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Time Series Analysis with Python Cookbook

You're reading from   Time Series Analysis with Python Cookbook Practical recipes for exploratory data analysis, data preparation, forecasting, and model evaluation

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Product type Paperback
Published in Jun 2022
Publisher Packt
ISBN-13 9781801075541
Length 630 pages
Edition 1st Edition
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Author (1):
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Tarek A. Atwan Tarek A. Atwan
Author Profile Icon Tarek A. Atwan
Tarek A. Atwan
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Table of Contents (18) Chapters Close

Preface 1. Chapter 1: Getting Started with Time Series Analysis 2. Chapter 2: Reading Time Series Data from Files FREE CHAPTER 3. Chapter 3: Reading Time Series Data from Databases 4. Chapter 4: Persisting Time Series Data to Files 5. Chapter 5: Persisting Time Series Data to Databases 6. Chapter 6: Working with Date and Time in Python 7. Chapter 7: Handling Missing Data 8. Chapter 8: Outlier Detection Using Statistical Methods 9. Chapter 9: Exploratory Data Analysis and Diagnosis 10. Chapter 10: Building Univariate Time Series Models Using Statistical Methods 11. Chapter 11: Additional Statistical Modeling Techniques for Time Series 12. Chapter 12: Forecasting Using Supervised Machine Learning 13. Chapter 13: Deep Learning for Time Series Forecasting 14. Chapter 14: Outlier Detection Using Unsupervised Machine Learning 15. Chapter 15: Advanced Techniques for Complex Time Series 16. Index 17. Other Books You May Enjoy

Detecting outliers using KNN

The KNN algorithm is typically used in a supervised learning setting where prior results or outcomes (labels) are known.

It can be used to solve classification or regression problems. The idea is simple; for example, you can classify a new data point, Y, based on its nearest neighbors. For instance, if k=5, the algorithm will find the five nearest data points (neighbors) by distance to the point Y and determine its class based on the majority. If there are three blue and two red nearest neighbors, Y is classified as blue. The K in KNN is a parameter you can modify to find the optimal value.

In the case of outlier detection, the algorithm is used differently. Since we do not know the outliers (labels) in advance, KNN is used in an unsupervised learning manner. In this scenario, the algorithm finds the closest K nearest neighbors for every data point and measures the average distance. The points with the most significant distance from the population...

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