Machine Learning for Time Series Forecasting with Python

Häftad, Engelska, 2021

549 kr

Beställningsvara. Skickas inom 7-10 vardagar. Fri frakt för medlemmar vid köp för minst 249 kr.

Learn how to apply the principles of machine learning to time series modeling with this indispensable resource Machine Learning for Time Series Forecasting with Python is an incisive and straightforward examination of one of the most crucial elements of decision-making in finance, marketing, education, and healthcare: time series modeling. Despite the centrality of time series forecasting, few business analysts are familiar with the power or utility of applying machine learning to time series modeling. Author Francesca Lazzeri, a distinguished machine learning scientist and economist, corrects that deficiency by providing readers with comprehensive and approachable explanation and treatment of the application of machine learning to time series forecasting. Written for readers who have little to no experience in time series forecasting or machine learning, the book comprehensively covers all the topics necessary to: Understand time series forecasting concepts, such as stationarity, horizon, trend, and seasonality Prepare time series data for modeling Evaluate time series forecasting models’ performance and accuracy Understand when to use neural networks instead of traditional time series models in time series forecasting Machine Learning for Time Series Forecasting with Python is full real-world examples, resources and concrete strategies to help readers explore and transform data and develop usable, practical time series forecasts. Perfect for entry-level data scientists, business analysts, developers, and researchers, this book is an invaluable and indispensable guide to the fundamental and advanced concepts of machine learning applied to time series modeling.

Produktinformation

Utgivningsdatum2021-02-25
Mått185 x 231 x 15 mm
Vikt381 g
FormatHäftad
SpråkEngelska
Antal sidor224
FörlagJohn Wiley & Sons Inc
ISBN9781119682363

Tillhör följande kategorier

Matematisk statistik inom Naturvetenskap och teknik
Systemvetenskap och AI inom Data och IT
Databaser inom Data och IT

Acknowledgments viiIntroduction xvChapter 1 Overview of Time Series Forecasting 1Flavors of Machine Learning for Time Series Forecasting 3Supervised Learning for Time Series Forecasting 14Python for Time Series Forecasting 21Experimental Setup for Time Series Forecasting 24Conclusion 26Chapter 2 How to Design an End-to-End Time Series Forecasting Solution on the Cloud 29Time Series Forecasting Template 31Business Understanding and Performance Metrics 33Data Ingestion 36Data Exploration and Understanding 39Data Pre-processing and Feature Engineering 40Modeling Building and Selection 42An Overview of Demand Forecasting Modeling Techniques 44Model Evaluation 46Model Deployment 48Forecasting Solution Acceptance 53Use Case: Demand Forecasting 54Conclusion 58Chapter 3 Time Series Data Preparation 61Python for Time Series Data 62Common Data Preparation Operations for Time Series 65Time stamps vs. Periods 66Converting to Timestamps 69Providing a Format Argument 70Indexing 71Time/Date Components 76Frequency Conversion 78Time Series Exploration and Understanding 79How to Get Started with Time Series Data Analysis 79Data Cleaning of Missing Values in the Time Series 84Time Series Data Normalization and Standardization 86Time Series Feature Engineering 89Date Time Features 90Lag Features and Window Features 92Rolling Window Statistics 95Expanding Window Statistics 97Conclusion 98Chapter 4 Introduction to Autoregressive and Automated Methods for Time Series Forecasting 101Autoregression 102Moving Average 119Autoregressive Moving Average 120Autoregressive Integrated Moving Average 122Automated Machine Learning 129Conclusion 136Chapter 5 Introduction to Neural Networks for Time Series Forecasting 137Reasons to Add Deep Learning to Your Time Series Toolkit 138Deep Learning Neural Networks Are Capable of Automatically Learning and Extracting Features from Raw and Imperfect Data 140Deep Learning Supports Multiple Inputs and Outputs 142Recurrent Neural Networks Are Good at Extracting Patterns from Input Data 143Recurrent Neural Networks for Time Series Forecasting 144Recurrent Neural Networks 145Long Short-Term Memory 147Gated Recurrent Unit 148How to Prepare Time Series Data for LSTMs and GRUs 150How to Develop GRUs and LSTMs for Time Series Forecasting 154Keras 155TensorFlow 156Univariate Models 156Multivariate Models 160Conclusion 164Chapter 6 Model Deployment for Time Series Forecasting 167Experimental Set Up and Introduction to Azure Machine Learning SDK for Python 168Workspace 169Experiment 169Run 169Model 170Compute Target, RunConfiguration, and ScriptRun Config 171Image and Webservice 172Machine Learning Model Deployment 173How to Select the Right Tools to Succeed with Model Deployment 175Solution Architecture for Time Series Forecasting with Deployment Examples 177Train and Deploy an ARIMA Model 179Configure the Workspace 182Create an Experiment 183Create or Attach a Compute Cluster 184Upload the Data to Azure 184Create an Estimator 188Submit the Job to the Remote Cluster 188Register the Model 189Deployment 189Define Your Entry Script and Dependencies 190Automatic Schema Generation 191Conclusion 196References 197Index 199

Mer från samma författare

Impact of Artificial Intelligence in Business and Society

Francesco Paolo Appio, Davide La Torre, Francesca Lazzeri, Hatem Masri, Francesco Schiavone, France.) Appio, Francesco Paolo (SKEMA Business School, Davide (SKEMA Businees School and Universite Cote d'Azur) La Torre, USA.) Lazzeri, Francesca (Columbia University, Kingdom of Bahrain) Masri, Hatem (University of Bahrain, Italy.) Schiavone, Francesco (Parthenope University of Naples

Inbunden

2 819 kr