Time series analysis

See:

AI/Supervised Learning/Regression

AI/Forecasting

AI/Deep learning/RNNs

AI/Deep learning/CNNs#Sequence (time series) modelling

AI/Deep learning/DL#DL for tabular data

AI/Deep learning/Transformers

AI/Causality/Causality

Resources

Code

See "Code" in AI/Forecasting
#PAPER A systematic review of Python packages for time series analysis (Siebert 2021)
#CODE tsai - State-of-the-art Deep Learning library for Time Series and Sequences
- https://timeseriesai.github.io/tsai/
#CODE Sktime
- https://towardsdatascience.com/sktime-a-unified-python-library-for-time-series-machine-learning-3c103c139a55
#CODE Stumpy - STUMPY is a powerful and scalable Python library for modern time series analysis
#CODE Orbit - A Python package for Bayesian forecasting with object-oriented design and probabilistic models under the hood
- https://eng.uber.com/the-new-version-of-orbit-v1-1-is-released/
#CODE TSflex
- https://predict-idlab.github.io/tsflex/
#CODE Merlion - Merlion is a Python library for time series intelligence
- #PAPER Merlion: A Machine Learning Library for Time Series (Bhatnagar 2021)
#CODE Kats
- Kats, a kit to analyze time series data, a lightweight, easy-to-use, generalizable, and extendable framework to perform time series analysis, from understanding the key statistics and characteristics, detecting change points and anomalies, to forecasting future trends
- https://facebookresearch.github.io/Kats/
- https://engineering.fb.com/2021/06/21/open-source/kats/
- https://towardsdatascience.com/kats-a-generalizable-framework-to-analyze-time-series-data-in-python-3c8d21efe057
#CODE Tsfresh - Time Series Feature extraction based on scalable hypothesis tests
- Automatic extraction of relevant features from time series
#CODE TSFEL
- #PAPER TSFEL: Time Series Feature Extraction Library (Barandas 2020)
#CODE Tslearn - A machine learning toolkit dedicated to time-series data
#CODE Pmdarima
- Pyramid bridges one more gap between R and Python by bringing R's auto.arima to Python. Pyramid wraps statsmodels' well-tested ARIMA and SARIMAX estimators.
#CODE Tick
#CODE Feature engine
#CODE Featuretools - An open source python library for automated feature engineering
- https://www.featuretools.com/

Subtopics

Time Series Forecasting

See AI/Forecasting

Anomaly and Outlier Detection

See AI/Anomaly and Outlier Detection#For Time series

TS models

TS classification

UEA & UCR Time Series Classification Repository
- Datasets
Dynamic time warping - DTW is one of the algorithms for measuring similarity between two temporal sequences, which may vary in speed
https://medium.com/@hassanismailfawaz/deep-learning-for-time-series-classification-a-brief-overview-73b58767ed0f
#PAPER ROCKET: Exceptionally fast and accurate time series classification using random convolutional kernels (Dempster 2019)
#PAPER InceptionTime: Finding AlexNet for Time Series Classification (Ismail Fawaz 2019)
#PAPER Deep learning for time series classification: a review (Ismail Fawaz 2019)
- #CODE https://github.com/hfawaz/dl-4-tsc
- https://medium.com/@hassanismailfawaz/deep-learning-for-time-series-classification-a-brief-overview-73b58767ed0f
#PAPER TS-CHIEF: A Scalable and Accurate Forest Algorithm for Time Series Classification (Shifaz 2020)

Time-frequency analysis

Continuous wavelet transform

Fourier Analysis

Fourier analysis
- Fast Fourier transform
  - A fast Fourier transform (FFT) is an algorithm that computes the discrete Fourier transform (DFT) of a sequence, or its inverse (IDFT).
- Fourier Transform for Time Series
- Understanding FFTs and Windowing

Causality

See AI/Causality/Causality

Explainability

See AI/XAI