Introduction to Time Series Forecasting With Python
Discover How to Prepare Data and Develop Models to Predict the Future
Time series forecasting is different from other machine learning problems.
The key difference is the fixed sequence of observations and the constraints and additional structure this provides.
In this mega Ebook written in the friendly Machine Learning Mastery style that you’re used to, finally cut through the math and specialized methods for time series forecasting.
Using clear explanations, standard Python libraries and step-by-step tutorials you will discover how to load and prepare data, evaluate model skill, and implement forecasting models for time series data.
Technical Details About the Book
- PDF format Ebook.
- 8 parts, 34 chapters, 367 pages.
- 28 step-by-step tutorial lessons.
- 3 end-to-end projects.
- 181 Python (.py) files.
Clear and Complete Examples.
No Math. Nothing Hidden.
Click to jump straight to the packages.
Time Series Problems are Important
Time series forecasting is an important area of machine learning that is often neglected.
It is important because there are so many prediction problems that involve a time component. These problems are neglected because it is this time component that makes time series problems more difficult to handle.
You can’t just fire a machine learning algorithm at a time series dataset.
- Time series data must be transformed into a supervised learning problem.
- Time series data has temporal structure like trends and seasonality that must be handled.
- Time series data has a forecast horizon.
There are a few conceptual steps you must make before you can start developing forecasting models.
There are also specialized terminology and algorithms to consider and use when working with time series data.
It can feel overwhelming for a beginner and standard machine learning libraries like scikit-learn do not make it easy to get started.
Introducing: “Time Series Forecasting With Python“
This is the book I wish I had when I was getting started with univariate time series forecasting.
It is designed for the practical and hands-on way you prefer to learn.
The goal of this book is to:
Show you how to get results on univariate time series forecasting problems using the Python ecosystem.
It is a cookbook designed for immediate use.
This book was developed using five principles.
- Application: The focus is on the application of forecasting rather than the theory.
- Lessons: The book is broken down into short lessons, each focused on a specific topic.
- Value: Lessons focus on the most used and most useful aspects of a forecasting project.
- Results: Each lesson provides a path to a usable and reproducible result.
- Speed: Each lesson is designed to provide the shortest path to a result.
These principles shape the structure and organization of the book.
What You Will Know and Be Able to Do (Reading Outcomes)
If you choose to work through all of the lessons and projects of this book, you can set some reasonable expectations on your new found capabilities.
- Time Series Foundations: You will be able to identify time series forecasting problems as distinct from other predictive modeling problems and how time series can be framed as supervised learning.
- Transform Data For Modeling: You will be able to transform, rescale, smooth and engineer features from time series data in order to best expose the underlying inherent properties of the problem (the signal) to learning algorithms for forecasting.
- Harness Temporal Structure: You will be able to analyze time series data and understand the temporal structure inherent in it such as trends and seasonality and how these structures may be addressed, removed and harnessed when forecasting.
- Evaluate Models: You will be able to devise a model test harness for a univariate forecasting problem and estimate the baseline skill and expected model performance on unseen data with various performance measures.
- Apply Classical Methods: You will be able to select, apply and interpret the results from classical linear methods such as Autoregression, Moving Average and ARIMA models on univariate time series forecasting problems.
You will be a capable predictive modeler for univariate time series forecasting problems using the Python ecosystem.
‘Time Series Forecasting With Python‘ is for Python Developers…
This book makes some assumptions about you.
- You’re a Developer: This is a book for developers. You are a developer of some sort. You know how to read and write code. You know how to develop and debug a program.
- You know Python: This is a book for Python people. You know the Python program- ming language, or you’re a skilled enough developer that you can pick it up as you go along.
- You know some Machine Learning: This is a book for novice machine learning practitioners. You know some basic practical machine learning, or you can figure it out quickly.
No mathematical prerequisites are needed.
No scikit-learn prerequisites are needed.
This is a playbook, a cookbook, a field guide, not a textbook for academics.
Time Series Forecasting for Beginners
It is an introductory book for time series forecasting.
As such, it focuses on univariate (one variable) data, rather than more complex multivariate problems. It also focuses on using powerful linear methods like ARIMA, rather than more exotic methods.
Everything You Need to Know to Develop Time Series Forecasting Models
You Will Get:
28 Lessons on Python Best Practices for Time Series Forecasting and
3 Project Tutorials that Tie it All Together
This Ebook was written around two themes designed to get you started and using Python for applied time series forecasting effectively and quickly.
These two parts are Lessons and Projects:
- Lessons: Learn how the sub-tasks of time series forecasting projects map onto Python and the best practice way of working through each task.
