to ML algorithms. While statistical models such as AR are powerful at capturing linear dependencies, ML models offer greater flexibility to model complex, non-linear relationships often presented in real-world datasets.
You will train various linear models, such as linear regression, elastic net regression, ridge regression, Huber regression, and Lasso regression. These models assume a linear relationship between input variables (features) and the target. Additionally, you will explore non-linear regressors available in the scikit-learn library, such as Random Forest, Support Vector Regression (SVR), Gradient Boosting, and KNN...