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)

Hyperparameter optimization using Ray Tune

Neural networks have hyperparameters that define their structure and learning process. Hyperparameters include the learning rate or the number of hidden layers and units. Different hyperparameter values can affect the learning process and the accuracy of models. Incorrectly chosen values can result in underfitting or overfitting, which decreases the model’s performance. So, it’s important to optimize the value of hyperparameters to get the most out of deep learning models. In this recipe, we’ll explore how to do hyperparameter optimization using Ray Tune, including learning rate, regularization parameters, the number of hidden layers, and so on. The optimization of these parameters is very important to the performance of our models. More often than not, we face poor results in fitting neural network models simply due to poor selection of hyperparameters, which can lead to underfitting or overfitting unseen data.

Getting...