- Projects: Tie together all of the knowledge from the lessons by working through case study predictive modeling problems.
Here is an overview of the 28 step-by-step lessons you will complete:
Each lesson was designed to be completed in about 30 minutes by the average developer.
Part I. Fundamentals
- Python Environment
- What is Time Series Forecasting?
- Time Series as Supervised Learning
Part II. Data Preparation
- Load and Explore Time Series Data
- Data Visualization
- Resampling and Interpolation
- Power Transforms
- Moving Average Smoothing
Part III. Temporal Structure
- A Gentle Introduction to White Noise
- A Gentle Introduction to the Random Walk
- Decompose Time Series Data
- Use and Remove Trends
- Use and Remove Seasonality
- Stationarity in Time Series Data
Part IV. Evaluate Models
- Backtest Forecast Models
- Forecasting Performance Measures
- Persistence Model for Forecasting
- Visualize Residual Forecast Errors
- Reframe Time Series Forecasting Problems
Part V. Forecast Models
- A Gentle Introduction to the Box-Jenkins Method
- Autoregression Models for Forecasting
- Moving Average Models for Forecasting
- ARIMA Model for Forecasting
- Autocorrelation and Partial Autocorrelation
- Grid Search ARIMA Model Hyperparameters
- Save Models and Make Predictions
- Forecast Confidence Intervals
Here is an overview of the 3 end-to-end projects you will complete:
- Project 1: Monthly Armed Robberies in Boston.
- Project 2: Annual Water Usage in Baltimore.
- Project 3: Monthly Sales of French Champagne.
Each project was designed to be completed in about 60 minutes by the average developer.
Take a Sneak Peek Inside The Ebook
Click image to Enlarge.
BONUS: Time Series Forecasting Code Recipes
…you also get 181 fully working time series forecasting scripts
Sample Code Recipes
Each recipe presented in the book is standalone, meaning that you can copy and paste it into your project and use it immediately.
- You get one Python script (.py) for each example provided in the book.
- You get the datasets used throughout the book.
Your Time Series Code Recipe Library covers the following topics:
- Loading data from CSV files.
- Feature engineering.
- Power transforms like log and sqrt.
- Upsampling and downsampling data.
- Interpolating missing values.
- Moving average smoothing
- Stationarity statistical tests.
- Walk-forward model validation.
- Performance measures like RMSE.
- Naive forecast model.
- Data visualization like line plots and ACF.
- AR forecast models.
- MA forecast models
- ARIMA forecast models.
- Grid search model parameters
- Save forecast models to file.
- Calculate confidence intervals.
This means that you can follow along and compare your answers to a known working implementation of each example in the provided Python files.
This helps a lot to speed up your progress when working through the details of a specific task.
Python Technical Details
This section provides some technical details about the book.
- Python Version: You can use Python 2 or 3.
- SciPy: You will use NumPy, Pandas and scikit-learn.
- Statsmodels: You can use Statsmodels 0.6 or 0.8.
- Operating System: You can use Windows, Linux or Mac OS X.
- Editor: You can use a text editor and run example from the command line.
About The Author
Hi, I'm Jason Brownlee. I run this site and I wrote and published this book.
I live in Australia with my wife and sons. I love to read books, write tutorials, and develop systems.
I have a computer science and software engineering background as well as Masters and PhD degrees in Artificial Intelligence with a focus on stochastic optimization.
I've written books on algorithms, won and ranked well in competitions, consulted for startups, and spent years in industry. (Yes, I have spend a long time building and maintaining REAL operational systems!)
I get a lot of satisfaction helping developers get started and get really good at applied machine learning.
I teach an unconventional top-down and results-first approach to machine learning where we start by working through tutorials and problems, then later wade into theory as we need it.
I'm here to help if you ever have any questions. I want you to be awesome at machine learning.
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If you use my material to teach, please reference the source, including:
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- Jason Brownlee, Machine Learning Algorithms in Python, Machine Learning Mastery, Available from https://machinelearningmastery.com/machine-learning-with-python/, accessed April 15th, 2018.
Also, if your work is public, contact me, I’d love to see it out of general interest.
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I prefer to keep complete control over my content for now.
My books are self-published and are only available from my website.
I don’t have exercises or assignments in my books.
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The book chapters are written as self-contained tutorials with a specific learning outcome. You will learn how to do something at the end of the tutorial.
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I have books that do not require any skill in programming, for example:
Other books do have code examples in a given programming language.
You must know the basics of the programming language, such as how to install the environment and how to write simple programs. I do not teach programming, I teach machine learning for developers.
You do not need to be a good programmer.
