Category Archives: Time Series Analytic

Evaluation of Time Series Predictability with Kaboudan Metric using Prophet

You might be getting ready to build a time series forecasting model using state of the art LSTM network. Before you proceed you may want to pause and ask yourself whether your time series inherently predictable at all i.e whether … Continue reading

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Time Series Trend and Seasonality Component Decomposition with STL on Spark

You may be interested in decomposing a time series into level, trend, seasonality and remainder components to gain more insight into your time series. You may also be interested in decomposition to separate out the remainder component for anomaly detection. … Continue reading

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Time Series Seasonal Cycle Detection with Auto Correlation on Spark

There are may benefits of auto correlation analysis on time series data, as we will be alluding to in detail later. It allows us to gain important insights on the nature of the time series data. Cycle detection is one … Continue reading

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Operational Analytics with Seasonal Data

Time sequence data which is all around us may contain seasonal components. Data is seasonal when there is a seasonal component e.g month of the year, day of the week, hour of week day etc in the data. It is defined … Continue reading

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Real Time Detection of Outliers in Sensor Data using Spark Streaming

As far as analytic of sensor generated data is concerned, in Internet of Things (IoT) and in a connected everything world, it’s mostly about real time analytic of time series data. In this post, I will be addressing an use … Continue reading

Posted in Big Data, Data Science, Internet of Things, Outlier Detection, Real Time Processing, Spark, Time Series Analytic | Tagged , , | 2 Comments