Machine Learning for Time-Series with Python: Forecast, predict, and detect anomalies with state-of-the-art machine learning methods - Softcover

Ben Auffarth

Softcover

ISBN 10: 1801819629 ISBN 13: 9781801819626

Publisher: Packt Publishing, 2021

Synopsis

Become proficient in deriving insights from time-series data and analyzing a model’s performance

Key Features

• Explore popular and modern machine learning methods including the latest online and deep learning algorithms
• Learn to increase the accuracy of your predictions by matching the right model with the right problem
• Master time-series via real-world case studies on operations management, digital marketing, finance, and healthcare

Book Description

Machine learning has emerged as a powerful tool to understand hidden complexities in time-series datasets, which frequently need to be analyzed in areas as diverse as healthcare, economics, digital marketing, and social sciences. These datasets are essential for forecasting and predicting outcomes or for detecting anomalies to support informed decision making.

This book covers Python basics for time-series and builds your understanding of traditional autoregressive models as well as modern non-parametric models. You will become confident with loading time-series datasets from any source, deep learning models like recurrent neural networks and causal convolutional network models, and gradient boosting with feature engineering.

Machine Learning for Time-Series with Python explains the theory behind several useful models and guides you in matching the right model to the right problem. The book also includes real-world case studies covering weather, traffic, biking, and stock market data.

By the end of this book, you will be proficient in effectively analyzing time-series datasets with machine learning principles.

What you will learn

• Understand the main classes of time-series and learn how to detect outliers and patterns
• Choose the right method to solve time-series problems
• Characterize seasonal and correlation patterns through autocorrelation and statistical techniques
• Get to grips with time-series data visualization
• Understand classical time-series models like ARMA and ARIMA
• Implement deep learning models, like Gaussian processes, transformers, and state-of-the-art machine learning models
• Become familiar with many libraries like Prophet, XGboost, and TensorFlow

Who this book is for

This book is ideal for data analysts, data scientists, and Python developers who are looking to perform time-series analysis to effectively predict outcomes. Basic knowledge of the Python language is essential. Familiarity with statistics is desirable.

Table of Contents

1. Introduction to Time-Series with Python
2. Time-Series Analysis with Python
3. Preprocessing Time-Series
4. Introduction to Machine Learning for Time Series
5. Forecasting with Moving Averages and Autoregressive Models
6. Unsupervised Methods for Time-Series
7. Machine Learning Models for Time-Series
8. Online Learning for Time-Series
9. Probabilistic Models for Time-Series
10. Deep Learning for Time-Series
11. Reinforcement Learning for Time-Series
12. Multivariate Forecasting

About this title

About the Author

Ben Auffarth is a full-stack data scientist who has >15 years of work experience. With a background and Ph.D. in computational and cognitive neuroscience from one of Europe's top engineering universities, he has designed and conducted wet lab experiments on cell cultures, analyzed experiments with terabytes of data, run brain models on IBM supercomputers with up to 64k cores, built production systems processing hundreds of thousands of transactions per day, and trained neural networks on millions of text documents. In his work, he often notices a lack of appreciation for the importance of time-related factors, a deficit he wanted to address in this book. He co-founded and is the former president of Data Science Speakers, London.

Edition details

• Publisher: Packt Publishing
• Publication date: 2021
• ISBN 10: 1801819629
• ISBN 13: 9781801819626
• Binding: Paperback
• Language: English
• Number of pages: 370