Jenis deret waktu dan aplikasinya

Machine Learning untuk Data Deret Waktu di Python

Chris Holdgraf

Fellow, Berkeley Institute for Data Science

Deret Waktu

Apa yang membuat deret waktu?

Datapoint	Datapoint	Datapoint	Datapoint	Datapoint	Datapoint
1	34	12	54	76	40

Timepoint	Timepoint	Timepoint	Timepoint	Timepoint	Timepoint
2:00	2:01	2:02	2:03	2:04	2:05

Timepoint	Timepoint	Timepoint	Timepoint	Timepoint	Timepoint
Jan	Feb	March	April	May	Jun

Timepoint	Timepoint	Timepoint	Timepoint	Timepoint	Timepoint
1e-9	2e-9	3e-9	4e-9	5e-9	6e-9

Membaca deret waktu dengan Pandas

import pandas as pd
import matplotlib.pyplot as plt
data = pd.read_csv('data.csv')
data.head()

          date symbol       close       volume
0   2010-01-04   AAPL  214.009998  123432400.0
46  2010-01-05   AAPL  214.379993  150476200.0
92  2010-01-06   AAPL  210.969995  138040000.0
138 2010-01-07   AAPL  210.580000  119282800.0
184 2010-01-08   AAPL  211.980005  111902700.0

Memplot deret waktu pandas

import matplotlib.pyplot as plt
fig, ax = plt.subplots(figsize=(12, 6))
data.plot('date', 'close', ax=ax)
ax.set(title="AAPL daily closing price")

Plot deret waktu

Mengapa Machine Learning?

Kita bisa memakai data yang sangat besar dan sangat kompleks

Mengapa Machine Learning?

Kita bisa...

Memprediksi masa depan
Mengotomatisasi proses ini

Mengapa menggabungkan keduanya?

Pipa Machine Learning

Ekstraksi fitur
Pemasangan model
Prediksi dan validasi

Ayo berlatih!

Machine Learning untuk Data Deret Waktu di Python