That being said, I do offer tutorials on how to setup your environment efficiently and even crash courses on programming languages for developers that may not be familiar with the given language.
My books do not cover the theory or derivations of machine learning methods.
This is by design.
My books are focused on the practical concern of applied machine learning. Specifically, how algorithms work and how to use them effectively with modern open source tools.
If you are interested in the theory and derivations of equations, I recommend a machine learning textbook. Some good examples of machine learning textbooks that cover theory include:
I generally don’t run sales.
If I do have a special, such as around the launch of a new book, I only offer it to past customers and subscribers on my email list.
I do offer book bundles that offer a discount for a collection of related books.
I do offer a discount to students, teachers, and retirees. Contact me to find out about discounts.
Sorry, I don’t have videos.
I only have tutorial lessons and projects in text format.
This is by design. I used to have video content and I found the completion rate much lower.
I want you to put the material into practice. I have found that text-based tutorials are the best way of achieving this. With text-based tutorials you must read, implement and run the code.
With videos, you are passively watching and not required to take any action.
After reading and working through the tutorials you are far more likely to use what you have learned.
There are no physical books, therefore no shipping is required.
All books are EBooks that you can download immediately after you complete your purchase.
I support purchases from any country via PayPal or Credit Card.
The book “Long Short-Term Memory Networks with Python” is not focused on time series forecasting, instead, it is focused on the LSTM method for a suite of sequence prediction problems.
The book “Deep Learning for Time Series Forecasting” shows you how to develop MLP, CNN and LSTM models for univariate, multivariate and multi-step time series forecasting problems.
The book “Master Machine Learning Algorithms” is for programmers and non-programmers alike. It teaches you how 10 top machine learning algorithms work, with worked examples in arithmetic, and spreadsheets, not code. The focus is on an understanding on how each model learns and makes predictions.
The book “Machine Learning Algorithms From Scratch” is for programmers that learn by writing code to understand. It provides step-by-step tutorials on how to implement top algorithms as well as how to load data, evaluate models and more. It has less on how the algorithms work, instead focusing exclusively on how to implement each in code.
The two books can support each other.
The books are a concentrated and more convenient version of what I put on the blog.
I design my books to be a combination of lessons and projects to teach you how to use a specific machine learning tool or library and then apply it to real predictive modeling problems.
The books get updated with bug fixes, updates for API changes and the addition of new chapters, and these updates are totally free.
I do put some of the book chapters on the blog as examples, but they are not tied to the surrounding chapters or the narrative that a book offers and do not offer the standalone code files.
With each book, you also get all of the source code files used in the book that you can use as recipes to jump-start your own predictive modeling problems.
My books are playbooks. Not textbooks.
They have no deep explanations of theory, just working examples that are laser-focused on the information that you need to know to bring machine learning to your project.
There is little math, no theory or derivations.
My readers really appreciate the top-down, rather than bottom-up approach used in my material. It is the one aspect I get the most feedback about.
My books are not for everyone, they are carefully designed for practitioners that need to get results, fast.
Ebooks can be purchased from my website directly.
- First, find the book or bundle that you wish to purchase, you can see the full catalog here:
- Click on the book or bundle that you would like to purchase to go to the book’s details page.
- Click the “Buy Now” button for the book or bundle to go to the shopping cart page.
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All prices are in US dollars (USD).
Books can be purchased with PayPal or Credit Card.
All prices on Machine Learning Mastery are in US dollars.
Payments can be made by using either PayPal or a Credit Card that supports international payments (e.g. most credit cards).
You do not have to explicitly convert money from your currency to US dollars.
Currency conversion is performed automatically when you make a payment using PayPal or Credit Card.
After you complete your purchase you will receive an email with a link to download your bundle.
The download will include the book or books and any bonus material.
There are no physical books, therefore no shipping is required.
All books are EBooks that you can download immediately after you complete your purchase.
I recommend reading one chapter per day.
Momentum is important.
Some readers finish a book in a weekend.
Most readers finish a book in a few weeks by working through it during nights and weekends.
You will get your book immediately.
After you complete and submit the payment form, you will be immediately redirected to a webpage with a link to download your purchase.
You will also immediately be sent an email with a link to download your purchase.
Generally, I would recommend starting with the book or topic that most interests you.
Nevertheless, one suggested order for reading the books is as follows:
- Linear Algebra for Machine Learning
- Statistical Methods for Machine Learning
- Master Machine Learning Algorithms
- Machine Learning Algorithms From Scratch
- Machine Learning Mastery With Weka
- Machine Learning Mastery With Python
- Machine Learning Mastery With R
- Time Series Forecasting With Python
- XGBoost With Python
- Deep Learning With Python
- Long Short-Term Memory Networks with Python
- Deep Learning for Natural Language Processing
- Deep Learning for Time Series Forecasting
- Better Deep Learning
I hope that helps.
