Modern Time Series Forecasting with Python: Industry-ready machine learning and deep learning time series analysis with PyTorch and pandas by Manu Joseph, Jeffrey Tackes
English | October 31, 2024 | ISBN: 1835883184 | 658 pages | PDF | 44 Mb
Learn traditional and cutting-edge machine learning (ML) and deep learning techniques and best practices for time series forecasting, including global forecasting models, conformal prediction, and transformer architectures
Key FeaturesApply ML and global models to improve forecasting accuracy through practical examplesEnhance your time series toolkit by using deep learning models, including RNNs, transformers, and N-BEATSLearn probabilistic forecasting with conformal prediction, Monte Carlo dropout, and quantile regressionsPurchase of the print or Kindle book includes a free eBook in PDF formatBook Description
Predicting the future, whether it's market trends, energy demand, or website traffic, has never been more crucial. This practical, hands-on guide empowers you to build and deploy powerful time series forecasting models. Whether you're working with traditional statistical methods or cutting-edge deep learning architectures, this book provides structured learning and best practices for both.
Starting with the basics, this data science book introduces fundamental time series concepts, such as ARIMA and exponential smoothing, before gradually progressing to advanced topics, such as machine learning for time series, deep neural networks, and transformers. As part of your fundamentals training, you'll learn preprocessing, feature engineering, and model evaluation. As you progress, you'll also explore global forecasting models, ensemble methods, and probabilistic forecasting techniques.
This new edition goes deeper into transformer architectures and probabilistic forecasting, including new content on the latest time series models, conformal prediction, and hierarchical forecasting. Whether you seek advanced deep learning insights or specialized architecture implementations, this edition provides practical strategies and new content to elevate your forecasting skills.
What you will learnBuild machine learning models for regression-based time series forecastingApply powerful feature engineering techniques to enhance prediction accuracyTackle common challenges like non-stationarity and seasonalityCombine multiple forecasts using ensembling and stacking for superior resultsExplore cutting-edge advancements in probabilistic forecasting and handle intermittent or sparse time seriesEvaluate and validate your forecasts using best practices and statistical metricsWho this book is for
This book is ideal for data scientists, financial analysts, quantitative analysts, machine learning engineers, and researchers who need to model time-dependent data across industries, such as finance, energy, meteorology, risk analysis, and retail. Whether you are a professional looking to apply cutting-edge models to real-world problems or a student aiming to build a strong foundation in time series analysis and forecasting, this book will provide the tools and techniques you need. Familiarity with Python and basic machine learning concepts is recommended.
Table of ContentsIntroducing Time SeriesAcquiring and Processing Time Series DataAnalyzing and Visualizing Time Series DataSetting a Strong Baseline ForecastTime Series Forecasting as RegressionFeature Engineering for Time Series ForecastingTarget Transformations for Time Series ForecastingForecasting Time Series with Machine Learning ModelsEnsembling and StackingGlobal Forecasting ModelsIntroduction to Deep LearningBuilding Blocks of Deep Learning for Time SeriesCommon Modeling Patterns for Time Series(N.B. Please use the Read Sample option to see further chapters)
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