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)

Training a Transformer model with NeuralForecast

Now, we turn our attention to Transformer architectures that have been driving recent advances in various fields of artificial intelligence. In this recipe, we will show you how to train a vanilla Transformer using the NeuralForecast Python library.

Getting ready

Transformers have become a dominant architecture in the deep learning community, especially for natural language processing (NLP) tasks. Transformers have been adopted for various tasks beyond NLP, including time series forecasting.

Unlike traditional models that analyze time series data point by point in sequence, Transformers evaluate all time steps simultaneously. This approach is similar to observing an entire timeline at once, determining the significance of each moment in relation to others for a specific point in time.

At the core of the Transformer architecture is the attention mechanism. This mechanism calculates a weighted sum of input values, or values...