Timeseries kinds and applications

Machine Learning cho Dữ liệu Chuỗi thời gian bằng Python

Chris Holdgraf

Fellow, Berkeley Institute for Data Science

Time Series

What makes a time series?

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

Reading in a time series with 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

Plotting a pandas timeseries

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")

A timeseries plot

Why machine learning?

We can use really big data and really complicated data

Why machine learning?

We can...

Predict the future
Automate this process

Why combine these two?

A machine learning pipeline

Feature extraction
Model fitting
Prediction and validation

Let's practice!

Machine Learning cho Dữ liệu Chuỗi thời gian bằng Python