Time Series analysis in Python
“Time is precious so is Time Series Analysis”
Time series analysis has been around for centuries helping us to solve from astronomical problems to business problems and advanced scientific research around us now. Time stores precious information, which most machine learning algorithms don’t deal with. But time series analysis, which is a mix of machine learning and statistics helps us to get useful insights. Time series can be applied to various fields like economy forecasting, budgetary analysis, sales forecasting, census analysis and much more. In this workshop, We will look at how to dive deep into time series data and make use of deep learning to make accurate predictions.
Structure of the workshop goes like this
- Introduction to Time series analysis
- Time Series Exploratory Data Analysis and Data manipulation with pandas
- Forecast Time series data with some classical method (AR, MA, ARMA, ARIMA, GARCH, E-GARCH)
- Introduction to Deep Learning and Time series forecasting using MLP and LSTM
- Forecasting using XGBoost
- Financial Time Series data
Libraries Used:
- Keras (with Tensorflow backend)
- matplotlib
- pandas
- statsmodels
- sklearn
- seaborn
- arch
Outline/Structure of the Workshop
- Introduction to Time series analysis (10 mins)
- Time Series Exploratory Data Analysis and Data manipulation with pandas (45 mins)
- Forecast Time series data with some classical method (AR, MA, ARMA, ARIMA, GARCH, E-GARCH) (70 mins)
- Introduction to Deep Learning and Time series forecasting using MLP and LSTM (60 mins)
- Forecasting using XGBoost - (20 mins)
- Financial Time Series data - (25 Mins)
*Note: Session timings including exercises for attendees to work on
Learning Outcome
- Using Pandas for time series data
- Using classical models for time series forecasting
- Using deep learning for time series forecasting
Target Audience
Audience with interest in time series analysis with a basic understanding of the math behind
Prerequisites for Attendees
- Basics of Python
- Basics of Time series analysis
- Basics of Pandas
- Introduction to Deep Neural Networks
The following python packages need to be installed in the laptops of the attendees.
- Pandas
- Keras
- statsmodels
- matplotlib
- sklearn
- seaborn
- arch
repo : https://github.com/poornagurram/TimeSeriesAnalysis_ODSC_2019
Links
https://www.youtube.com/watch?v=FbMP187VNTI
https://www.youtube.com/watch?v=RY5QHJow90M
Have done a basic version of the same workshop in scipy India - https://scipy.in/2018#schedule. Please note this was not recorded.
schedule Submitted 4 years ago
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The theme will be updated soon .
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https://www.linkedin.com/in/ramaswamysrikanth/
{ This workshop will be a combination of panel discussions , expert talk and neuroimaging data science workshop ( applying machine learning and deep learning algorithms to Neuroimaging data sets}
{ We are currently onboarding several experts from Neuroscience domain --Neurosurgeons , Neuroscientists and Computational Neuroscientists .Details of the speakers will be released soon }
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