Sorry, I do not have a license to purchase my books or bundles for libraries.
The books are for individual use only.
Multi-seat licenses create a bit of a maintenance nightmare for me, sorry. It takes time away from reading, writing and helping my readers.
If you have a big order, such as for a class of students or a large team, please contact me and we will work something out.
My best advice is to start with a book on a topic that you can use immediately.
Baring that, pick a topic that interests you the most.
If you are unsure, perhaps try working through some of the free tutorials to see what area that you gravitate towards.
Generally, I recommend focusing on the process of working through a predictive modeling problem end-to-end:
I have three books that show you how to do this, with three top open source platforms:
- Master Machine Learning With Weka (no programming)
- Master Machine Learning With R (caret)
- Master Machine Learning With Python (pandas and scikit-learn)
These are great places to start.
You can always circle back and pick-up a book on algorithms later to learn more about how specific methods work in greater detail.
Thanks for your interest.
You can see the full catalog of my books and bundles here:
Thanks for asking.
I try not to plan my books too far into the future. I try to write about the topics that I am asked about the most or topics where I see the most misunderstanding.
If you would like me to write more about a topic, I would love to know.
Contact me directly and let me know the topic and even the types of tutorials you would love for me to write.
Contact me and let me know the email address (or email addresses) that you think you used to make purchases.
I can look up what purchases you have made and resend purchase receipts to you so that you can redownload your books and bundles.
All prices are in US Dollars (USD).
All currency conversion is handled by PayPal for PayPal purchases, or by Stripe and your bank for credit card purchases.
It is possible that your link to download your purchase will expire after a few days.
This is a security precaution.
Please contact me and I will resend you purchase receipt with an updated download link.
The book “Deep Learning With Python” could be a prerequisite to”Long Short-Term Memory Networks with Python“. It teaches you how to get started with Keras and how to develop your first MLP, CNN and LSTM.
The book “Long Short-Term Memory Networks with Python” goes deep on LSTMs and teaches you how to prepare data, how to develop a suite of different LSTM architectures, parameter tuning, updating models and more.
Both books focus on deep learning in Python using the Keras library.
The book “Long Short-Term Memory Networks in Python” focuses on how to develop a suite of different LSTM networks for sequence prediction, in general.
The book “Deep Learning for Time Series Forecasting” focuses on how to use a suite of different deep learning models (MLPs, CNNs, LSTMs, and hybrids) to address a suite of different time series forecasting problems (univariate, multivariate, multistep and combinations).
The LSTM book teaches LSTMs only and does not focus on time series. The Deep Learning for Time Series book focuses on time series and teaches how to use many different models including LSTMs.
The book “Long Short-Term Memory Networks With Python” focuses on how to implement different types of LSTM models.
The book “Deep Learning for Natural Language Processing” focuses on how to use a variety of different networks (including LSTMs) for text prediction problems.
The LSTM book can support the NLP book, but it is not a prerequisite.
Linux, MacOS, and Windows.
There are no code examples in “Master Machine Learning Algorithms“, therefore no programming language is used.
Algorithms are described and their working is summarized using basic arithmetic. The algorithm behavior is also demonstrated in excel spreadsheets, that are available with the book.
It is a great book for learning how algorithms work, without getting side-tracked with theory or programming syntax.
If you are interested in learning about machine learning algorithms by coding them from scratch (using the Python programming language), I would recommend a different book:
I write the content for the books (words and code) using a text editor, specifically sublime.
I typeset the books and create a PDF using LaTeX.
All of the books have been tested and work with Python 3 (e.g. 3.5 or 3.6).
Most of the books have also been tested and work with Python 2.7.
Where possible, I recommend using the latest version of Python 3.
After you fill in the order form and submit it, two things will happen:
- You will be redirected to a webpage where you can download your purchase.
- You will be sent an email (to the email address used in the order form) with a link to download your purchase.
The redirect in the browser and the email will happen immediately after you complete the purchase.
You can download your purchase from either the webpage or the email.
If you cannot find the email, perhaps check other email folders, such as the “spam” folder?
If you have any concerns, contact me and I can resend your purchase receipt email with the download link.
I do test my tutorials and projects on the blog first. It’s like the early access to ideas, and many of them do not make it to my training.
Much of the material in the books appeared in some form on my blog first and is later refined, improved and repackaged into a chapter format. I find this helps greatly with quality and bug fixing.
