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)

Advanced Deep Learning Architectures for Time Series Forecasting

In previous chapters, we’ve learned how to create forecasting models using different types of neural networks but, so far, we’ve worked with basic architectures such as feedforward neural networks or LSTMs. This chapter describes how to build forecasting models with state-of-the-art approaches such as DeepAR or Temporal Fusion Transformers. These have been developed by tech giants such as Google and Amazon and are available in different Python libraries. These advanced deep learning architectures are designed to tackle different types of forecasting problems.

We’ll cover the following recipes:

  • Interpretable forecasting with N-BEATS
  • Optimizing the learning rate with PyTorch Forecasting
  • Getting started with GluonTS
  • Training a DeepAR model with GluonTS
  • Training a Transformer with NeuralForecast
  • Training a Temporal Fusion Transformer with GluonTS
  • Training an Informer...