You're reading from Modern Time Series Forecasting with Python Explore industry-ready time series forecasting using modern machine learning and deep learning

Product type Paperback

Published in Nov 2022

Publisher Packt

ISBN-13 9781803246802

Length 552 pages

Edition 1st Edition

Languages

Python

Tools

Time Series Forecasting

Concepts

Data Science

Author (1):

Manu Joseph

View More author details

Table of Contents (26) Chapters

Preface

1. Part 1 – Getting Familiar with Time Series

2. Chapter 1: Introducing Time Series FREE CHAPTER

3. Chapter 2: Acquiring and Processing Time Series Data

4. Chapter 3: Analyzing and Visualizing Time Series Data

5. Chapter 4: Setting a Strong Baseline Forecast

6. Part 2 – Machine Learning for Time Series

7. Chapter 5: Time Series Forecasting as Regression

8. Chapter 6: Feature Engineering for Time Series Forecasting

9. Chapter 7: Target Transformations for Time Series Forecasting

10. Chapter 8: Forecasting Time Series with Machine Learning Models

11. Chapter 9: Ensembling and Stacking

12. Chapter 10: Global Forecasting Models

13. Part 3 – Deep Learning for Time Series

14. Chapter 11: Introduction to Deep Learning

15. Chapter 12: Building Blocks of Deep Learning for Time Series

16. Chapter 13: Common Modeling Patterns for Time Series

17. Chapter 14: Attention and Transformers for Time Series

18. Chapter 15: Strategies for Global Deep Learning Forecasting Models

19. Chapter 16: Specialized Deep Learning Architectures for Forecasting

20. Part 4 – Mechanics of Forecasting

21. Chapter 17: Multi-Step Forecasting

22. Chapter 18: Evaluating Forecasts – Forecast Metrics

23. Chapter 19: Evaluating Forecasts – Validation Strategies

24. Index

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Technical requirements

You will need to set up an Anaconda environment, following the instructions in the Preface of the book, to get a working environment with all the packages and datasets required for the code in this book.

The associated code for the chapter can be found at https://github.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-/tree/main/notebooks/Chapter10.

You need to run the following notebooks for this chapter:

02-Preprocessing London Smart Meter Dataset.ipynb in Chapter02
01-Setting up Experiment Harness.ipynb in Chapter04
From the Chapter06 and Chapter07 folders:
- 01-Feature Engineering.ipynb
- 02-Dealing with Non-Stationarity.ipynb
- 02a-Dealing with Non-Stationarity-Train+Val.ipynb
From the Chapter08 folder:
- 00-Single Step Backtesting Baselines.ipynb
- 01-Forecasting with ML.ipynb
- 01a-Forecasting with ML for Test Dataset.ipynb
- 02-Forecasting with Target Transformation.ipynb
- 02a-Forecasting with Target Transformation(Test).ipynb

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