Book Image

Deep Learning for Time Series Cookbook

By : Vitor Cerqueira, Luís Roque
Book Image

Deep Learning for Time Series Cookbook

By: Vitor Cerqueira, Luís Roque

Overview of this book

Most organizations exhibit a time-dependent structure in their processes, including fields such as finance. By leveraging time series analysis and forecasting, these organizations can make informed decisions and optimize their performance. Accurate forecasts help reduce uncertainty and enable better planning of operations. Unlike traditional approaches to forecasting, deep learning can process large amounts of data and help derive complex patterns. Despite its increasing relevance, getting the most out of deep learning requires significant technical expertise. This book guides you through applying deep learning to time series data with the help of easy-to-follow code recipes. You’ll cover time series problems, such as forecasting, anomaly detection, and classification. This deep learning book will also show you how to solve these problems using different deep neural network architectures, including convolutional neural networks (CNNs) or transformers. As you progress, you’ll use PyTorch, a popular deep learning framework based on Python to build production-ready prediction solutions. By the end of this book, you'll have learned how to solve different time series tasks with deep learning using the PyTorch ecosystem.
Table of Contents (12 chapters)

Technical requirements

Before diving into univariate time series forecasting problems, we need to ensure that we have the appropriate software and libraries installed on our system. Here, we’ll go over the main technical requirements for implementing the procedures described in this chapter:

  • We will primarily need Python 3.9 or a later version, pip or Anaconda, PyTorch, and CUDA (optional). You can check the Installing PyTorch recipe from the previous chapter for more information on these.
  • NumPy (1.26.3) and pandas (2.1.4): Both these Python libraries provide several methods for data manipulation and analysis.
  • statsmodels (0.14.1): This library implements several statistical methods, including a few useful time series analysis techniques.
  • scikit-learn (1.4.0): scikit-learn is a popular Python library for statistical learning. It contains several methods to solve different tasks, such as classification, regression, and clustering.
  • sktime (0.26.0): A Python...