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)

Forecasting with PyTorch Lightning

In this chapter, we’ll build forecasting models using PyTorch Lightning. We’ll touch on several aspects of this framework, such as creating a data module to handle data preprocessing or creating a LightningModel structure that encapsulates the training process of neural networks. We’ll also explore TensorBoard to monitor the training process of neural networks. Then, we’ll describe a few metrics for evaluating deep neural networks for forecasting, such as Mean Absolute Scaled Error (MASE) and Symmetric Mean Absolute Percentage Error (SMAPE). In this chapter, we’ll focus on multivariate time series, which contain more than one variable.

This chapter will guide you through the following recipes:

  • Preparing a multivariate time series for supervised learning
  • Training a linear regression model for forecasting with a multivariate time series
  • Feedforward neural networks for multivariate time series forecasting...