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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

Technical requirements

Throughout this chapter, you will be using the same datasets and functions used in Chapter 12, Forecasting Using Supervised Machine Learning. The handle_missing_data and one_step_forecast functions will remain the same.

The Standardize class will be modified slightly to include a split_data method that splits a dataset into train, validation, and test sets. The validation set is used to evaluate the model's performance at each epoch. The following is the updated code for the Standardize class that you will be using throughout this chapter:

  1. Start by loading the datasets and preprocessing the time series to be suitable for supervised learning. These are the same steps you followed in Chapter 12, Forecasting Using Supervised Machine Learning:
    Class Standardize:
        def __init__(self, df, split=0.10):
            self.data = df
            self.split = split...
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