Technical requirements

You can download the Jupyter Notebooks and needed datasets from the GitHub repository:

• Jupyter Notebook: https://github.com/PacktPublishing/Time-Series-Analysis-with-Python-Cookbook./blob/main/code/Ch8/Chapter%208.ipynb
• Datasets: https://github.com/PacktPublishing/Time-Series-Analysis-with-Python-Cookbook./tree/main/datasets/Ch8

Throughout the chapter, you will be using a dataset from the Numenta Anomaly Benchmark (NAB), which provides outlier detection benchmark datasets. For more information about NAB, please visit their GitHub repository here: https://github.com/numenta/NAB.

The New York Taxi dataset captures the number of NYC taxi passengers at a specific timestamp. The data contains known anomalies that are provided to evaluate the performance of our outlier detectors. The dataset contains 10,320 records between July 1, 2014, to May 31, 2015. The observations are captured in a 30-minute interval, which translates to freq = '30T...