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Published inOct 2021
PublisherPackt
ISBN-139781801819626
Edition1st Edition
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Ben Auffarth
Ben Auffarth
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Ben Auffarth

Ben Auffarth is a full-stack data scientist with more than 15 years of work experience. With a background and Ph.D. in computational and cognitive neuroscience, he has designed and conducted wet lab experiments on cell cultures, analyzed experiments with terabytes of data, run brain models on IBM supercomputers with up to 64k cores, built production systems processing hundreds and thousands of transactions per day, and trained language models on a large corpus of text documents. He co-founded and is the former president of Data Science Speakers, London.
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Python Practice

NumPy and SciPy offer most of the functionality that we need, but we might need a few more libraries.

In this section, we'll use several libraries, which we can quickly install from the terminal, the Jupyter Notebook, or similarly from Anaconda Navigator:

pip install -U tsfresh workalendar astral "featuretools[tsfresh]" sktime

All of these libraries are quite powerful and each of them deserves more than the space we can give to it in this chapter.

Let's start with log and power transformations.

Log and Power Transformations in Practice

Let's create a distribution that's not normal, and let's log-transform it. We'll plot the original and transformed distribution for comparison, and we'll apply a statistical test for normality.

Let's first create the distribution:

from scipy.optimize import minimize
import numpy as np
np.random.seed(0)
pts = 10000
vals = np.random.lognormal(0, 1.0, pts...
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Machine Learning for Time-Series with Python
Published in: Oct 2021Publisher: PacktISBN-13: 9781801819626

Author (1)

author image
Ben Auffarth

Ben Auffarth is a full-stack data scientist with more than 15 years of work experience. With a background and Ph.D. in computational and cognitive neuroscience, he has designed and conducted wet lab experiments on cell cultures, analyzed experiments with terabytes of data, run brain models on IBM supercomputers with up to 64k cores, built production systems processing hundreds and thousands of transactions per day, and trained language models on a large corpus of text documents. He co-founded and is the former president of Data Science Speakers, London.
Read more about Ben Auffarth