How to Get Started with sktime: A Guide for Time Series Analysis

Dec 9, 2023 | Data Science

Welcome to the world of sktime, a powerful library for time series analysis in Python! Whether you’re venturing into time series classification, regression, clustering, annotation, or forecasting, this guide will help you easily navigate through the installation and usage of sktime. Let’s embark on this journey!

What is sktime?

sktime is an open-source library that provides a unified interface for multiple time series learning tasks, allowing you to analyze data more efficiently. With capabilities to work with dedicated time series algorithms and scikit-learn compatible tools, it simplifies the task of building, tuning, and validating your time series models.

Installation Steps

Getting started with sktime is straightforward. Follow these steps to install the library on your machine:

  • Ensure you have Python 3.8, 3.9, 3.10, 3.11, or 3.12 (64-bit) installed on your system.
  • Choose a package manager: pip or conda.

Using pip

Open your terminal and execute the following commands:

pip install sktime
pip install sktime[all_extras]  # for maximum dependencies

Using conda

If you prefer conda, you can install sktime via the following command:

conda install -c conda-forge sktime

Quickstart Examples

Once installed, you can start using sktime for various tasks. Here’s a quick rundown of how to perform forecasting and time series classification.

Forecasting Example

Imagine you’re a chef predicting the number of customers for the month based on previous data. Here’s how you do it using sktime:

from sktime.datasets import load_airline
from sktime.forecasting.base import ForecastingHorizon
from sktime.forecasting.theta import ThetaForecaster
from sktime.split import temporal_train_test_split
from sktime.performance_metrics.forecasting import mean_absolute_percentage_error

y = load_airline()
y_train, y_test = temporal_train_test_split(y)
fh = ForecastingHorizon(y_test.index, is_relative=False)
forecaster = ThetaForecaster(sp=12)  # monthly seasonal periodicity
forecaster.fit(y_train)
y_pred = forecaster.predict(fh)
mean_absolute_percentage_error(y_test, y_pred)

In this analogy, you’re training a bit like seasoning your dish; the more accurately you understand the patterns of past customers, the more delightful predictions you make for the future.

Time Series Classification Example

Now let’s say you want to classify different types of fluttering leaves. Here’s how:

from sktime.classification.interval_based import TimeSeriesForestClassifier
from sktime.datasets import load_arrow_head
from sklearn.model_selection import train_test_split
from sklearn.metrics import accuracy_score

X, y = load_arrow_head()
X_train, X_test, y_train, y_test = train_test_split(X, y)
classifier = TimeSeriesForestClassifier()
classifier.fit(X_train, y_train)
y_pred = classifier.predict(X_test)
accuracy_score(y_test, y_pred)

Think of this as training your senses to distinguish between different leaf movements; with practice, you become better at identifying what’s what!

Troubleshooting

If you encounter issues while installing or using sktime, consider the following troubleshooting tips:

  • Double-check your Python version; ensure it is 64-bit and matches the specified versions.
  • Make sure you have all necessary permissions for package installations.
  • If using conda, confirm that you have activated the correct environment.

For more insights, updates, or to collaborate on AI development projects, stay connected with fxis.ai.

Community Support

Have questions or need assistance? Engage with the sktime community via:

Conclusion

At fxis.ai, we believe that such advancements are crucial for the future of AI, as they enable more comprehensive and effective solutions. Our team is continually exploring new methodologies to push the envelope in artificial intelligence, ensuring that our clients benefit from the latest technological innovations.

Final Thoughts

Time series analysis doesn’t need to be daunting. With sktime, you have the power of organized tools at your fingertips to handle diverse time series tasks. Dive in, experiment, and uncover the story your data has to tell!

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