/time-series-in-python-supplement

Speaker notes and additional resources for the Python Time Series course

Primary LanguageJupyter Notebook

Time Series in Python

Speaker notes and additional resources for the Python Time Series course

Time Series in Python

General Terms

  • TimeStamp Object: Stores a date / time value. Plays nice with Python datetime functionality.
  • TiemDelta: Stores a time period value.
  • DateTimeIndex: A series of individual TimeStamp objects. Can be incorporated into a DataFrame, ideally as an index.
  • Resampling: Transforming a time series to change the frequency. There are two types of resampling:
    • Upsampling: Increasing the frequency of the samples
    • Downsampliong: Decreasing the frequency of the samples
  • Decomposition: Breaking the time series down into the underliying componenents (e.g. trend, seasonal, residuals)
  • Autocorrelation: Shows the degree of similarity between the values in a time series.

Specific Resources

Tutorials & Books