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Time Series Analysis with Python Cookbook
Time Series Analysis with Python Cookbook

Time Series Analysis with Python Cookbook: Practical recipes for exploratory data analysis, data preparation, forecasting, and model evaluation , Second Edition

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Profile Icon Tarek A. Atwan
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Early Access Early Access Publishing in Feb 2026
€18.99 per month
eBook Feb 2026 98 pages 2nd Edition
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€20.98 €29.99
Paperback
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Arrow left icon
Profile Icon Tarek A. Atwan
Arrow right icon
Early Access Early Access Publishing in Feb 2026
€18.99 per month
eBook Feb 2026 98 pages 2nd Edition
eBook
€20.98 €29.99
Paperback
€37.99
Subscription
Free Trial
Renews at €18.99p/m
eBook
€20.98 €29.99
Paperback
€37.99
Subscription
Free Trial
Renews at €18.99p/m

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Time Series Analysis with Python Cookbook

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When embarking on a journey to learn coding in Python, you will often find yourself following instructions to install packages and import libraries, followed by a flow of a code-along stream. Yet an often-neglected part of any data analysis or data science process is ensuring that the right development environment is in place. Therefore, it is critical to have the proper foundation from the beginning to avoid any future hassles, such as an overcluttered implementation or package conflicts and dependency crisis. Having the right environment setup will serve you in the long run when you complete your project, ensuring you are ready to package your deliverable in a reproducible and production-ready manner.

Such a topic may not be as fun and may feel administratively heavy as opposed to diving into the core topic or the project at hand. But it is this foundation that differentiates a seasoned developer from the pack. Like any...

Technical requirements

In this chapter, you will be primarily using the command line. For macOS and Linux, this will be the default Terminal (bash or zsh), while on a Windows OS, you will use the Anaconda Prompt, which comes as part of the Anaconda or Miniconda installation. Installing Anaconda or Miniconda will be discussed in the following Getting ready section.

We will use Visual Studio Code for the IDE, which is available for free at https://code.visualstudio.com. It supports Linux, Windows, and macOS.

Other valid alternative options that will allow you to follow along include the following:

The source code for this chapter is available at https://github.com/PacktPublishing/Time-Series-Analysis-with-Python-Cookbook

Development environment setup

As we dive into the various recipes provided in this book, you will be creating different Python virtual environments to install all your dependencies without impacting other Python projects.

You can think of a virtual environment as isolated buckets or folders, each with a Python interpreter and associated libraries. The following diagram illustrates the concept behind isolated, self-contained virtual environments, each with a different Python interpreter and different versions of packages and libraries installed:

Figure 1.1: An example of three different Python virtual environments, one for each Python project

If you installed Anaconda then these environments are typically stored and contained in separate folders inside the envs subfolder within the main Anaconda (or Miniconda) folder installation. As an example, on macOS, you can find the envs folder under Users/<yourusername>/opt/anaconda3/envs/. On Windows OS, it may look more like C:\Users\...

Installing Python libraries

In the preceding recipe, you were introduced to the YAML environment configuration file, which allows you to create a Python virtual environment and all the necessary packages in one step using one line of code:

$ conda env create -f env.yml

Throughout this book, you will need to install several Python libraries to follow the recipes. There are several methods for installing Python libraries, which you will explore in this recipe.

Getting ready

You will create and use different files in this recipe, including a requirements.txt, environment_history.yml, and other files. These files are available to download from the GitHub repository for this book: https://github.com/PacktPublishing/Time-Series-Analysis-with-Python-Cookbook/tree/main/code/Ch1

In this chapter, you will become familiar with how to generate your requirements.txt file, as well as installing libraries in general.

How to do it…

The easiest way to install a collection of libraries at once...

Installing JupyterLab and JupyterLab extensions

Throughout this book, you can follow along using your favorite Python IDE (for example, PyCharm or Spyder) or text editor (for example, Visual Studio Code, Atom, or Sublime). There is another option based on the concept of notebooks that allows interactive learning through a web interface. More specifically, Jupyter Notebook or Jupyter Lab are the preferred methods for learning, experimenting, and following along with the recipes in this book. Interestingly, the name Jupyter is derived from the three programming languages: Julia, Python, and R. Alternatively, you can use Google's Colab, or Kaggle Notebooks. For more information, refer to the See also section from the Development environment setup recipe of this chapter. If you are not familiar with Jupyter Notebooks, you can get more information here: https://jupyter.org/.

In this recipe, you will install Jupyter Notebook, JupyterLab, and additional JupyterLab extensions.

Additionally...

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Key benefits

  • 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

Description

To 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.

Who is this book for?

This 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.

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

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Publication date : Feb 20, 2026
Length: 98 pages
Edition : 2nd
Language : English
ISBN-13 : 9781805122999
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Product Details

Publication date : Feb 20, 2026
Length: 98 pages
Edition : 2nd
Language : English
ISBN-13 : 9781805122999
Category :
Languages :
Concepts :

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Table of Contents

13 Chapters
Time Series Analysis with Python Cookbook, Second Edition: Practical recipes for exploratory data analysis, data preparation, forecasting, and model evaluation Chevron down icon Chevron up icon
Getting Started with Time Series Analysis Chevron down icon Chevron up icon
Reading Time Series Data from Files Chevron down icon Chevron up icon
Reading Time Series Data from Databases Chevron down icon Chevron up icon
Persisting Time Series Data to Files Chevron down icon Chevron up icon
Persisting Time Series Data to Databases Chevron down icon Chevron up icon
Working with Date and Time in Python Chevron down icon Chevron up icon
Handling Missing Data Chevron down icon Chevron up icon
Outlier Detection Using Statistical Methods Chevron down icon Chevron up icon
Exploratory Data Analysis and Diagnosis Chevron down icon Chevron up icon
Building Univariate Time Series Models Using Statistical Methods Chevron down icon Chevron up icon
Additional Statistical Modeling Techniques for Time Series Chevron down icon Chevron up icon
Outlier Detection Using Unsupervised Machine Learning Chevron down icon Chevron up icon
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