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This repository accompanies Hands-on Time Series Analysis with Python by B V Vishwas and Ashish Patel (Apress, 2020).

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Download the files as a zip using the green button, or clone the repository to your machine using Git.

Installation

 pip install -r requirements.txt

Chapter-1: Time-Series Characteristics

TopicNotebookColab
1.TrendGithub
2.Detrending using DifferencingGithub
3.Detrending using Scipy SignalGithub
4.Detrending using HP FilterGithub
5.Multi Month-wise Box PlotGithub
6.Autocorrelation plot for seasonalityGithub
7.Deseasoning Time seriesGithub
8.Detecting cyclical variationGithub
9.Decompose Time seriesGithub

Chapter-2: Data Wrangling and Preparation for Time Series

TopicNotebookColab
Data wrangling using pandas and pandasqlGithub

Chapter-3: Smoothing Methods

TopicNotebookColab
1. Simple exponential smoothingGithub
2. Double Exponential SmoothingGithub
3. Triple Exponential SmoothingGithub

Chapter-4: Regression Extension Techniques for Time- Series Data

TopicNotebookColab
1. AR and MAGithub
2. StationaryGithub
3. ARIMAGithub
4. SARIMAGithub
5. SARIMAXGithub
6. VARGithub
7. VARMA with Auto ArimaGithub
8. VARMA with Gird SearchGithub

Chapter-5: Bleeding-Edge Techniques

This chapter contains deep learning theory.


Chapter-6: Bleeding-Edge Techniques for Univariate Time Series

TopicNotebookColab
1. Bidirectional LSTM Univarient Single Step StyleGithub
2. Bidirectional LSTM Univarient Horizon StyleGithub
3. CNN Univarient Horizon StyleGithub
4. CNN Univarient Single Step StyleGithub
5. Encoder Decoder LSTM Univariate Horizon StyleGithub
6. Encoder Decoder LSTM Univarient Single Step StyleGithub
7. GRU Univarient Single Step StyleGithub
8. GRU Univarient Horizon StyleGithub
9. LSTM Univariate Horizon StyleGithub
10. LSTM Univarient Single Step StyleGithub

Chapter-7: Bleeding-Edge Techniques for Multivariate Time Series

TopicNotebookColab
1. Bidirectional LSTM Multivariate Horizon StyleGithub
2. CNN Multivariate Horizon StyleGithub
3. Encoder Decoder LSTM Multivariate Horizon StyleGithub
4. GRU Multivariate Horizon StyleGithub
5. LSTM Multivariate Horizon StyleGithub

Chapter-8 : Prophet

TopicNotebookColab
1. fbprophetGithub
2. fbprophet with log transformationGithub
3. fbprophet adding country holidayGithub
4. fbprophet with exogenous or add_regressorsGithub

Note: All Jupyter Notebook Sample Data is available in Data Folder


Releases

Release v1.0 corresponds to the code in the published book, without corrections or updates.

Contributions

See the file Contributing.md for more information on how you can contribute to this repository.