Book Image

Codeless Time Series Analysis with KNIME

By : KNIME AG, Corey Weisinger, Maarit Widmann, Daniele Tonini
Book Image

Codeless Time Series Analysis with KNIME

By: KNIME AG, Corey Weisinger, Maarit Widmann, Daniele Tonini

Overview of this book

This book will take you on a practical journey, teaching you how to implement solutions for many use cases involving time series analysis techniques. This learning journey is organized in a crescendo of difficulty, starting from the easiest yet effective techniques applied to weather forecasting, then introducing ARIMA and its variations, moving on to machine learning for audio signal classification, training deep learning architectures to predict glucose levels and electrical energy demand, and ending with an approach to anomaly detection in IoT. There’s no time series analysis book without a solution for stock price predictions and you’ll find this use case at the end of the book, together with a few more demand prediction use cases that rely on the integration of KNIME Analytics Platform and other external tools. By the end of this time series book, you’ll have learned about popular time series analysis techniques and algorithms, KNIME Analytics Platform, its time series extension, and how to apply both to common use cases.
Table of Contents (20 chapters)
1
Part 1: Time Series Basics and KNIME Analytics Platform
7
Part 2: Building and Deploying a Forecasting Model
14
Part 3: Forecasting on Mixed Platforms

Encoding and tensors

Preparing time series data for deep learning models is already a bit different than working with more classic applications such as classification or regression. We twist and reshape our data by lagging our input series to create the input tensor. This pattern continues in our application of the base LSTM network. We’ll also talk a little bit about how the cell state, s(t), gets initiated as well.

We’ll do this by recapping the shape of our input data, then introducing the nodes required for reshaping our data table, and finally producing the tensor, which we will input into the LSTM model.

Input data

For this chapter and this use case, we’ll assume we have a single variable time series to forecast. This is a single column representing data of the same type that’s been recorded over time. We’ll also assume the data has been cleaned properly, as detailed in Chapter 3, Preparing Data for Time Series Analysis.

Note

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