Advanced Forecasting with Pythonby Joos Korstanje
Paperback
English
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Book details------------------------------
Author: Joos Korstanje
Title: Advanced Forecasting with Python
Format: Paperback
Language: English
Topic: Machine learning
Publisher: APress
Edition: 1st ed.
ISBN-13: 9781484271490
ISBN-10: 1484271491
RRP: £49.99
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Description------------------------------
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 th
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