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Time Series Analysis with Python Cookbook

You're reading from  Time Series Analysis with Python Cookbook

Product type Book
Published in Jun 2022
Publisher Packt
ISBN-13 9781801075541
Pages 630 pages
Edition 1st Edition
Languages
Concepts
Author (1):
Tarek A. Atwan Tarek A. Atwan
Profile icon Tarek A. Atwan

Table of Contents (18) Chapters

Preface 1. Chapter 1: Getting Started with Time Series Analysis 2. Chapter 2: Reading Time Series Data from Files 3. Chapter 3: Reading Time Series Data from Databases 4. Chapter 4: Persisting Time Series Data to Files 5. Chapter 5: Persisting Time Series Data to Databases 6. Chapter 6: Working with Date and Time in Python 7. Chapter 7: Handling Missing Data 8. Chapter 8: Outlier Detection Using Statistical Methods 9. Chapter 9: Exploratory Data Analysis and Diagnosis 10. Chapter 10: Building Univariate Time Series Models Using Statistical Methods 11. Chapter 11: Additional Statistical Modeling Techniques for Time Series 12. Chapter 12: Forecasting Using Supervised Machine Learning 13. Chapter 13: Deep Learning for Time Series Forecasting 14. Chapter 14: Outlier Detection Using Unsupervised Machine Learning 15. Chapter 15: Advanced Techniques for Complex Time Series 16. Index 17. Other Books You May Enjoy

Chapter 14: Outlier Detection Using Unsupervised Machine Learning

In Chapter 8, Outlier Detection Using Statistical Methods, you explored parametric and non-parametric statistical techniques to spot potential outliers. The methods were simple, interpretable, and yet quite effective.

Outlier detection is not straightforward, mainly due to the ambiguity surrounding the definition of what an outlier is specific to your data or the problem that you are trying to solve. For example, though common, some of the thresholds used in Chapter 8, Outlier Detection Using Statistical Methods, are still arbitrary and not a rule that you should follow. Therefore, having domain knowledge is vital to making the proper judgment when spotting outliers.

In this chapter, you will be introduced to a handful of machine learning-based methods for outlier detection. Most of the machine learning techniques for outlier detection are considered unsupervised outlier detection methods, such as Isolation Forests...

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