Sign In Start Free Trial
Account

Add to playlist

Create a Playlist

Modal Close icon
You need to login to use this feature.
  • Book Overview & Buying Time Series Analysis with Python Cookbook
  • Table Of Contents Toc
Time Series Analysis with Python Cookbook

Time Series Analysis with Python Cookbook - Second Edition

By : Tarek A. Atwan
4 (1)
close
close
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)
close
close
16
Other Books You May Enjoy
17
Index

Detecting outliers using One-Class Support Vector Machine (OCSVM)

Support Vector Machine (SVM) is a popular supervised machine learning algorithm that is mainly known for classification but can also be used for regression. The popularity of SVM comes from the use of kernel functions (sometimes referred to as the kernel trick), such as linear, polynomial, Radius-Based Function (RBF), and the sigmoid function.

In addition to classification and regression, SVM can also be used for outlier detection in an unsupervised manner, similar to KNN, which is mostly known as a supervised machine learning technique but was used in an unsupervised manner for outlier detection, as seen in the Outlier detection using KNN recipe.

How to do it...

In this recipe, you will continue to work with the tx DataFrame, created in the Technical requirements section, to detect outliers using the ocsvm class from PyOD:

  1. Start by loading the OCSVM class:
from pyod.models.ocsvm import OCSVM
  1. There are a few parameters...
CONTINUE READING
83
Tech Concepts
36
Programming languages
73
Tech Tools
Icon Unlimited access to the largest independent learning library in tech of over 8,000 expert-authored tech books and videos.
Icon Innovative learning tools, including AI book assistants, code context explainers, and text-to-speech.
Icon 50+ new titles added per month and exclusive early access to books as they are being written.
Time Series Analysis with Python Cookbook
notes
bookmark Notes and Bookmarks search Search in title playlist Add to playlist download Download options font-size Font size

Change the font size

margin-width Margin width

Change margin width

day-mode Day/Sepia/Night Modes

Change background colour

Close icon Search
Country selected

Close icon Your notes and bookmarks

Confirmation

Modal Close icon
claim successful

Buy this book with your credits?

Modal Close icon
Are you sure you want to buy this book with one of your credits?
Close
YES, BUY

Submit Your Feedback

Modal Close icon
Modal Close icon
Modal Close icon