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)

Multi-step and multi-output forecasting with multivariate time series

In this recipe, we’ll extend the LSTM model to predict multiple steps of several variables of a multivariate time series.

Getting ready

So far, in this chapter, we have built several models to forecast the future of one particular variable, solar radiation. We used the extra variables in the time series to improve the modeling of solar radiation.

Yet, when working with multivariate time series, we’re often interested in forecasting several variables, not just one. A common example occurs when dealing with spatiotemporal data. A spatiotemporal dataset is a particular case of a multivariate time series where a real-world process is observed in different locations. In this type of dataset, the goal is to forecast the future values of all these locations. Again, we can leverage the fact that neural networks are multi-output algorithms to handle multiple target variables in a single model.

In...