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Time Series Analysis with Python Cookbook

Time Series Analysis with Python Cookbook - Second Edition

By : Tarek A. Atwan
4 (1)
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Time Series Analysis with Python Cookbook

Time Series Analysis with Python Cookbook

4 (1)
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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Index

One-step forecasting with scikit-learn

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...

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