Operating on time series 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
Now that we know how to slice data and extract various subsets, let's discuss how to operate on time series data. You can filter the data in many different ways. The pandas library allows you to operate on time series data in any way that you want.
- Create a new Python file, and import the following packages:
import numpy as np import pandas as pd import matplotlib.pyplot as plt from convert_to_timeseries import convert_data_to_timeseries
- We will use the same text file that we used in the previous recipe:
# Input file containing data input_file = 'data_timeseries.txt'
- We will use both the third and fourth columns in this text file:
# Load data data1 = convert_data_to_timeseries(input_file, 2) data2 = convert_data_to_timeseries(input_file, 3)
- Convert the data into a pandas data frame:
dataframe = pd.DataFrame({'first': data1, 'second': data2}) - Plot the data in the given year range:
# Plot data dataframe['1952':'1955'].plot() plt.title('Data overlapped on top of each other') - Let's assume that we want to plot the difference between the two columns that we just loaded in the given year range. We can do this using the following lines:
# Plot the difference plt.figure() difference = dataframe['1952':'1955']['first'] - dataframe['1952':'1955']['second'] difference.plot() plt.title('Difference (first - second)') - If we want to filter the data based on different conditions for the first and second column, we can just specify these conditions and plot this:
# When 'first' is greater than a certain threshold # and 'second' is smaller than a certain threshold dataframe[(dataframe['first'] > 60) & (dataframe['second'] < 20)].plot() plt.title('first > 60 and second < 20') plt.show() - The full code is in the
operating_on_data.pyfile that is already provided to you. If you run the code, the first figure will look like the following:
- The second output figure denotes the difference, as follows:
- The third output figure denotes the filtered data, as follows:
-
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