11: Time Series

“I used to be a data scientist, but then I automated myself out of a job. Now I’m just a script that runs every morning.”

Outline

This final lecture walks through a complete data science project from start to finish, demonstrating how all the tools and techniques from Lectures 01-10 work together in a real-world workflow.

• Phase 1-3: Setup, exploration, and data cleaning
• Phase 4-5: Data wrangling, transformation, and feature engineering
• Phase 6-7: Pattern analysis and modeling preparation
• Phase 8-9: Modeling, evaluation, and results communication

Dataset: NYC Taxi Trip Dataset - millions of taxi trips with rich temporal patterns, location data, and fare information.

The Complete Workflow

Reality check: Real data science projects don’t follow a linear path. You’ll iterate, backtrack, and discover new questions as you explore. But having a structured workflow helps you stay organized and ensures you don’t miss critical steps.

This lecture demonstrates the complete data science lifecycle:

Raw Data → Exploration → Cleaning → Wrangling → Feature Engineering
    → Analysis → Modeling → Results → Insights

Each phase builds on the previous one, and we’ll use techniques from every lecture in this course.

Key Principle: This isn’t just about individual techniques - it’s about integrating everything you’ve learned into a cohesive analytical process.

Notebook Structure

This lecture is organized into 4 interactive notebooks that you can follow along with:

1. Notebook 1: Setup, Exploration & Cleaning

   • Loading and inspecting data
   • Initial exploration and visualization
   • Systematic data cleaning workflow

2. Notebook 2: Wrangling & Feature Engineering

   • Merging datasets
   • Time series datetime handling
   • Reshaping and aggregations
   • Creating derived features

3. Notebook 3: Pattern Analysis & Modeling Prep

   • Advanced visualizations
   • Identifying trends and seasonality
   • Temporal train/test splitting
   • Feature preparation

4. Notebook 4: Modeling & Results

   • Model training and evaluation
   • Model interpretation
   • Final visualizations
   • Results communication

Phase-to-Notebook Mapping

This is really only useful if you get stuck on the final and want to know where to look in today’s lecture.

Notebook 1: Phases 1-3 (Setup, Exploration, Cleaning)

• Phase 1: Project Setup & Data Acquisition
• Phase 2: Data Exploration & Understanding
• Phase 3: Data Cleaning & Preprocessing

Notebook 2: Phases 4-5 (Wrangling, Feature Engineering)

• Phase 4: Data Wrangling & Transformation
• Phase 5: Feature Engineering & Aggregation

Notebook 3: Phases 6-7 (Pattern Analysis, Modeling Prep)

• Phase 6: Pattern Analysis & Advanced Visualization
• Phase 7: Modeling Preparation

Notebook 4: Phases 8-9 (Modeling, Results)

• Phase 8: Modeling
• Phase 9: Results & Insights

How to Use:

• Each notebook can be run independently (after previous notebooks)
• Follow along during lecture or work through them on your own
• All notebooks use the NYC Taxi Trip Dataset
• Code is executable and well-documented

Time Series Component

Note: This project includes time series analysis as a required component. The NYC Taxi dataset has temporal patterns that require time series operations:

• Hourly and daily patterns
• Day-of-week effects
• Seasonal trends
• Time-based feature engineering

You’ll see datetime operations, resampling, rolling windows, and temporal modeling - applying the time series skills from Lecture 09 within a complete project workflow.

Workflow Requirements Checklist

Use this checklist to ensure you complete all required components:

Phase 1-2 (Setup & Exploration):

• Data loaded successfully
• Initial inspection completed (shape, info, describe)
• Missing values identified
• Basic visualizations created (distributions, time series if applicable)
• Data quality issues documented

Phase 3 (Cleaning):

• Missing data handling strategy chosen and implemented
• Outliers detected and handled
• Data types validated and converted
• Duplicates identified and removed
• Cleaning decisions documented

Phase 4 (Wrangling):

• Datetime columns parsed correctly
• Datetime index set
• Temporal features extracted (hour, day_of_week, month minimum)
• Multiple datasets merged (if applicable)
• Data reshaped as needed

Phase 5 (Feature Engineering):

• Derived features created
• Time-based aggregations performed
• At least one rolling window calculation
• Categorical features created (if applicable)
• Feature list documented

Phase 6 (Pattern Analysis):

• Trends over time identified
• Seasonal patterns analyzed
• Correlation analysis completed
• Advanced visualizations created
• Key patterns documented

Phase 7 (Modeling Prep):

• Target variable selected
• Temporal train/test split performed (NOT random split)
• Features selected and prepared
• Categorical variables handled (encoding if needed)
• No data leakage (future data not in training set)

Phase 8 (Modeling):

• At least 2 different models trained
• Performance evaluated on train and test sets
• Models compared
• Feature importance extracted (if applicable)
• Model performance documented

Phase 9 (Results):

• Final visualizations created
• Summary tables generated
• Key findings documented
• Results communicated clearly

Connection to Final Exam

This lecture demonstrates the same workflow that you’ll use in the final exam, but with:

• More detailed explanations and rationale
• Live demonstrations of techniques
• Best practices and professional workflows
• Troubleshooting common issues

The final exam will follow the same 9-phase structure but use a different dataset (Chicago Beach Weather Sensors) and focus on applying these skills rather than learning them.

Key Difference: This lecture teaches the workflow. The exam assesses your ability to execute it.

Learning Objectives

By the end of this lecture, you should be able to:

• Execute a complete data science workflow from raw data to insights
• Integrate techniques from all previous lectures
• Handle real-world data quality issues
• Perform time series analysis on temporal data
• Build and evaluate predictive models
• Communicate results effectively

Getting Started

1. Navigate to the demo folder:

   cd 11/demo

2. Set up the environment:

   uv venv .venv
   source .venv/bin/activate
   uv pip install -r requirements.txt

3. Download the NYC Taxi Trip Dataset:

   chmod +x download_data.sh
   ./download_data.sh

4. Open the notebooks in order:

   • 01_setup.ipynb - Setup, Exploration & Cleaning
   • 02_wrangling.ipynb - Wrangling & Feature Engineering
   • 03_model_prep.ipynb - Pattern Analysis & Modeling Prep
   • 04_modeling.ipynb - Modeling & Results

5. Follow along or work through them independently

6. Run each cell to see the results and understand the workflow

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“The best way to learn data science is to do data science. This lecture gives you a complete, real-world example of how it all fits together.”

Holiday fun…

• Advent of Code - Get in the holiday spirit!
• GameShell - A game to learn the Unix shell

“I honestly didn’t think you could even USE emoji in variable names. Or that there were so many different crying ones.”