Perform time series analysis and forecasting confidently with this Python code bank and reference manual Purchase of the print or Kindle book includes a free PDF eBook Key Features Explore up-to-date forecasting and anomaly detection techniques using statistical, machine learning, and deep learning algorithms Learn different techniques for evaluating, diagnosing, and optimizing your models Work with a variety of complex data with trends, multiple seasonal patterns, and irregularities Book DescriptionTo use time series data ...
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Perform time series analysis and forecasting confidently with this Python code bank and reference manual Purchase of the print or Kindle book includes a free PDF eBook Key Features Explore up-to-date forecasting and anomaly detection techniques using statistical, machine learning, and deep learning algorithms Learn different techniques for evaluating, diagnosing, and optimizing your models Work with a variety of complex data with trends, multiple seasonal patterns, and irregularities Book DescriptionTo use time series data to your advantage, you need to be well-versed in data preparation, analysis, and forecasting. This fully updated second edition includes chapters on probabilistic models and signal processing techniques, as well as new content on transformers. Additionally, you will leverage popular libraries and their latest releases covering Pandas, Polars, Sktime, stats models, stats forecast, Darts, and Prophet for time series with new and relevant examples. You'll start 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. Further, you'll explore forecasting using classical statistical models (Holt-Winters, SARIMA, and VAR). Learn practical techniques for handling non-stationary data, using power transforms, ACF and PACF plots, and decomposing time series data with multiple seasonal patterns. Then we will move into more advanced topics such as building ML and DL models using TensorFlow and PyTorch, and explore probabilistic modeling techniques. In this part, you'll also learn how to evaluate, compare, and optimize models, making sure that you finish this book well-versed in wrangling data with Python.What you will learn Understand what makes time series data different from other data Apply imputation and interpolation strategies to handle missing data Implement an array of models for univariate and multivariate time series Plot interactive time series visualizations using hvPlot Explore state-space models and the unobserved components model (UCM) Detect anomalies using statistical and machine learning methods Forecast complex time series with multiple seasonal patterns Use conformal prediction for constructing prediction intervals for time series Who this book is forThis book is for data analysts, business analysts, data scientists, data engineers, and Python developers who want practical Python recipes for time series analysis and forecasting techniques. Fundamental knowledge of Python programming is a prerequisite. Prior experience working with time series data to solve business problems will also help you to better utilize and apply the different recipes in this book.
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