8. Dissecting Time Series and Sequential Data
by Alberto Boschetti, Luca Massaron, Bastiaan Sjardin, John Hearty, Prateek Joshi
Python: Real World Machine Learning
- Python: Real World Machine Learning
- Table of Contents
- Python: Real World Machine Learning
- Python: Real World Machine Learning
- Credits
- Preface
- I. Module 1
- 1. The Realm of Supervised Learning
- Introduction
- Preprocessing data using different techniques
- Label encoding
- Building a linear regressor
- Computing regression accuracy
- Achieving model persistence
- Building a ridge regressor
- Building a polynomial regressor
- Estimating housing prices
- Computing the relative importance of features
- Estimating bicycle demand distribution
- 2. Constructing a Classifier
- Introduction
- Building a simple classifier
- Building a logistic regression classifier
- Building a Naive Bayes classifier
- Splitting the dataset for training and testing
- Evaluating the accuracy using cross-validation
- Visualizing the confusion matrix
- Extracting the performance report
- Evaluating cars based on their characteristics
- Extracting validation curves
- Extracting learning curves
- Estimating the income bracket
- 3. Predictive Modeling
- 4. Clustering with Unsupervised Learning
- Introduction
- Clustering data using the k-means algorithm
- Compressing an image using vector quantization
- Building a Mean Shift clustering model
- Grouping data using agglomerative clustering
- Evaluating the performance of clustering algorithms
- Automatically estimating the number of clusters using DBSCAN algorithm
- Finding patterns in stock market data
- Building a customer segmentation model
- 5. Building Recommendation Engines
- Introduction
- Building function compositions for data processing
- Building machine learning pipelines
- Finding the nearest neighbors
- Constructing a k-nearest neighbors classifier
- Constructing a k-nearest neighbors regressor
- Computing the Euclidean distance score
- Computing the Pearson correlation score
- Finding similar users in the dataset
- Generating movie recommendations
- 6. Analyzing Text Data
- Introduction
- Preprocessing data using tokenization
- Stemming text data
- Converting text to its base form using lemmatization
- Dividing text using chunking
- Building a bag-of-words model
- Building a text classifier
- Identifying the gender
- Analyzing the sentiment of a sentence
- Identifying patterns in text using topic modeling
- 7. Speech Recognition
- 8. Dissecting Time Series and Sequential Data
- Introduction
- Transforming data into the time series format
- Slicing time series data
- Operating on time series data
- Extracting statistics from time series data
- Building Hidden Markov Models for sequential data
- Building Conditional Random Fields for sequential text data
- Analyzing stock market data using Hidden Markov Models
- 9. Image Content Analysis
- Introduction
- Operating on images using OpenCV-Python
- Detecting edges
- Histogram equalization
- Detecting corners
- Detecting SIFT feature points
- Building a Star feature detector
- Creating features using visual codebook and vector quantization
- Training an image classifier using Extremely Random Forests
- Building an object recognizer
- 10. Biometric Face Recognition
- Introduction
- Capturing and processing video from a webcam
- Building a face detector using Haar cascades
- Building eye and nose detectors
- Performing Principal Components Analysis
- Performing Kernel Principal Components Analysis
- Performing blind source separation
- Building a face recognizer using Local Binary Patterns Histogram
- 11. Deep Neural Networks
- Introduction
- Building a perceptron
- Building a single layer neural network
- Building a deep neural network
- Creating a vector quantizer
- Building a recurrent neural network for sequential data analysis
- Visualizing the characters in an optical character recognition database
- Building an optical character recognizer using neural networks
- 12. Visualizing Data
- 1. The Realm of Supervised Learning
- II. Module 2
- 1. Unsupervised Machine Learning
- 2. Deep Belief Networks
- 3. Stacked Denoising Autoencoders
- 4. Convolutional Neural Networks
- 5. Semi-Supervised Learning
- 6. Text Feature Engineering
- 7. Feature Engineering Part II
- 8. Ensemble Methods
- 9. Additional Python Machine Learning Tools
- A. Chapter Code Requirements
- III. Module 3
- 1. First Steps to Scalability
- 2. Scalable Learning in Scikit-learn
- 3. Fast SVM Implementations
- 4. Neural Networks and Deep Learning
- The neural network architecture
- Neural networks and regularization
- Neural networks and hyperparameter optimization
- Neural networks and decision boundaries
- Deep learning at scale with H2O
- Deep learning and unsupervised pretraining
- Deep learning with theanets
- Autoencoders and unsupervised learning
- Summary
- 5. Deep Learning with TensorFlow
- 6. Classification and Regression Trees at Scale
- 7. Unsupervised Learning at Scale
- 8. Distributed Environments – Hadoop and Spark
- 9. Practical Machine Learning with Spark
- A. Introduction to GPUs and Theano
- A. Bibliography
- Index
In this chapter, we will cover the following recipes:
- Transforming data into the time series format
- Slicing time series data
- Operating on time series data
- Extracting statistics from time series data
- Building Hidden Markov Models for sequential data
- Building Conditional Random Fields for sequential text data
- Analyzing stock market data using Hidden Markov Models
Time series data is basically a sequence of measurements that are collected over time. These measurements are taken with respect to a predetermined variable and at regular time intervals. One of the main characteristics of time series data is that the ordering matters!
The list of observations that we collect is ordered on a timeline, and the order in which they appear says a lot about underlying patterns. If you change the order, this would totally change the meaning of the data. Sequential data is a generalized notion that encompasses any data that comes in a sequential form, including time series data.
Our objective here is to build a model that describes the pattern of the time series or any sequence in general. Such models are used to describe important features of the time series pattern. We can use these models to explain how the past might affect the future. We can also use them to see how two datasets can be correlated, to forecast future values, or to control a given variable that is based on some metric.
In order to visualize time series data, we tend to plot it using line charts or bar graphs. Time series data analysis is frequently used in finance, signal processing, weather prediction, trajectory forecasting, predicting earthquakes, or any field where we have to deal with temporal data. The models that we build in time series and sequential data analysis should take into account the ordering of data and extract the relationships between neighbors. Let's go ahead and check out a few recipes to analyze time series and sequential data in Python.
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