The books provide a more convenient packaging of the material, including source code, datasets and PDF format. They also include updates for new APIs, new chapters, bug and typo fixing, and direct access to me for all the support and help I can provide.
I believe my books offer thousands of dollars of education for tens of dollars each.
They are months if not years of experience distilled into a few hundred pages of carefully crafted and well-tested tutorials.
I think they are a bargain for professional developers looking to rapidly build skills in applied machine learning or use machine learning on a project.
Also, what are skills in machine learning worth to you? to your next project? and you’re current or next employer?
Nevertheless, the price of my books may appear expensive if you are a student or if you are not used to the high salaries for developers in North America, Australia, UK and similar parts of the world. For that, I am sorry.
I do offer discounts to students, teachers and retirees.
Please contact me to find out more.
I offer a ton of free content on my blog, you can get started with my best free material here:
About my Books
My books are playbooks.
They are intended for developers who want to know how to use a specific library to actually solve problems and deliver value at work.
- My books guide you only through the elements you need to know in order to get results.
- My books are in PDF format and come with code and datasets, specifically designed for you to read and work-through on your computer.
- My books give you direct access to me via email (what other books offer that?)
- My books are a tiny business expense for a professional developer that can be charged to the company and is tax deductible in most regions.
Very few training materials on machine learning are focused on how to get results.
The vast majority are about repeating the same math and theory and ignore the one thing you really care about: how to use the methods on a project.
Comparison to Other Options
Let me provide some context for you on the pricing of the books:
There are free videos on youtube and tutorials on blogs.
- Great, I encourage you to use them, including my own free tutorials.
There are very cheap video courses that teach you one or two tricks with an API.
- My books teach you how to use a library to work through a project end-to-end and deliver value, not just a few tricks
A textbook on machine learning can cost $50 to $100.
- All of my books are cheaper than the average machine learning textbook, and I expect you may be more productive, sooner.
A bootcamp or other in-person training can cost $1000+ dollars and last for days to weeks.
- A bundle of all of my books is far cheaper than this, they allow you to work at your own pace, and the bundle covers more content than the average bootcamp.
Sorry, my books are not available on websites like Amazon.com.
I carefully decided to not put my books on Amazon for a number of reasons:
- Amazon takes 65% of the sale price of self-published books, which would put me out of business.
- Amazon offers very little control over the sales page and shopping cart experience.
- Amazon does not allow me to contact my customers via email and offer direct support and updates.
- Amazon does not allow me to deliver my book to customers as a PDF, the preferred format for my customers to read on the screen.
I hope that helps you understand my rationale.
I am sorry to hear that you’re having difficulty purchasing a book or bundle.
I use Stripe and PayPal services to support secure and encrypted payment processing on my website.
Some common problems when customers have a problem include:
- Perhaps you can double check that your details are correct, just in case of a typo?
- Perhaps you could try a different payment method, such as PayPal or Credit Card?
- Perhaps you’re able to talk to your bank, just in case they blocked the transaction?
I often see customers trying to purchase with a domestic credit card that does not allow international purchases. This is easy to overcome by talking to your bank.
If you’re still having difficulty, please contact me and I can help investigate further.
I give away a lot of content for free. Most of it in fact.
It is important to me to help students and practitioners that are not well off, hence the enormous amount of free content that I provide.
You can access the free content:
I have thought very hard about this and I sell machine learning Ebooks for a few important reasons:
- I use the revenue to support the site and all the non-paying customers.
- I use the revenue to support my family so that I can continue to create content.
- Practitioners that pay for tutorials are far more likely to work through them and learn something.
- I target my books towards working professionals that are more likely to afford the materials.
All updates to the book or books in your purchase are free.
Books are usually updated once every few months to fix bugs, typos and keep abreast of API changes.
Contact me anytime and check if there have been updates. Let me know what version of the book you have (version is listed on the copyright page).
Please contact me anytime with questions about machine learning or the books.
One question at a time please.
Also, each book has a final chapter on getting more help and further reading and points to resources that you can use to get more help.
Yes, the books can help you get a job, but indirectly.
Getting a job is up to you.
It is a matching problem between an organization looking for someone to fill a role and you with your skills and background.
That being said, there are companies that are more interested in the value that you can provide to the business than the degrees that you have. Often, these are smaller companies and start-ups.
You can focus on providing value with machine learning by learning and getting very good at working through predictive modeling problems end-to-end. You can show this skill by developing a machine learning portfolio of completed projects.
My books are specifically designed to help you toward these ends. They teach you exactly how to use open source tools and libraries to get results in a predictive modeling project.
Do you have another question?