Methods and techniques for processing time series data

darydong 注册会员
2023-02-28 05:31

This answer quotes ChatGPT

Processing method of time series data:

Smoothing method: Smooth data using a sliding window or filter to remove noise or outliers.
Interpolation: Interpolating algorithm is used to fill in missing values.
Difference method: Difference sequential data to obtain a first or higher order difference to remove trend or seasonal components.
decomposition method: Time series decomposition method is used to decompose time series data into trend, seasonality, periodicity and residual components for further analysis or prediction.
Feature extraction method: extract features of time series data, such as lag, moving average, volatility, etc., to generate new feature vectors.
Machine learning method: Machine learning algorithm is used for classification, regression, clustering and other analysis of time series data to find potential rules and relationships.

can do feature derivation:

Statistical characteristics: mean, variance, maximum, minimum, percentile, mean difference, etc.
Sliding window features: sliding average, sliding variance, sliding maximum, sliding minimum, etc.
Periodic characteristics: time stamp, day of the week, month, season, etc.
Aggregate characteristics: mean, variance, maximum, minimum, etc., within the same category or group.
Offset feature: The value of the point in time before or after the point in time.
Time sequence characteristics: lag, difference, moving average, exponential smoothing, etc.
Diverse transformations: logarithm, power, reciprocal, quadratic, etc.

Some Python packages that handle timing data:

pandas: Pandas are used to handle time series data, supporting resampling, sliding window, moving average, etc.
numpy: Used to handle numerical calculations, providing a variety of numerical operations and functions.
statsmodels: For time series modeling and analysis, various models and methods are provided, such as ARIMA, VAR, cointegration, etc.
scikit-learn: For machine learning, Scikit-Learn provides a variety of classification, regression, clustering, dimensionality reduction algorithms for time series prediction and analysis.
prophet: A time series forecasting tool developed by Facebook for seasonal and trend decomposition and prediction using flexible non-parametric models.

dh1364304172 注册会员
2023-02-28 05:31

Time series data processing:
1, missing values: time-based interpolation, spline interpolation, linear interpolation
2, time series denoising: sliding mean, Fourier transform;
3, Outlier detection in time Series: Rolling Statiscs-based Approach, Isolated Forest, K-means Clustering

Main python packages pandas, matplotlib;

chen19860602 注册会员
2023-02-28 05:31

Part of this answer refers to GPT and GPT_Pro to better solve the problem
1. The processing methods of timing data mainly include: pre-processing of timing data, feature engineering, modeling and prediction. Preprocessing includes cleaning and standardization of original data, missing value processing and outlier value processing; Feature engineering is mainly to extract meaningful features from the original data, and use some rules(such as feature combination, feature selection, data clustering, etc.) to transform the original features into new useful features. Modeling prediction is to use machine learning or deep learning methods to model and predict time series data to achieve certain goals.

2, the feature derivatives that can be done mainly include: timestamp feature derivatives, window feature derivatives, operational feature derivatives, statistical feature derivatives, quantitative feature derivatives. Timestamp feature derivation is to convert timestamp information, such as time into hours, minutes, etc. Window feature derivation is aggregated statistics in a certain time window. The derivation of operational features is to perform certain operations on the original features, such as average value, variance, regression prediction, etc. Statistical feature derivation is to express the distribution of data by calculating a certain frequency or distribution distribution. Quantitative feature derivation is to divide the original data and calculate the change of quantity.

3, there are useful packages in python for handling sequential data, such as Pandas, NumPy, Scikit-learn, etc. Pandas can quickly read, process, and store sequential data, and NumPy can perform mathematical calculations quickly. Scikit-learn enables fast modeling prediction. There are also some dedicated python libraries for timing data, such as statsmodels, Prophet, elasticsearch-dsl-py, etc. Statsmodels can quickly realize statistical analysis and timing analysis; Prophet is a tool kit developed by Facebook for timing prediction; Elasticsearch-dsl-py can quickly implement sequential retrieval in elasticsearch.
If the answer is helpful, please accept it.