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Time Series Analysis with Python Cookbook

Time Series Analysis with Python Cookbook

By : Tarek A. Atwan
4.8 (11)
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Time Series Analysis with Python Cookbook

Time Series Analysis with Python Cookbook

4.8 (11)
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)
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Converting DateTime with time zone information

When working with time-series data that requires attention to different time zones, things can get out of hand and become more complicated. For example, when developing data pipelines, building a data warehouse, or integrating data between systems, dealing with time zones requires attention and consensus amongst the different stakeholders in the project. For example, in Python, there are several libraries and modules dedicated to working with time zone conversion; these include pytz, dateutil, and zoneinfo, to name a few.

Let's discuss an inspiring example regarding time zones within time-series data. It is common for large companies that span their products and services across continents to include data from different places around the globe. For example, it would be hard to make data-driven business decisions if we neglect time zones. Let's say you want to determine whether most customers come to your e-commerce site in...

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