1607944508

Facebook released its new open source time series modelling Python library NeuralProphet, a PyTorch based neural network forecasting tool.

In this tutorial, we will explore Facebook’s NeuralProphet for Time Series Forecasting On NSE Of India.

Read more: https://analyticsindiamag.com/neuralprophet/

#facebook #nse #python #opensource #pytorch #neuralprophet

1607944508

Facebook released its new open source time series modelling Python library NeuralProphet, a PyTorch based neural network forecasting tool.

In this tutorial, we will explore Facebook’s NeuralProphet for Time Series Forecasting On NSE Of India.

Read more: https://analyticsindiamag.com/neuralprophet/

#facebook #nse #python #opensource #pytorch #neuralprophet

1595685600

In this article, we will be discussing an algorithm that helps us analyze past trends and lets us focus on what is to unfold next so this algorithm is time series forecasting.

**What is Time Series Analysis?**

In this analysis, you have one variable -TIME. A time series is a set of observations taken at a specified time usually equal in intervals. It is used to predict future value based on previously observed data points.

**Here some examples where time series is used.**

- Business forecasting
- Understand the past behavior
- Plan future
- Evaluate current accomplishments.

**Components of time series :**

**Trend:**Let’s understand by example, let’s say in a new construction area someone open hardware store now while construction is going on people will buy hardware. but after completing construction buyers of hardware will be reduced. So for some times selling goes high and then low its called uptrend and downtrend.- **Seasonality: **Every year chocolate sell goes high during the end of the year due to Christmas. This same pattern happens every year while in the trend that is not the case. Seasonality is repeating same pattern at same intervals.
**Irregularity:**It is also called noise. When something unusual happens that affects the regularity, for example, there is a natural disaster once in many years lets say it is flooded so people buying medicine more in that period. This what no one predicted and you don’t know how many numbers of sales going to happen.**Cyclic:**It is basically repeating up and down movements so this means it can go more than one year so it doesn’t have fix pattern and it can happen any time and it is much harder to predict.

**Stationarity of a time series:**

A series is said to be “strictly stationary” if the marginal distribution of Y at time t[p(Yt)] is the same as at any other point in time. This implies that the mean, variance, and covariance of the series Yt are time-invariant.

However, a series said to be “weakly stationary” or “covariance stationary” if mean and variance are constant and covariance of two-point Cov(Y1, Y1+k)=Cov(Y2, Y2+k)=const, which depends only on lag k but do not depend on time explicitly.

#machine-learning #time-series-model #machine-learning-ai #time-series-forecasting #time-series-analysis

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_ is a sequence of time-based data points collected at specific intervals of a given phenomenon that undergoes changes over time. In other words, time series is a sequence taken at consecutive equally spaced points in the time period._Time series

As a example, we can present few time series data sets in different domains such as pollution levels, Birth rates, heart rate monitoring, global temperatures and Consumer Price Index etc. At the processing level, above datasets are tracked, monitored, down sampled, and aggregated over **time.**

There are different kind of time series analysis techniques in the big data analytical field. Among them few are,

- Autoregression (AR)
- Moving Average (MA)
- Autoregressive Moving Average (ARMA)
- Autoregressive Integrated Moving Average (ARIMA)
- Seasonal Autoregressive Integrated Moving-Average (SARIMA)

ARIMA Model

ARIMA Model is simple and flexible enough to capture relationship we would see in the data and It aims to explain the autocorrelation between the data points using past data. We can decompose the ARIMA model as follow to grab the key elements of it.

- **AR: _Auto regression. _**This is a model that uses the dependent relationship between the data and the lagged data.
- **I:_ Integrated. _**The use of differencing of raw observations (e.g. subtracting an observation from an observation at the previous time step) in order to make the time series stationary.
- **MA: _Moving average. _**A model that uses the relationship between the observations and the residual error from the moving average model applied to lagged observations.

Dataset Explanation

Exploratory Analysis

…

#python #time-series-analysis #pandas #forecasting #arima #time series analysis using arima model with python

1616818722

In my last post, I mentioned multiple selecting and filtering in Pandas library. I will talk about time series basics with Pandas in this post. Time series data in different fields such as finance and economy is an important data structure. The measured or observed values over time are in a time series structure. Pandas is very useful for time series analysis. There are tools that we can easily analyze.

In this article, I will explain the following topics.

- What is the time series?
- What are time series data structures?
- How to create a time series?
- What are the important methods used in time series?

Before starting the topic, our Medium page includes posts on data science, artificial intelligence, machine learning, and deep learning. Please don’t forget to follow us on ** Medium** 🌱 to see these posts and the latest posts.

Let’s get started.

#what-is-time-series #pandas #time-series-python #timeseries #time-series-data

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Flow Forecast is a recently created open-source framework that aims to make it easy to use state of the art machine learning models to forecast and/or classify complex temporal data. Additionally, flow-forecast natively integrates with Google Cloud Platform, Weights and Biases, Colaboratory, and other tools commonly used in industry.

**Background**

In some of my previous articles I talked about the need for accurate time series forecasts and the promise of using deep learning. Flow-Forecast was originally, created to forecast stream and river flows using variations of the transformer and baseline models. However, in the process of training the transformers I encountered several issues related to finding the right hyper-parameters and the right architecture. Therefore, it became necessary to develop a platform for trying out many configurations. Flow forecast is designed to allow you to very easily try out a number of different hyper-parameters and training options for your models. Changing a model is as simple as swapping out the model’s name in the configuration file.

Another problem I faced was how to integrate additional static datasets into the forecasts. For river flow forecasting, there was a lot of meta-data such as latitude, longitude, soil depth, elevation, slope, etc. For this, we decided to look into unsupervised methods like autoencoders for forming an embedding. This spurred the idea of creating a generic way to synthesize embedding with the temporal forecast.

**Using flow forecast**

There are a couple easy resources to use to get started with flow-forecast. I recorded a brief introduction video back in May and there are also more detailed live-coding sessions you can follow. We also have a basic tutorial notebook that you can use to get a sense of how flow-forecast works on a basic problem. Additionally, there are also a lot more detailed notebooks that we use for our core COVID-19 predictions. Finally, we also have ReadTheDocs available for in depth documentation as well as our official wiki pages.

#machine-learning #pytorch #time-series-analysis #time-series-forecasting #deep-learning #deep learning