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)

Preparing multiple time series for a global model

Now, it is time to move on to the type of time series problems that involve multiple time series. In this recipe, we will learn the fundamentals of global forecasting models and how they work. We’ll also explore how to prepare a dataset that contains multiple time series for forecasting. Again, we leverage the capabilities of the TimeSeriesDataSet and DataModule classes to help us do this.

Getting ready

So far, we’ve been working with time series problems involving a single dataset. Now, we’ll learn about global forecasting models, including the following:

  • Transitioning from local to global models: Initially, our work with time series forecasting focused on single datasets, where models predict future values based on historical data of one series. These so-called local models are tailored to specific time series, whereas global models involve handling multiple related time series and capturing relevant...