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Modern Time Series Forecasting with Python

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

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Product type Paperback
Published in Nov 2022
Publisher Packt
ISBN-13 9781803246802
Length 552 pages
Edition 1st Edition
Languages
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Author (1):
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Manu Joseph Manu Joseph
Author Profile Icon Manu Joseph
Manu Joseph
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Table of Contents (26) Chapters Close

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 25. Other Books You May Enjoy

Introducing Time Series

Welcome to Advanced Time Series Analysis Using Python! This book is intended for data scientists or machine learning (ML) engineers who want to level up their time series analysis skills by learning new and advanced techniques from the ML world. Time series analysis is something that is commonly overlooked in regular ML books, courses, and so on. They typically start with classification, touch upon regression, and then move on. But it is also something that is immensely valuable and ubiquitous in business. As long as time is one of the four dimensions in the world we live in, time series data is all-pervasive.

Analyzing time series data unlocks a lot of value for a business. Time series analysis isn't new—it's been around since the 1920s and 1930s. But in the current age of data, the time series that are collected by businesses are growing larger and wider by the minute. Combined with an explosion in the quantum of data collected and the renewed interest in ML, the landscape of time series analysis also changed considerably. This book attempts to take you beyond classical statistical methods such as AutoRegressive Integrated Moving Average (ARIMA) and introduce to you the latest techniques from the ML world in time series analysis.

We are going to start with the basics and quickly scale up to more complex topics. In this chapter, we're going to cover the following main topics:

  • What is a time series?
  • Data-generating process (DGP)
  • What can we forecast?
  • Forecasting terminology and notation
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Modern Time Series Forecasting with Python
Published in: Nov 2022
Publisher: Packt
ISBN-13: 9781803246802
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