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Machine Learning for Time-Series with Python

You're reading from   Machine Learning for Time-Series with Python Forecast, predict, and detect anomalies with state-of-the-art machine learning methods

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Product type Paperback
Published in Oct 2021
Publisher Packt
ISBN-13 9781801819626
Length 370 pages
Edition 1st Edition
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Author (1):
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Ben Auffarth Ben Auffarth
Author Profile Icon Ben Auffarth
Ben Auffarth
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Table of Contents (15) Chapters Close

Preface 1. Introduction to Time-Series with Python 2. Time-Series Analysis with Python FREE CHAPTER 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 13. Other Books You May Enjoy
14. Index

Python exercise

Let's put into practice what we've learned in this chapter so far.

As for requirements, in this chapter, we'll be installing requirements for each section separately. The installation can be performed from the terminal, the notebook, or from the anaconda navigator.

In a few of the following sections, we'll demonstrate classification in a forecast, so some of these approaches will not be comparable. The reader is invited to do forecasts and classification using each approach and then compare results.

As a note of caution, both Kats and Greykite (at the time of writing) are very new libraries, so there might still be frequent changes to dependencies. They might pin your NumPy version or other commonly used libraries. Therefore, I'd recommend you install them in virtual environments separately for each section.

We'll go through this setup in the next section.

Virtual environments

In a Python virtual environment...

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