Book Image

Time Series Analysis with Python Cookbook

By : Tarek A. Atwan
Book Image

Time Series Analysis with Python Cookbook

By: Tarek A. Atwan

Overview of this book

Time series data is everywhere, available at a high frequency and volume. It is complex and can contain noise, irregularities, and multiple patterns, making it crucial to be well-versed with the techniques covered in this book for data preparation, analysis, and forecasting. This book covers practical techniques for working with time series data, starting with ingesting time series data from various sources and formats, whether in private cloud storage, relational databases, non-relational databases, or specialized time series databases such as InfluxDB. Next, you’ll learn strategies for handling missing data, dealing with time zones and custom business days, and detecting anomalies using intuitive statistical methods, followed by more advanced unsupervised ML models. The book will also explore forecasting using classical statistical models such as Holt-Winters, SARIMA, and VAR. The recipes will present practical techniques for handling non-stationary data, using power transforms, ACF and PACF plots, and decomposing time series data with multiple seasonal patterns. Later, you’ll work with ML and DL models using TensorFlow and PyTorch. Finally, you’ll learn how to evaluate, compare, optimize models, and more using the recipes covered in the book.
Table of Contents (18 chapters)

Technical requirements

You can download the Jupyter notebooks and datasets required from the GitHub repository:

You can install PyOD with either pip or Conda. For a pip install, run the following command:

pip install pyod 

For a Conda install, run the following command:

conda install -c conda-forge pyod

To prepare for the outlier detection recipes, start by loading the libraries that you will be using throughout the chapter:

import pandas as pd
import numpy as np
import matplotlib.pyplot as plt
from pathlib import Path
import warnings
warnings.filterwarnings('ignore')
plt.rcParams["figure.figsize"] = [16, 3]

Load the nyc_taxi.csv data into a pandas DataFrame as it will be used throughout the chapter:

file = Path("../../datasets/Ch8/nyc_taxi.csv")
...