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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 Apr 2025
Publisher
ISBN-13 9781805124283
Length 98 pages
Edition 2nd Edition
Languages
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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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Toc

Table of Contents (13) Chapters Close

1. Time Series Analysis with Python Cookbook, Second Edition: Practical recipes for exploratory data analysis, data preparation, forecasting, and model evaluation FREE CHAPTER
2. Getting Started with Time Series Analysis 3. Reading Time Series Data from Files 4. Reading Time Series Data from Databases 5. Persisting Time Series Data to Files 6. Persisting Time Series Data to Databases 7. Working with Date and Time in Python 8. Handling Missing Data 9. Outlier Detection Using Statistical Methods 10. Exploratory Data Analysis and Diagnosis 11. Building Univariate Time Series Models Using Statistical Methods 12. Additional Statistical Modeling Techniques for Time Series 13. Outlier Detection Using Unsupervised Machine Learning

Detecting outliers using One-Class Support Vector Machine (OCSVM)

Support Vector Machine (SVM) is a popular supervised machine learning algorithm that is mainly known for classification but can also be used for regression. The popularity of SVM comes from the use of kernel functions (sometimes referred to as the kernel trick), such as linear, polynomial, Radius-Based Function (RBF), and the sigmoid function.

In addition to classification and regression, SVM can also be used for outlier detection in an unsupervised manner, similar to KNN, which is mostly known as a supervised machine learning technique but was used in an unsupervised manner for outlier detection, as seen in the Outlier detection using KNN recipe.

How to do it...

In this recipe, you will continue to work with the tx DataFrame, created in the Technical requirements section, to detect outliers using the ocsvm class from PyOD:

  1. Start by loading the OCSVM class:
from pyod.models.ocsvm import OCSVM
  1. There are a few parameters...
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