Modern Time Series Forecasting with Python: Explore industry-ready time series forecasting using modern machine learning and deep learning

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Packt Publishing Ltd, 24 nov. 2022 - 552 pagini

Build real-world time series forecasting systems which scale to millions of time series by applying modern machine learning and deep learning concepts

Key Features
  • Explore industry-tested machine learning techniques used to forecast millions of time series
  • Get started with the revolutionary paradigm of global forecasting models
  • Get to grips with new concepts by applying them to real-world datasets of energy forecasting
Book DescriptionWe live in a serendipitous era where the explosion in the quantum of data collected and a renewed interest in data-driven techniques such as machine learning (ML), has changed the landscape of analytics, and with it, time series forecasting. This book, filled with industry-tested tips and tricks, takes you beyond commonly used classical statistical methods such as ARIMA and introduces to you the latest techniques from the world of ML. This is a comprehensive guide to analyzing, visualizing, and creating state-of-the-art forecasting systems, complete with common topics such as ML and deep learning (DL) as well as rarely touched-upon topics such as global forecasting models, cross-validation strategies, and forecast metrics. You’ll begin by exploring the basics of data handling, data visualization, and classical statistical methods before moving on to ML and DL models for time series forecasting. This book takes you on a hands-on journey in which you’ll develop state-of-the-art ML (linear regression to gradient-boosted trees) and DL (feed-forward neural networks, LSTMs, and transformers) models on a real-world dataset along with exploring practical topics such as interpretability. By the end of this book, you’ll be able to build world-class time series forecasting systems and tackle problems in the real world.What you will learn
  • Find out how to manipulate and visualize time series data like a pro
  • Set strong baselines with popular models such as ARIMA
  • Discover how time series forecasting can be cast as regression
  • Engineer features for machine learning models for forecasting
  • Explore the exciting world of ensembling and stacking models
  • Get to grips with the global forecasting paradigm
  • Understand and apply state-of-the-art DL models such as N-BEATS and Autoformer
  • Explore multi-step forecasting and cross-validation strategies
Who this book is for

The book is for data scientists, data analysts, machine learning engineers, and Python developers who want to build industry-ready time series models. Since the book explains most concepts from the ground up, basic proficiency in Python is all you need. Prior understanding of machine learning or forecasting will help speed up your learning. For experienced machine learning and forecasting practitioners, this book has a lot to offer in terms of advanced techniques and traversing the latest research frontiers in time series forecasting.

 

Pagini selectate

Cuprins

Part 1 Getting Familiar with Time Series
1
Introducing Time Series
3
Acquiring and Processing Time Series Data
19
Analyzing and Visualizing Time Series Data
49
Setting a Strong Baseline Forecast
77
Part 2 Machine Learning for Time Series
105
Time Series Forecasting as Regression
107
Feature Engineering for Time Series Forecasting
121
Building Blocks of Deep Learning for Time Series
289
Common Modeling Patterns for Time Series
317
Attention and Transformers for Time Series
347
Strategies for Global Deep Learning Forecasting Models
381
Specialized Deep Learning Architectures for Forecasting
409
Part 4 Mechanics of Forecasting
453
MultiStep Forecasting
455
Evaluating Forecasts Forecast Metrics
469

Target Transformations for Time Series Forecasting
139
Forecasting Time Series with Machine Learning Models
165
Ensembling and Stacking
203
Global Forecasting Models
225
Part 3 Deep Learning for Time Series
259
Introduction to Deep Learning
261
Evaluating Forecasts Validation Strategies
491
Index
505
About Packt
521
Other Books You May Enjoy
522
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Modern Time Series Forecasting with Python: Explore Industry-Ready Time ...
Manu Joseph
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Termeni și expresii frecvente

activation function Aggregate metrics algorithm architecture attention average baseline batch Bengaluru block calculate categorical features chapter column component convolution cross-validation DataFrame dataloader datetime decision tree decoder deep learning deep learning models defined dimension distribution DL models dot product embedding encoder evaluate exponential smoothing feature engineering Figure folder Forecast Bias Fourier Further reading section gradient hidden horizon household hyperparameters implementation input Kendall's Tau L2 norm lags layer LCLid LightGBM linear regression look loss function LSTM machine learning models method missing values model_config multi-step forecasting multiple N-BEATS neural networks NumPy optimization outliers output overfitting pandas parameters predict problem PyTorch Forecasting Random Forest Reference check ReLU sample seasonality self-attention Seq2Seq sequence series data series forecasting Smart Meter softmax split stack step strategy target techniques timestep training the model Transformer trend understand validation variables vector space visualize weights window zero

Despre autor (2022)

Manu Joseph is a self-made data scientist with more than a decade of experience working with many Fortune 500 companies enabling digital and AI transformations, specifically in machine learning-based demand forecasting. He is considered an expert, thought leader, and strong voice in the world of time series forecasting. Currently, Manu leads applied research at Thoucentric, where he advances research by bringing cutting-edge AI technologies to the industry. He is also an active open-source contributor and developed an open-source library—PyTorch Tabular—which makes deep learning for tabular data easy and accessible. Originally from Thiruvananthapuram, India, Manu currently resides in Bengaluru, India, with his wife and son

Informații bibliografice

TitluModern Time Series Forecasting with Python: Explore industry-ready time series forecasting using modern machine learning and deep learning
AutorManu Joseph
EditorPackt Publishing Ltd, 2022
ISBN1803232048, 9781803232041
Lungime552 pagini
  
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