About the book


"The book is a testament to Kuo’s deep understanding of time series analysis and its applications in predictive analytics and anomaly detection. This book equips readers with the necessary skills to tackle real-world challenges. It is particularly valuable for those seeking a career change into data science. Kuo provides a detailed exploration of both traditional and cutting-edge techniques. Kuo integrates discussions on neural networks and other advanced algorithms, reflecting the latest trends and developments in the field. This ensures that readers are not only learning established methods but are also prepared to engage with the most current and innovative techniques in data science.The book’s clarity and accessibility are enhanced by Kuo’s engaging writing style. He successfully demystifies complex mathematical and statistical concepts, making them approachable without sacrificing rigor."


TABLE OF CONTENTS

  1. Preface
  2. Introduction
  3. Prophet for business forecasting
  4. Tutorial I
  5. Tutorial II
  6. Change Point Detection in Time Series
  7. Monte Carlo Simulation for Probabilistic Forecasting
  8. Quantile Regression for Probabilistic Forecasting
  9. Conformal Predictions for Probabilistic Forecasting
  10. Conformalized Quantile Regression for Probabilistic Forecasting
  11. Automatic ARIMA!
  12. Time Series Data Formats Made Easy
  13. Linear Regression for Multi-period Probabilistic Forecasting
  14. Feature Engineering for Tree-based Time Series Models
  15. Two Primary Strategies for Multi-period Time Series Forecasting
  16. Tree-based XGB, LightGBM, and CatBoost Models for Multi-period Probabilistic Forecasting
  17. The Progression of Time Series Modeling Techniques
  18. Deep Learning-based DeepAR for Probabilistic Forecasting
  19. Application — Probabilistic Predictions for stock prices
  20. From RNN to Transformer-based Time Series Models
  21. Temporal Fusion Transformer for Interpretable Time Series Predictions
  22. Lag-Llama for Time Series Forecasting

WHAT'S NEW IN THE 2ND EDITION

  • Comprehensive and in-depth coverage: The second edition offers a wide range of techniques for anomaly detection. It ensures a well-rounded understanding of the foundational concepts, making it suitable for beginners and seasoned professionals alike. Each chapter builds on the previous one, creating a cohesive and comprehensive learning experience.
  • Enhanced explanations and visual presentations: We’ve enriched this edition with a wealth of visualizations. These enhancements are designed to clarify complex concepts. You’ll learn not just the ‘how’ but also the ‘why’ behind each method.
  • Supervised and unsupervised learning techniques: We expand the second edition to cover the advanced machine learning techniques for anomaly detection. On the unsupervised learning part, you will be equipped with a wide range of modern techniques to discover new patterns. On the supervised learning part, you will gain a deeper understanding into grid-search, hyperparameter tuning, regularization, under-sampling and over-sampling techniques. You will use the code examples to build a suite of high-power machine learning models.
  • 200+ data science Q&A: One of the standout features of the second edition is the inclusion of the Q&A sections in each chapter. By working through these questions, you’ll be well-prepared to showcase your expertise and secure your next job opportunity.

Learn with Chris Kuo

Chris Kuo is a data scientist and an adjunct professor with 23+ years of experience. He led various data science solutions including customer analytics, health data science, fraud detection, and litigation analytics. He is also an inventor of a U.S. patent. He has worked at several Fortune 500 companies in the insurance and retail industries. In addition to teaching at Columbia University, he has taught courses in time series forecasting, mathematical finance, economics, and management at Boston University, University of New Hampshire, and Liberty University. Chris Kuo received his Ph.D. in Economics from SUNY at Stony Brook and his B.S. in Nuclear Engineering from National Tsing-Hua University, Taiwan. He and his wife live in New York, New York.

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