You're reading from Modern Time Series Forecasting with Python Industry-ready machine learning and deep learning time series analysis with PyTorch and pandas

Product type Paperback

Published in Oct 2024

Publisher Packt

ISBN-13 9781835883181

Length 658 pages

Edition 2nd Edition

Languages

Python

Tools

PyTorch

Concepts

Data Science

Authors (2):

Jeffrey Tackes

Manu Joseph

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Table of Contents (26) Chapters

Preface

1. Part-1: Getting Familiar with Time Series FREE CHAPTER

2. Introducing Time Series

3. Acquiring and Processing Time Series Data

4. Analyzing and Visualizing Time Series Data

5. Setting a Strong Baseline Forecast

6. Part-2: Machine Learning for Time Series

7. Time Series Forecasting as Regression

8. Feature Engineering for Time Series Forecasting

9. Target Transformations for Time Series Forecasting

10. Forecasting Time Series with Machine Learning Models

11. Ensembling and Stacking

12. Global Forecasting Models

13. Part-3: Deep Learning for Time Series

14. Introduction to Deep Learning

15. Building Blocks of Deep Learning for Time Series

16. Common Modeling Patterns for Time Series

17. Attention and Transformers for Time Series

18. Strategies for Global Deep Learning Forecasting Models

19. Specialized Deep Learning Architectures for Forecasting

20. Probabilistic Forecasting and More

21. Part-4: Mechanics of Forecasting

22. Multi-Step Forecasting

23. Evaluating Forecast Errors—A Survey of Forecast Metrics

24. Evaluating Forecasts—Validation Strategies

25. Index

Setting up a test harness

Before we start forecasting and setting up baselines, we need to set up a test harness. In software testing, a test harness is a collection of code and the inputs that have been configured to test a program under various situations. In terms of machine learning, a test harness is a set of code and data that can be used to evaluate algorithms. It is important to set up a test harness so that we can evaluate all future algorithms in a standard and quick way.

The first thing we need is holdout (test) and validation datasets.

Creating holdout (test) and validation datasets

As a standard practice, in machine learning, we set aside two parts of the dataset, name them validation data and test data, and don't use them at all to train the model. The validation data is used in the modelling process to assess the quality of the model. To select between different model classes, tune the hyperparameters, perform feature selection, and so on, we need a dataset. Test...

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You're reading from Modern Time Series Forecasting with Python Industry-ready machine learning and deep learning time series analysis with PyTorch and pandas

Table of Contents (26) Chapters

Setting up a test harness

Creating holdout (test) and validation datasets

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Authors (2)

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