Build predictive models from time-based patterns in your data. Master statistical models including new deep learning approaches for time series forecasting.
In this book you will learn how
Recognize a time series forecasting problem and build a performant predictive model Create univariate forecasting models that account for seasonal effects and external variables Build multivariate forecasting models to predict many time series at once Leverage large datasets by using deep learning for forecasting time series Automate the forecasting process Time Series Forecasting in Python teaches you to build powerful predictive models from time-based data. Every model you create is relevant, useful, and easy to implement with Python. You’ll explore interesting real-world datasets like Google’s daily stock price and economic data for the USA, quickly progressing from the basics to developing large-scale models that use deep learning tools like TensorFlow.
About the technology
You can predict the future—with a little help from Python, deep learning, and time series data! Time series forecasting is a technique for modeling time-centric data to identify upcoming events. New Python libraries and powerful deep learning tools make accurate time series forecasts easier than ever before.
About the book
This accessible book teaches you how to get immediate, meaningful predictions from time-based data such as logs, customer analytics, and other event streams. You’ll learn statistical and deep learning methods for time series forecasting, fully demonstrated with Python code. Develop your skills with projects like predicting the future volume of drug prescriptions, and you’ll soon be ready to build your own accurate, insightful forecasts.
About the listener
For data scientists familiar with Python and TensorFlow.
About the author
Marco Peixeiro is a seasoned data science instructor who has worked as a data scientist for one of Canada’s largest banks.
PLEASE When you purchase this title, the accompanying PDF will be available in your Audible Library along with the audio.
This book covers both classical statistical forecasting model such as ARIMA, SARIMA and deep learning ones. Stationary and non-stationary models are covered. Automated forecasting with tools such as Prophet is also covered. It provides good example and "capstone" (case studies) that are close to real use case scenarios. The code from GitHub is also good and easy to follow. Well written overall and good starting guide. It covers some theoretical with diagrams rather than equations, but overall it is pretty light on the math side. It has a good part on residual analysis. One topic I was expecting more coverage was exponential smoothing, which is mentioned but not fully covered. Another thing that is a bit missing for a practical book is how to prepare when you actually have an improper time series, and you need to prepare the data. Also, no much reference to time series databases, but I guess this would go beyond just Python.
What I liked in the book, is that it is written for not-high-end developers or for that guy at the university, who used to talk only about advanced calculus (and WarCraft 3 TFT), but it is rather a toolbook for someone who has studied Greek Linguistics and somehow has cheated the system to become a mathematician in an investment company, only because they had "heart" and really somehow "loved" maths. Ok, that's a big sentence, but I hope you got its idea.
In general, the book is well structured and lots of the main terms are explained as expected - with working examples. I have even made a whole YouTube video, presenting a chapter of the book and if I ever have free time I will make a new one.
If you want to learn about how to process time-series data with Python, this is the right book for you. It is hands-on-oriented and has many examples (with code) to support the theory explained. I really recommend it!