State of the Art Topics in Time Series: Mathematics & Python Implementation

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Chapters

Language

English

Genre

Math

Published

July 18, 2025

Synopsis

State of the Art Topics in Time Series: Mathematics & Python Implementation by Vikram Singh Sankhala serves as a comprehensive, state-of-the-art reference for understanding and applying time series analysis. This meticulously structured book bridges the gap between theoretical rigor and practical application, catering to a diverse audience of academic researchers, graduate students, and data science professionals. It delves deep into the mathematical foundations of time series, covering concepts like stationarity, autocorrelation, and fundamental operators, alongside classical statistical models such as ARIMA, SARIMA, and State Space Models. The book then transitions to modern deep learning techniques, including RNNs, LSTMs, GRUs, Transformers, and emerging foundation models for zero-shot forecasting and anomaly detection, providing readers with a complete view of the evolving landscape. Equally crucial is the book's emphasis on hands-on Python implementation. Sankhala guides readers through essential data handling, preprocessing, and visualization techniques using libraries like pandas, numpy, and matplotlib. Detailed, step-by-step code examples demonstrate the application of both classical and advanced models with TensorFlow, PyTorch, and statsmodels. The text also covers performance evaluation, cross-validation, and advanced topics like multivariate forecasting and uncertainty quantification, ensuring readers are equipped to build, evaluate, and deploy time series models effectively in real-world scenarios. The 'Solinexta Time Series' branding underscores its aim to be an enduring, evolving resource for anyone seeking mastery in this critical data science domain.

About the Author

VSS

Vikram Singh Sankhala

Vikram Singh Sankhala offers a unique analytical perspective, blending expertise in multi-modal AI, agentic systems, and data-driven solutions with ancient Vedic astrological principles. His innovative approach translates complex astrological concepts into accessible, modern frameworks using cutting-edge technology. Sankhala's mission is to unlock the timeless insights of what he calls 'humanity's oldest data science' through contemporary analytical tools, bridging ancient wisdom with technological advancements for practical, evidence-based guidance.

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State of the Art Topics in Time Series: Mathematics & Python Implementation

Synopsis

About the Author

Vikram Singh Sankhala

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