24 August 2020

Timeseries Analysis for Machine Learning

by Ru Kein

This tutorial will demonstrate statistical modeling techniques for time series analysis with machine learning data. Here is an outline of the steps we’ll take:

  1. Load time series data to perform ts indexing
  2. Perform index based slicing to create subsets
  3. Change the granularity of a time series
  4. Data cleaning
  5. Explore temporal structure with line plots
  6. Understand/describe distribtion of observations using histograms and density plots.
  7. Measure change in distribution over intervals using box+whisker plots and heatmap plots
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