LSTM neural networks for multivariate time series forecasting
In this recipe, we’ll continue the process of building a model to predict the next value of solar radiation using multivariate time series. This time, we’ll train an LSTM recurrent neural network to solve this task.
Getting ready
The data setup is similar to what we did in the previous recipe. So, we’ll use the same data module we defined there. Now, let’s learn how to build an LSTM neural network with a LightningModule
class.
How to do it…
The workflow for training an LSTM neural network with PyTorch Lightning is similar, with one small but important detail. For LSTM models, we keep the input data in a three-dimensional structure with a shape of (number of samples, number of lags, number of features). Here’s what the module looks like, starting with the constructor and the forward
()
method:
class MultivariateLSTM(pl.LightningModule): def __init__...