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)

Using callbacks – EarlyStopping

Callbacks in PyTorch Lightning are reusable components that allow you to inject custom behavior into various stages of the training, validation, and testing loops. They offer a way to encapsulate functionalities separate from the main training logic, providing a modular and extensible approach to manage auxiliary tasks such as logging metrics, saving checkpoints, early stopping, and more.

By defining a custom class that inherits from PyTorch Lightning’s base Callback class, you can override specific methods corresponding to different points in the training process, such as on_epoch_start or on_batch_end. When a trainer is initialized with one or more of these callback objects, the defined behavior is automatically executed at the corresponding stage of the training process. This makes callbacks powerful tools for organizing the training pipeline, adding flexibility without cluttering the main training code.

Getting ready

After...