Time-series Analysis


Methods for analyzing time series data in order to extract meaningful statistics and other characteristics of the data.

Overview

Almost Everything You Need to Know About Time Series
Understand moving average, exponential smoothing, stationarity, autocorrelation, SARIMA, and more.
time-series autocorrelation sarima moving-average

Tutorials

Getting Started with Time Series analysis using Pandas
An introductory guide to get started with the Time Series datasets in Python
time-series pandas kaggle tutorial
Entity Embedding with LSTM for Time-Series
Demonstration of using LSTM for forecasting with structured time-series data, containing categorical and numerical features.
time-series lstm entity-embedding structured-data
Time series forecasting
A thorough introduction to time series forecasting using TensorFlow.
time-series forecasting tensorflow keras

Libraries

General
Prophet: Forecasting At Scale
Tool for producing high quality forecasts for time series data that has multiple seasonality with linear or non-linear growth.
forecasting time-series-forecasting prophet facebook
Tsfresh
Automatic extraction of relevant features from time series.
time-series feature-engineering library code
Time Series Classification Using Deep Learning
In this article, I will introduce you to a new package called timeseries for fastai2 that I lately developed.
time-series fastai tutorial article
STUMPY: A Powerful and Scalable Python Library for Time Series
STUMPY is a powerful and scalable Python library for computing a Matrix Profile, which can be used for a variety of time series data mining tasks.
time-series anomaly-detection pattern-matching matrix-profile
Anomaly Detection Toolkit (ADTK)
A Python toolkit for rule-based/unsupervised anomaly detection in time series
anomaly-detection time-series unsupervised-learning library
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