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Time Series Analysis with Python Cookbook

Time Series Analysis with Python Cookbook - Second Edition

By : Tarek A. Atwan
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Time Series Analysis with Python Cookbook

Time Series Analysis with Python Cookbook

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)
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16
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17
Index

Working with DatetimeIndex

The pandas library has many options and features to simplify tedious tasks when working with time-series data, dates, and time.

When working with time-series data in Python, it is common to load into a pandas DataFrame with an index of type DatetimeIndex. As an index, the DatetimeIndex class extends pandas DataFrame capabilities to work more efficiently and intelligently with time-series data. This was demonstrated numerous times in Chapter 2, Reading Time Series Data from Files, and Chapter 3, Reading Time Series Data from Databases.

By the end of this recipe, you will appreciate pandas' rich set of date functionality to handle almost any representation of date/time in your data. Additionally, you will learn how to use different functions in pandas to convert date-like objects to a DatetimeIndex.

How to do it…

In this recipe, you will explore Python's datetime module and learn about the Timestamp and DatetimeIndex classes and the relationship...

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Time Series Analysis with Python Cookbook
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