Sequential Data and Time Series Analysis
In this chapter, we are going to learn how to build sequence learning models. In order to do this, we will cover a number of topics to give us a good grasp of how to build and use these models. We will learn how to handle time series data in Pandas. We will gain an understanding of how to slice time series data and perform various operations on it and then we will discuss how to extract various statistics from time series data on a rolling basis. Following that, we will learn about Hidden Markov Models (HMM) and then implement a system to build those models. We will gain an understanding of how to use Conditional Random Fields to analyze sequences of alphabets, and finally we will discuss how to analyze stock market data using the techniques learned so far.
By the end of this chapter, you will have covered:
- Understanding sequential data
- Handling time series data with Pandas
- Slicing time series data
- Operating on time series...