Advanced Forecasting with Python With State-of-the-Art-Models Including LSTMs, Facebook’s Prophet, and Amazon’s DeepAR

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  • Engels
  • Paperback
  • 9781484271490
  • 03 juli 2021
  • 296 pagina's
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Cover all the machine learning techniques relevant for forecasting problems, ranging from univariate and multivariate time series to supervised learning, to state-of-the-art deep forecasting models such as LSTMs, recurrent neural networks, Facebook’s open-source Prophet model, and Amazon’s DeepAR model.

Rather than focus on a specific set of models, this book presents an exhaustive overview of all the techniques relevant to practitioners of forecasting. It begins by explaining the different categories of models that are relevant for forecasting in a high-level language. Next, it covers univariate and multivariate time series models followed by advanced machine learning and deep learning models. It concludes with reflections on model selection such as benchmark scores vs. understandability of models vs. compute time, and automated retraining and updating of models.

Each of the models presented in this book is covered in depth, with an intuitive simple explanation of the model, amathematical transcription of the idea, and Python code that applies the model to an example data set.

Reading this book will add a competitive edge to your current forecasting skillset. The book is also adapted to those who have recently started working on forecasting tasks and are looking for an exhaustive book that allows them to start with traditional models and gradually move into more and more advanced models.

You will:

  • Carry out forecasting with Python
  • Mathematically and intuitively understand traditional forecasting models and state-of-the-art machine learning techniques
  • Gain the basics of forecasting and machine learning, including evaluation of models, cross-validation, and back testing
  • Select the right model for the right use case

Productspecificaties

Inhoud

Taal
en
Bindwijze
Paperback
Oorspronkelijke releasedatum
03 juli 2021
Aantal pagina's
296

Betrokkenen

Hoofdauteur
Joos Korstanje
Hoofduitgeverij
Apress

Overige kenmerken

Editie
1st ed.
Product breedte
178 mm
Product lengte
254 mm
Studieboek
Ja
Verpakking breedte
174 mm
Verpakking hoogte
22 mm
Verpakking lengte
252 mm
Verpakkingsgewicht
803 g

EAN

EAN
9781484271490

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